| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,512.25 |
1,527.75 |
15.50 |
1.0% |
1,418.50 |
| High |
1,529.00 |
1,544.00 |
15.00 |
1.0% |
1,529.00 |
| Low |
1,504.75 |
1,523.50 |
18.75 |
1.2% |
1,399.50 |
| Close |
1,528.00 |
1,540.50 |
12.50 |
0.8% |
1,528.00 |
| Range |
24.25 |
20.50 |
-3.75 |
-15.5% |
129.50 |
| ATR |
31.04 |
30.28 |
-0.75 |
-2.4% |
0.00 |
| Volume |
296,176 |
229,769 |
-66,407 |
-22.4% |
1,484,281 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,597.50 |
1,589.50 |
1,551.75 |
|
| R3 |
1,577.00 |
1,569.00 |
1,546.25 |
|
| R2 |
1,556.50 |
1,556.50 |
1,544.25 |
|
| R1 |
1,548.50 |
1,548.50 |
1,542.50 |
1,552.50 |
| PP |
1,536.00 |
1,536.00 |
1,536.00 |
1,538.00 |
| S1 |
1,528.00 |
1,528.00 |
1,538.50 |
1,532.00 |
| S2 |
1,515.50 |
1,515.50 |
1,536.75 |
|
| S3 |
1,495.00 |
1,507.50 |
1,534.75 |
|
| S4 |
1,474.50 |
1,487.00 |
1,529.25 |
|
|
| 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 |
1,544.00 |
1,437.25 |
106.75 |
6.9% |
25.75 |
1.7% |
97% |
True |
False |
292,695 |
| 10 |
1,544.00 |
1,392.50 |
151.50 |
9.8% |
28.25 |
1.8% |
98% |
True |
False |
280,211 |
| 20 |
1,544.00 |
1,392.50 |
151.50 |
9.8% |
29.50 |
1.9% |
98% |
True |
False |
268,968 |
| 40 |
1,544.00 |
1,341.50 |
202.50 |
13.1% |
31.00 |
2.0% |
98% |
True |
False |
181,849 |
| 60 |
1,544.00 |
1,335.75 |
208.25 |
13.5% |
32.50 |
2.1% |
98% |
True |
False |
121,265 |
| 80 |
1,544.00 |
1,203.75 |
340.25 |
22.1% |
33.50 |
2.2% |
99% |
True |
False |
90,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,631.00 |
|
2.618 |
1,597.75 |
|
1.618 |
1,577.25 |
|
1.000 |
1,564.50 |
|
0.618 |
1,556.75 |
|
HIGH |
1,544.00 |
|
0.618 |
1,536.25 |
|
0.500 |
1,533.75 |
|
0.382 |
1,531.25 |
|
LOW |
1,523.50 |
|
0.618 |
1,510.75 |
|
1.000 |
1,503.00 |
|
1.618 |
1,490.25 |
|
2.618 |
1,469.75 |
|
4.250 |
1,436.50 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,538.25 |
1,532.50 |
| PP |
1,536.00 |
1,524.50 |
| S1 |
1,533.75 |
1,516.50 |
|