| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,442.75 |
1,441.00 |
-1.75 |
-0.1% |
1,476.00 |
| High |
1,444.25 |
1,446.75 |
2.50 |
0.2% |
1,496.25 |
| Low |
1,422.25 |
1,401.25 |
-21.00 |
-1.5% |
1,441.25 |
| Close |
1,441.00 |
1,408.00 |
-33.00 |
-2.3% |
1,445.25 |
| Range |
22.00 |
45.50 |
23.50 |
106.8% |
55.00 |
| ATR |
31.05 |
32.08 |
1.03 |
3.3% |
0.00 |
| Volume |
263,370 |
251,049 |
-12,321 |
-4.7% |
886,282 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,555.25 |
1,527.00 |
1,433.00 |
|
| R3 |
1,509.75 |
1,481.50 |
1,420.50 |
|
| R2 |
1,464.25 |
1,464.25 |
1,416.25 |
|
| R1 |
1,436.00 |
1,436.00 |
1,412.25 |
1,427.50 |
| PP |
1,418.75 |
1,418.75 |
1,418.75 |
1,414.25 |
| S1 |
1,390.50 |
1,390.50 |
1,403.75 |
1,382.00 |
| S2 |
1,373.25 |
1,373.25 |
1,399.75 |
|
| S3 |
1,327.75 |
1,345.00 |
1,395.50 |
|
| S4 |
1,282.25 |
1,299.50 |
1,383.00 |
|
|
| 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 |
1,401.25 |
95.00 |
6.7% |
30.75 |
2.2% |
7% |
False |
True |
238,268 |
| 10 |
1,496.25 |
1,401.25 |
95.00 |
6.7% |
30.00 |
2.1% |
7% |
False |
True |
254,731 |
| 20 |
1,516.00 |
1,401.25 |
114.75 |
8.1% |
30.75 |
2.2% |
6% |
False |
True |
235,638 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.7% |
33.75 |
2.4% |
40% |
False |
False |
118,107 |
| 60 |
1,516.00 |
1,293.50 |
222.50 |
15.8% |
33.25 |
2.4% |
51% |
False |
False |
78,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,640.00 |
|
2.618 |
1,565.75 |
|
1.618 |
1,520.25 |
|
1.000 |
1,492.25 |
|
0.618 |
1,474.75 |
|
HIGH |
1,446.75 |
|
0.618 |
1,429.25 |
|
0.500 |
1,424.00 |
|
0.382 |
1,418.75 |
|
LOW |
1,401.25 |
|
0.618 |
1,373.25 |
|
1.000 |
1,355.75 |
|
1.618 |
1,327.75 |
|
2.618 |
1,282.25 |
|
4.250 |
1,208.00 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,424.00 |
1,440.25 |
| PP |
1,418.75 |
1,429.50 |
| S1 |
1,413.25 |
1,418.75 |
|