| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,513.0 |
2,519.0 |
6.0 |
0.2% |
2,252.0 |
| High |
2,521.0 |
2,585.0 |
64.0 |
2.5% |
2,479.0 |
| Low |
2,485.0 |
2,505.0 |
20.0 |
0.8% |
2,241.0 |
| Close |
2,508.0 |
2,570.0 |
62.0 |
2.5% |
2,457.0 |
| Range |
36.0 |
80.0 |
44.0 |
122.2% |
238.0 |
| ATR |
54.5 |
56.3 |
1.8 |
3.3% |
0.0 |
| Volume |
94 |
3,465 |
3,371 |
3,586.2% |
3,246 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.3 |
2,761.7 |
2,614.0 |
|
| R3 |
2,713.3 |
2,681.7 |
2,592.0 |
|
| R2 |
2,633.3 |
2,633.3 |
2,584.7 |
|
| R1 |
2,601.7 |
2,601.7 |
2,577.3 |
2,617.5 |
| PP |
2,553.3 |
2,553.3 |
2,553.3 |
2,561.3 |
| S1 |
2,521.7 |
2,521.7 |
2,562.7 |
2,537.5 |
| S2 |
2,473.3 |
2,473.3 |
2,555.3 |
|
| S3 |
2,393.3 |
2,441.7 |
2,548.0 |
|
| S4 |
2,313.3 |
2,361.7 |
2,526.0 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.3 |
3,019.7 |
2,587.9 |
|
| R3 |
2,868.3 |
2,781.7 |
2,522.5 |
|
| R2 |
2,630.3 |
2,630.3 |
2,500.6 |
|
| R1 |
2,543.7 |
2,543.7 |
2,478.8 |
2,587.0 |
| PP |
2,392.3 |
2,392.3 |
2,392.3 |
2,414.0 |
| S1 |
2,305.7 |
2,305.7 |
2,435.2 |
2,349.0 |
| S2 |
2,154.3 |
2,154.3 |
2,413.4 |
|
| S3 |
1,916.3 |
2,067.7 |
2,391.6 |
|
| S4 |
1,678.3 |
1,829.7 |
2,326.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.0 |
2,441.0 |
144.0 |
5.6% |
44.2 |
1.7% |
90% |
True |
False |
889 |
| 10 |
2,585.0 |
2,241.0 |
344.0 |
13.4% |
52.8 |
2.1% |
96% |
True |
False |
1,015 |
| 20 |
2,585.0 |
2,241.0 |
344.0 |
13.4% |
52.2 |
2.0% |
96% |
True |
False |
1,385 |
| 40 |
2,585.0 |
2,241.0 |
344.0 |
13.4% |
52.0 |
2.0% |
96% |
True |
False |
7,071 |
| 60 |
2,585.0 |
2,241.0 |
344.0 |
13.4% |
53.3 |
2.1% |
96% |
True |
False |
5,800 |
| 80 |
2,585.0 |
1,930.0 |
655.0 |
25.5% |
54.3 |
2.1% |
98% |
True |
False |
4,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,925.0 |
|
2.618 |
2,794.4 |
|
1.618 |
2,714.4 |
|
1.000 |
2,665.0 |
|
0.618 |
2,634.4 |
|
HIGH |
2,585.0 |
|
0.618 |
2,554.4 |
|
0.500 |
2,545.0 |
|
0.382 |
2,535.6 |
|
LOW |
2,505.0 |
|
0.618 |
2,455.6 |
|
1.000 |
2,425.0 |
|
1.618 |
2,375.6 |
|
2.618 |
2,295.6 |
|
4.250 |
2,165.0 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,561.7 |
2,558.3 |
| PP |
2,553.3 |
2,546.7 |
| S1 |
2,545.0 |
2,535.0 |
|