| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,495.75 |
1,512.25 |
16.50 |
1.1% |
1,418.50 |
| High |
1,520.25 |
1,529.00 |
8.75 |
0.6% |
1,529.00 |
| Low |
1,489.00 |
1,504.75 |
15.75 |
1.1% |
1,399.50 |
| Close |
1,512.75 |
1,528.00 |
15.25 |
1.0% |
1,528.00 |
| Range |
31.25 |
24.25 |
-7.00 |
-22.4% |
129.50 |
| ATR |
31.56 |
31.04 |
-0.52 |
-1.7% |
0.00 |
| Volume |
355,255 |
296,176 |
-59,079 |
-16.6% |
1,484,281 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,593.25 |
1,585.00 |
1,541.25 |
|
| R3 |
1,569.00 |
1,560.75 |
1,534.75 |
|
| R2 |
1,544.75 |
1,544.75 |
1,532.50 |
|
| R1 |
1,536.50 |
1,536.50 |
1,530.25 |
1,540.50 |
| PP |
1,520.50 |
1,520.50 |
1,520.50 |
1,522.75 |
| S1 |
1,512.25 |
1,512.25 |
1,525.75 |
1,516.50 |
| S2 |
1,496.25 |
1,496.25 |
1,523.50 |
|
| S3 |
1,472.00 |
1,488.00 |
1,521.25 |
|
| S4 |
1,447.75 |
1,463.75 |
1,514.75 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,874.00 |
1,830.50 |
1,599.25 |
|
| R3 |
1,744.50 |
1,701.00 |
1,563.50 |
|
| R2 |
1,615.00 |
1,615.00 |
1,551.75 |
|
| R1 |
1,571.50 |
1,571.50 |
1,539.75 |
1,593.25 |
| PP |
1,485.50 |
1,485.50 |
1,485.50 |
1,496.50 |
| S1 |
1,442.00 |
1,442.00 |
1,516.25 |
1,463.75 |
| S2 |
1,356.00 |
1,356.00 |
1,504.25 |
|
| S3 |
1,226.50 |
1,312.50 |
1,492.50 |
|
| S4 |
1,097.00 |
1,183.00 |
1,456.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,529.00 |
1,399.50 |
129.50 |
8.5% |
31.25 |
2.0% |
99% |
True |
False |
296,856 |
| 10 |
1,529.00 |
1,392.50 |
136.50 |
8.9% |
28.50 |
1.9% |
99% |
True |
False |
283,571 |
| 20 |
1,529.00 |
1,392.50 |
136.50 |
8.9% |
30.00 |
2.0% |
99% |
True |
False |
273,309 |
| 40 |
1,529.00 |
1,341.50 |
187.50 |
12.3% |
31.50 |
2.1% |
99% |
True |
False |
176,107 |
| 60 |
1,529.00 |
1,319.00 |
210.00 |
13.7% |
32.75 |
2.1% |
100% |
True |
False |
117,436 |
| 80 |
1,529.00 |
1,203.75 |
325.25 |
21.3% |
34.00 |
2.2% |
100% |
True |
False |
88,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,632.00 |
|
2.618 |
1,592.50 |
|
1.618 |
1,568.25 |
|
1.000 |
1,553.25 |
|
0.618 |
1,544.00 |
|
HIGH |
1,529.00 |
|
0.618 |
1,519.75 |
|
0.500 |
1,517.00 |
|
0.382 |
1,514.00 |
|
LOW |
1,504.75 |
|
0.618 |
1,489.75 |
|
1.000 |
1,480.50 |
|
1.618 |
1,465.50 |
|
2.618 |
1,441.25 |
|
4.250 |
1,401.75 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,524.25 |
1,517.25 |
| PP |
1,520.50 |
1,506.50 |
| S1 |
1,517.00 |
1,495.50 |
|