| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4,819.5 |
4,862.0 |
42.5 |
0.9% |
4,850.0 |
| High |
4,931.5 |
4,881.5 |
-50.0 |
-1.0% |
4,869.5 |
| Low |
4,807.0 |
4,705.0 |
-102.0 |
-2.1% |
4,673.0 |
| Close |
4,895.5 |
4,731.5 |
-164.0 |
-3.4% |
4,778.0 |
| Range |
124.5 |
176.5 |
52.0 |
41.8% |
196.5 |
| ATR |
122.6 |
127.4 |
4.9 |
4.0% |
0.0 |
| Volume |
136,016 |
154,776 |
18,760 |
13.8% |
691,701 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,302.2 |
5,193.3 |
4,828.6 |
|
| R3 |
5,125.7 |
5,016.8 |
4,780.0 |
|
| R2 |
4,949.2 |
4,949.2 |
4,763.9 |
|
| R1 |
4,840.3 |
4,840.3 |
4,747.7 |
4,806.5 |
| PP |
4,772.7 |
4,772.7 |
4,772.7 |
4,755.8 |
| S1 |
4,663.8 |
4,663.8 |
4,715.3 |
4,630.0 |
| S2 |
4,596.2 |
4,596.2 |
4,699.1 |
|
| S3 |
4,419.7 |
4,487.3 |
4,683.0 |
|
| S4 |
4,243.2 |
4,310.8 |
4,634.4 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,363.0 |
5,267.0 |
4,886.1 |
|
| R3 |
5,166.5 |
5,070.5 |
4,832.0 |
|
| R2 |
4,970.0 |
4,970.0 |
4,814.0 |
|
| R1 |
4,874.0 |
4,874.0 |
4,796.0 |
4,823.8 |
| PP |
4,773.5 |
4,773.5 |
4,773.5 |
4,748.4 |
| S1 |
4,677.5 |
4,677.5 |
4,760.0 |
4,627.3 |
| S2 |
4,577.0 |
4,577.0 |
4,742.0 |
|
| S3 |
4,380.5 |
4,481.0 |
4,724.0 |
|
| S4 |
4,184.0 |
4,284.5 |
4,669.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,931.5 |
4,705.0 |
226.5 |
4.8% |
139.8 |
3.0% |
12% |
False |
True |
132,927 |
| 10 |
4,931.5 |
4,673.0 |
258.5 |
5.5% |
130.0 |
2.7% |
23% |
False |
False |
137,251 |
| 20 |
5,168.5 |
4,673.0 |
495.5 |
10.5% |
117.0 |
2.5% |
12% |
False |
False |
79,535 |
| 40 |
5,178.0 |
4,662.5 |
515.5 |
10.9% |
117.7 |
2.5% |
13% |
False |
False |
40,219 |
| 60 |
5,178.0 |
4,248.5 |
929.5 |
19.6% |
118.4 |
2.5% |
52% |
False |
False |
26,945 |
| 80 |
5,178.0 |
3,699.0 |
1,479.0 |
31.3% |
122.4 |
2.6% |
70% |
False |
False |
20,777 |
| 100 |
5,178.0 |
3,613.5 |
1,564.5 |
33.1% |
124.0 |
2.6% |
71% |
False |
False |
16,707 |
| 120 |
5,178.0 |
3,613.5 |
1,564.5 |
33.1% |
127.2 |
2.7% |
71% |
False |
False |
13,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,631.6 |
|
2.618 |
5,343.6 |
|
1.618 |
5,167.1 |
|
1.000 |
5,058.0 |
|
0.618 |
4,990.6 |
|
HIGH |
4,881.5 |
|
0.618 |
4,814.1 |
|
0.500 |
4,793.3 |
|
0.382 |
4,772.4 |
|
LOW |
4,705.0 |
|
0.618 |
4,595.9 |
|
1.000 |
4,528.5 |
|
1.618 |
4,419.4 |
|
2.618 |
4,242.9 |
|
4.250 |
3,954.9 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,793.3 |
4,818.3 |
| PP |
4,772.7 |
4,789.3 |
| S1 |
4,752.1 |
4,760.4 |
|