| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,478.50 |
1,442.75 |
-35.75 |
-2.4% |
1,476.00 |
| High |
1,479.25 |
1,444.25 |
-35.00 |
-2.4% |
1,496.25 |
| Low |
1,441.25 |
1,422.25 |
-19.00 |
-1.3% |
1,441.25 |
| Close |
1,445.25 |
1,441.00 |
-4.25 |
-0.3% |
1,445.25 |
| Range |
38.00 |
22.00 |
-16.00 |
-42.1% |
55.00 |
| ATR |
31.67 |
31.05 |
-0.62 |
-2.0% |
0.00 |
| Volume |
224,432 |
263,370 |
38,938 |
17.3% |
886,282 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,501.75 |
1,493.50 |
1,453.00 |
|
| R3 |
1,479.75 |
1,471.50 |
1,447.00 |
|
| R2 |
1,457.75 |
1,457.75 |
1,445.00 |
|
| R1 |
1,449.50 |
1,449.50 |
1,443.00 |
1,442.50 |
| PP |
1,435.75 |
1,435.75 |
1,435.75 |
1,432.50 |
| S1 |
1,427.50 |
1,427.50 |
1,439.00 |
1,420.50 |
| S2 |
1,413.75 |
1,413.75 |
1,437.00 |
|
| S3 |
1,391.75 |
1,405.50 |
1,435.00 |
|
| S4 |
1,369.75 |
1,383.50 |
1,429.00 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.00 |
1,590.50 |
1,475.50 |
|
| R3 |
1,571.00 |
1,535.50 |
1,460.50 |
|
| R2 |
1,516.00 |
1,516.00 |
1,455.25 |
|
| R1 |
1,480.50 |
1,480.50 |
1,450.25 |
1,470.75 |
| PP |
1,461.00 |
1,461.00 |
1,461.00 |
1,456.00 |
| S1 |
1,425.50 |
1,425.50 |
1,440.25 |
1,415.75 |
| S2 |
1,406.00 |
1,406.00 |
1,435.25 |
|
| S3 |
1,351.00 |
1,370.50 |
1,430.00 |
|
| S4 |
1,296.00 |
1,315.50 |
1,415.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,496.25 |
1,422.25 |
74.00 |
5.1% |
26.75 |
1.9% |
25% |
False |
True |
229,930 |
| 10 |
1,496.25 |
1,412.00 |
84.25 |
5.8% |
30.50 |
2.1% |
34% |
False |
False |
257,725 |
| 20 |
1,516.00 |
1,412.00 |
104.00 |
7.2% |
30.25 |
2.1% |
28% |
False |
False |
223,204 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.4% |
33.50 |
2.3% |
58% |
False |
False |
111,833 |
| 60 |
1,516.00 |
1,293.50 |
222.50 |
15.4% |
33.25 |
2.3% |
66% |
False |
False |
74,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,537.75 |
|
2.618 |
1,501.75 |
|
1.618 |
1,479.75 |
|
1.000 |
1,466.25 |
|
0.618 |
1,457.75 |
|
HIGH |
1,444.25 |
|
0.618 |
1,435.75 |
|
0.500 |
1,433.25 |
|
0.382 |
1,430.75 |
|
LOW |
1,422.25 |
|
0.618 |
1,408.75 |
|
1.000 |
1,400.25 |
|
1.618 |
1,386.75 |
|
2.618 |
1,364.75 |
|
4.250 |
1,328.75 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,438.50 |
1,459.25 |
| PP |
1,435.75 |
1,453.25 |
| S1 |
1,433.25 |
1,447.00 |
|