| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
1,539.75 |
1,552.25 |
12.50 |
0.8% |
1,418.50 |
| High |
1,555.00 |
1,571.25 |
16.25 |
1.0% |
1,529.00 |
| Low |
1,528.25 |
1,544.75 |
16.50 |
1.1% |
1,399.50 |
| Close |
1,554.00 |
1,556.50 |
2.50 |
0.2% |
1,528.00 |
| Range |
26.75 |
26.50 |
-0.25 |
-0.9% |
129.50 |
| ATR |
30.03 |
29.78 |
-0.25 |
-0.8% |
0.00 |
| Volume |
259,734 |
293,030 |
33,296 |
12.8% |
1,484,281 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,637.00 |
1,623.25 |
1,571.00 |
|
| R3 |
1,610.50 |
1,596.75 |
1,563.75 |
|
| R2 |
1,584.00 |
1,584.00 |
1,561.25 |
|
| R1 |
1,570.25 |
1,570.25 |
1,559.00 |
1,577.00 |
| PP |
1,557.50 |
1,557.50 |
1,557.50 |
1,561.00 |
| S1 |
1,543.75 |
1,543.75 |
1,554.00 |
1,550.50 |
| S2 |
1,531.00 |
1,531.00 |
1,551.75 |
|
| S3 |
1,504.50 |
1,517.25 |
1,549.25 |
|
| S4 |
1,478.00 |
1,490.75 |
1,542.00 |
|
|
| 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 |
1,571.25 |
1,489.00 |
82.25 |
5.3% |
25.75 |
1.7% |
82% |
True |
False |
286,792 |
| 10 |
1,571.25 |
1,399.50 |
171.75 |
11.0% |
26.75 |
1.7% |
91% |
True |
False |
281,701 |
| 20 |
1,571.25 |
1,392.50 |
178.75 |
11.5% |
28.50 |
1.8% |
92% |
True |
False |
266,957 |
| 40 |
1,571.25 |
1,388.00 |
183.25 |
11.8% |
29.75 |
1.9% |
92% |
True |
False |
195,657 |
| 60 |
1,571.25 |
1,336.75 |
234.50 |
15.1% |
32.25 |
2.1% |
94% |
True |
False |
130,476 |
| 80 |
1,571.25 |
1,203.75 |
367.50 |
23.6% |
33.25 |
2.1% |
96% |
True |
False |
97,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,684.00 |
|
2.618 |
1,640.75 |
|
1.618 |
1,614.25 |
|
1.000 |
1,597.75 |
|
0.618 |
1,587.75 |
|
HIGH |
1,571.25 |
|
0.618 |
1,561.25 |
|
0.500 |
1,558.00 |
|
0.382 |
1,554.75 |
|
LOW |
1,544.75 |
|
0.618 |
1,528.25 |
|
1.000 |
1,518.25 |
|
1.618 |
1,501.75 |
|
2.618 |
1,475.25 |
|
4.250 |
1,432.00 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,558.00 |
1,553.50 |
| PP |
1,557.50 |
1,550.50 |
| S1 |
1,557.00 |
1,547.50 |
|