| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,527.75 |
1,539.75 |
12.00 |
0.8% |
1,418.50 |
| High |
1,544.00 |
1,555.00 |
11.00 |
0.7% |
1,529.00 |
| Low |
1,523.50 |
1,528.25 |
4.75 |
0.3% |
1,399.50 |
| Close |
1,540.50 |
1,554.00 |
13.50 |
0.9% |
1,528.00 |
| Range |
20.50 |
26.75 |
6.25 |
30.5% |
129.50 |
| ATR |
30.28 |
30.03 |
-0.25 |
-0.8% |
0.00 |
| Volume |
229,769 |
259,734 |
29,965 |
13.0% |
1,484,281 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,626.00 |
1,616.75 |
1,568.75 |
|
| R3 |
1,599.25 |
1,590.00 |
1,561.25 |
|
| R2 |
1,572.50 |
1,572.50 |
1,559.00 |
|
| R1 |
1,563.25 |
1,563.25 |
1,556.50 |
1,568.00 |
| PP |
1,545.75 |
1,545.75 |
1,545.75 |
1,548.00 |
| S1 |
1,536.50 |
1,536.50 |
1,551.50 |
1,541.00 |
| S2 |
1,519.00 |
1,519.00 |
1,549.00 |
|
| S3 |
1,492.25 |
1,509.75 |
1,546.75 |
|
| S4 |
1,465.50 |
1,483.00 |
1,539.25 |
|
|
| 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 |
1,555.00 |
1,462.25 |
92.75 |
6.0% |
28.00 |
1.8% |
99% |
True |
False |
279,686 |
| 10 |
1,555.00 |
1,392.50 |
162.50 |
10.5% |
26.50 |
1.7% |
99% |
True |
False |
281,080 |
| 20 |
1,555.00 |
1,392.50 |
162.50 |
10.5% |
28.25 |
1.8% |
99% |
True |
False |
267,905 |
| 40 |
1,555.00 |
1,341.50 |
213.50 |
13.7% |
31.00 |
2.0% |
100% |
True |
False |
188,335 |
| 60 |
1,555.00 |
1,336.75 |
218.25 |
14.0% |
32.25 |
2.1% |
100% |
True |
False |
125,593 |
| 80 |
1,555.00 |
1,203.75 |
351.25 |
22.6% |
33.25 |
2.1% |
100% |
True |
False |
94,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,668.75 |
|
2.618 |
1,625.00 |
|
1.618 |
1,598.25 |
|
1.000 |
1,581.75 |
|
0.618 |
1,571.50 |
|
HIGH |
1,555.00 |
|
0.618 |
1,544.75 |
|
0.500 |
1,541.50 |
|
0.382 |
1,538.50 |
|
LOW |
1,528.25 |
|
0.618 |
1,511.75 |
|
1.000 |
1,501.50 |
|
1.618 |
1,485.00 |
|
2.618 |
1,458.25 |
|
4.250 |
1,414.50 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,550.00 |
1,546.00 |
| PP |
1,545.75 |
1,538.00 |
| S1 |
1,541.50 |
1,530.00 |
|