| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,462.50 |
1,495.75 |
33.25 |
2.3% |
1,442.75 |
| High |
1,499.50 |
1,520.25 |
20.75 |
1.4% |
1,446.75 |
| Low |
1,462.25 |
1,489.00 |
26.75 |
1.8% |
1,392.50 |
| Close |
1,497.25 |
1,512.75 |
15.50 |
1.0% |
1,416.00 |
| Range |
37.25 |
31.25 |
-6.00 |
-16.1% |
54.25 |
| ATR |
31.58 |
31.56 |
-0.02 |
-0.1% |
0.00 |
| Volume |
257,499 |
355,255 |
97,756 |
38.0% |
1,351,437 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,601.00 |
1,588.25 |
1,530.00 |
|
| R3 |
1,569.75 |
1,557.00 |
1,521.25 |
|
| R2 |
1,538.50 |
1,538.50 |
1,518.50 |
|
| R1 |
1,525.75 |
1,525.75 |
1,515.50 |
1,532.00 |
| PP |
1,507.25 |
1,507.25 |
1,507.25 |
1,510.50 |
| S1 |
1,494.50 |
1,494.50 |
1,510.00 |
1,501.00 |
| S2 |
1,476.00 |
1,476.00 |
1,507.00 |
|
| S3 |
1,444.75 |
1,463.25 |
1,504.25 |
|
| S4 |
1,413.50 |
1,432.00 |
1,495.50 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,581.25 |
1,552.75 |
1,445.75 |
|
| R3 |
1,527.00 |
1,498.50 |
1,431.00 |
|
| R2 |
1,472.75 |
1,472.75 |
1,426.00 |
|
| R1 |
1,444.25 |
1,444.25 |
1,421.00 |
1,431.50 |
| PP |
1,418.50 |
1,418.50 |
1,418.50 |
1,412.00 |
| S1 |
1,390.00 |
1,390.00 |
1,411.00 |
1,377.00 |
| S2 |
1,364.25 |
1,364.25 |
1,406.00 |
|
| S3 |
1,310.00 |
1,335.75 |
1,401.00 |
|
| S4 |
1,255.75 |
1,281.50 |
1,386.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,520.25 |
1,399.50 |
120.75 |
8.0% |
31.00 |
2.1% |
94% |
True |
False |
282,387 |
| 10 |
1,520.25 |
1,392.50 |
127.75 |
8.4% |
30.00 |
2.0% |
94% |
True |
False |
276,397 |
| 20 |
1,520.25 |
1,392.50 |
127.75 |
8.4% |
29.75 |
2.0% |
94% |
True |
False |
278,569 |
| 40 |
1,520.25 |
1,341.50 |
178.75 |
11.8% |
31.75 |
2.1% |
96% |
True |
False |
168,706 |
| 60 |
1,520.25 |
1,314.75 |
205.50 |
13.6% |
33.00 |
2.2% |
96% |
True |
False |
112,500 |
| 80 |
1,520.25 |
1,203.75 |
316.50 |
20.9% |
33.75 |
2.2% |
98% |
True |
False |
84,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,653.00 |
|
2.618 |
1,602.00 |
|
1.618 |
1,570.75 |
|
1.000 |
1,551.50 |
|
0.618 |
1,539.50 |
|
HIGH |
1,520.25 |
|
0.618 |
1,508.25 |
|
0.500 |
1,504.50 |
|
0.382 |
1,501.00 |
|
LOW |
1,489.00 |
|
0.618 |
1,469.75 |
|
1.000 |
1,457.75 |
|
1.618 |
1,438.50 |
|
2.618 |
1,407.25 |
|
4.250 |
1,356.25 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,510.00 |
1,501.50 |
| PP |
1,507.25 |
1,490.00 |
| S1 |
1,504.50 |
1,478.75 |
|