| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,408.25 |
1,407.00 |
-1.25 |
-0.1% |
1,476.00 |
| High |
1,415.50 |
1,421.25 |
5.75 |
0.4% |
1,496.25 |
| Low |
1,392.50 |
1,406.50 |
14.00 |
1.0% |
1,441.25 |
| Close |
1,407.00 |
1,413.50 |
6.50 |
0.5% |
1,445.25 |
| Range |
23.00 |
14.75 |
-8.25 |
-35.9% |
55.00 |
| ATR |
31.43 |
30.24 |
-1.19 |
-3.8% |
0.00 |
| Volume |
286,819 |
326,368 |
39,549 |
13.8% |
886,282 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,458.00 |
1,450.50 |
1,421.50 |
|
| R3 |
1,443.25 |
1,435.75 |
1,417.50 |
|
| R2 |
1,428.50 |
1,428.50 |
1,416.25 |
|
| R1 |
1,421.00 |
1,421.00 |
1,414.75 |
1,424.75 |
| PP |
1,413.75 |
1,413.75 |
1,413.75 |
1,415.50 |
| S1 |
1,406.25 |
1,406.25 |
1,412.25 |
1,410.00 |
| S2 |
1,399.00 |
1,399.00 |
1,410.75 |
|
| S3 |
1,384.25 |
1,391.50 |
1,409.50 |
|
| S4 |
1,369.50 |
1,376.75 |
1,405.50 |
|
|
| 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 |
1,479.25 |
1,392.50 |
86.75 |
6.1% |
28.75 |
2.0% |
24% |
False |
False |
270,407 |
| 10 |
1,496.25 |
1,392.50 |
103.75 |
7.3% |
28.00 |
2.0% |
20% |
False |
False |
258,886 |
| 20 |
1,511.25 |
1,392.50 |
118.75 |
8.4% |
29.50 |
2.1% |
18% |
False |
False |
265,784 |
| 40 |
1,516.00 |
1,336.75 |
179.25 |
12.7% |
32.50 |
2.3% |
43% |
False |
False |
133,427 |
| 60 |
1,516.00 |
1,293.50 |
222.50 |
15.7% |
33.00 |
2.3% |
54% |
False |
False |
88,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.00 |
|
2.618 |
1,459.75 |
|
1.618 |
1,445.00 |
|
1.000 |
1,436.00 |
|
0.618 |
1,430.25 |
|
HIGH |
1,421.25 |
|
0.618 |
1,415.50 |
|
0.500 |
1,414.00 |
|
0.382 |
1,412.25 |
|
LOW |
1,406.50 |
|
0.618 |
1,397.50 |
|
1.000 |
1,391.75 |
|
1.618 |
1,382.75 |
|
2.618 |
1,368.00 |
|
4.250 |
1,343.75 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,414.00 |
1,419.50 |
| PP |
1,413.75 |
1,417.50 |
| S1 |
1,413.50 |
1,415.50 |
|