| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,592.0 |
2,624.0 |
32.0 |
1.2% |
2,498.0 |
| High |
2,618.0 |
2,667.0 |
49.0 |
1.9% |
2,613.0 |
| Low |
2,551.0 |
2,600.0 |
49.0 |
1.9% |
2,481.0 |
| Close |
2,597.0 |
2,657.0 |
60.0 |
2.3% |
2,579.0 |
| Range |
67.0 |
67.0 |
0.0 |
0.0% |
132.0 |
| ATR |
60.2 |
60.9 |
0.7 |
1.2% |
0.0 |
| Volume |
1,059,379 |
1,231,187 |
171,808 |
16.2% |
4,878,885 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.3 |
2,816.7 |
2,693.9 |
|
| R3 |
2,775.3 |
2,749.7 |
2,675.4 |
|
| R2 |
2,708.3 |
2,708.3 |
2,669.3 |
|
| R1 |
2,682.7 |
2,682.7 |
2,663.1 |
2,695.5 |
| PP |
2,641.3 |
2,641.3 |
2,641.3 |
2,647.8 |
| S1 |
2,615.7 |
2,615.7 |
2,650.9 |
2,628.5 |
| S2 |
2,574.3 |
2,574.3 |
2,644.7 |
|
| S3 |
2,507.3 |
2,548.7 |
2,638.6 |
|
| S4 |
2,440.3 |
2,481.7 |
2,620.2 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.7 |
2,898.3 |
2,651.6 |
|
| R3 |
2,821.7 |
2,766.3 |
2,615.3 |
|
| R2 |
2,689.7 |
2,689.7 |
2,603.2 |
|
| R1 |
2,634.3 |
2,634.3 |
2,591.1 |
2,662.0 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,571.5 |
| S1 |
2,502.3 |
2,502.3 |
2,566.9 |
2,530.0 |
| S2 |
2,425.7 |
2,425.7 |
2,554.8 |
|
| S3 |
2,293.7 |
2,370.3 |
2,542.7 |
|
| S4 |
2,161.7 |
2,238.3 |
2,506.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,667.0 |
2,551.0 |
116.0 |
4.4% |
59.8 |
2.3% |
91% |
True |
False |
1,040,868 |
| 10 |
2,667.0 |
2,453.0 |
214.0 |
8.1% |
54.3 |
2.0% |
95% |
True |
False |
995,137 |
| 20 |
2,667.0 |
2,252.0 |
415.0 |
15.6% |
57.4 |
2.2% |
98% |
True |
False |
1,050,691 |
| 40 |
2,667.0 |
2,252.0 |
415.0 |
15.6% |
56.6 |
2.1% |
98% |
True |
False |
878,776 |
| 60 |
2,667.0 |
2,252.0 |
415.0 |
15.6% |
59.3 |
2.2% |
98% |
True |
False |
587,233 |
| 80 |
2,667.0 |
2,043.0 |
624.0 |
23.5% |
60.7 |
2.3% |
98% |
True |
False |
441,143 |
| 100 |
2,667.0 |
1,693.0 |
974.0 |
36.7% |
63.4 |
2.4% |
99% |
True |
False |
355,567 |
| 120 |
2,667.0 |
1,693.0 |
974.0 |
36.7% |
61.4 |
2.3% |
99% |
True |
False |
296,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,951.8 |
|
2.618 |
2,842.4 |
|
1.618 |
2,775.4 |
|
1.000 |
2,734.0 |
|
0.618 |
2,708.4 |
|
HIGH |
2,667.0 |
|
0.618 |
2,641.4 |
|
0.500 |
2,633.5 |
|
0.382 |
2,625.6 |
|
LOW |
2,600.0 |
|
0.618 |
2,558.6 |
|
1.000 |
2,533.0 |
|
1.618 |
2,491.6 |
|
2.618 |
2,424.6 |
|
4.250 |
2,315.3 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,649.2 |
2,641.0 |
| PP |
2,641.3 |
2,625.0 |
| S1 |
2,633.5 |
2,609.0 |
|