| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,441.00 |
1,408.25 |
-32.75 |
-2.3% |
1,476.00 |
| High |
1,446.75 |
1,415.50 |
-31.25 |
-2.2% |
1,496.25 |
| Low |
1,401.25 |
1,392.50 |
-8.75 |
-0.6% |
1,441.25 |
| Close |
1,408.00 |
1,407.00 |
-1.00 |
-0.1% |
1,445.25 |
| Range |
45.50 |
23.00 |
-22.50 |
-49.5% |
55.00 |
| ATR |
32.08 |
31.43 |
-0.65 |
-2.0% |
0.00 |
| Volume |
251,049 |
286,819 |
35,770 |
14.2% |
886,282 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,474.00 |
1,463.50 |
1,419.75 |
|
| R3 |
1,451.00 |
1,440.50 |
1,413.25 |
|
| R2 |
1,428.00 |
1,428.00 |
1,411.25 |
|
| R1 |
1,417.50 |
1,417.50 |
1,409.00 |
1,411.25 |
| PP |
1,405.00 |
1,405.00 |
1,405.00 |
1,402.00 |
| S1 |
1,394.50 |
1,394.50 |
1,405.00 |
1,388.25 |
| S2 |
1,382.00 |
1,382.00 |
1,402.75 |
|
| S3 |
1,359.00 |
1,371.50 |
1,400.75 |
|
| S4 |
1,336.00 |
1,348.50 |
1,394.25 |
|
|
| 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 |
1,392.50 |
103.75 |
7.4% |
30.00 |
2.1% |
14% |
False |
True |
253,627 |
| 10 |
1,496.25 |
1,392.50 |
103.75 |
7.4% |
30.25 |
2.1% |
14% |
False |
True |
252,213 |
| 20 |
1,516.00 |
1,392.50 |
123.50 |
8.8% |
30.75 |
2.2% |
12% |
False |
True |
249,790 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.7% |
33.25 |
2.4% |
39% |
False |
False |
125,271 |
| 60 |
1,516.00 |
1,293.50 |
222.50 |
15.8% |
33.25 |
2.4% |
51% |
False |
False |
83,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,513.25 |
|
2.618 |
1,475.75 |
|
1.618 |
1,452.75 |
|
1.000 |
1,438.50 |
|
0.618 |
1,429.75 |
|
HIGH |
1,415.50 |
|
0.618 |
1,406.75 |
|
0.500 |
1,404.00 |
|
0.382 |
1,401.25 |
|
LOW |
1,392.50 |
|
0.618 |
1,378.25 |
|
1.000 |
1,369.50 |
|
1.618 |
1,355.25 |
|
2.618 |
1,332.25 |
|
4.250 |
1,294.75 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,406.00 |
1,419.50 |
| PP |
1,405.00 |
1,415.50 |
| S1 |
1,404.00 |
1,411.25 |
|