| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,519.0 |
2,561.0 |
42.0 |
1.7% |
2,490.0 |
| High |
2,585.0 |
2,597.0 |
12.0 |
0.5% |
2,597.0 |
| Low |
2,505.0 |
2,555.0 |
50.0 |
2.0% |
2,472.0 |
| Close |
2,570.0 |
2,565.0 |
-5.0 |
-0.2% |
2,565.0 |
| Range |
80.0 |
42.0 |
-38.0 |
-47.5% |
125.0 |
| ATR |
56.3 |
55.3 |
-1.0 |
-1.8% |
0.0 |
| Volume |
3,465 |
5,223 |
1,758 |
50.7% |
9,440 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,698.3 |
2,673.7 |
2,588.1 |
|
| R3 |
2,656.3 |
2,631.7 |
2,576.6 |
|
| R2 |
2,614.3 |
2,614.3 |
2,572.7 |
|
| R1 |
2,589.7 |
2,589.7 |
2,568.9 |
2,602.0 |
| PP |
2,572.3 |
2,572.3 |
2,572.3 |
2,578.5 |
| S1 |
2,547.7 |
2,547.7 |
2,561.2 |
2,560.0 |
| S2 |
2,530.3 |
2,530.3 |
2,557.3 |
|
| S3 |
2,488.3 |
2,505.7 |
2,553.5 |
|
| S4 |
2,446.3 |
2,463.7 |
2,541.9 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.7 |
2,867.3 |
2,633.8 |
|
| R3 |
2,794.7 |
2,742.3 |
2,599.4 |
|
| R2 |
2,669.7 |
2,669.7 |
2,587.9 |
|
| R1 |
2,617.3 |
2,617.3 |
2,576.5 |
2,643.5 |
| PP |
2,544.7 |
2,544.7 |
2,544.7 |
2,557.8 |
| S1 |
2,492.3 |
2,492.3 |
2,553.5 |
2,518.5 |
| S2 |
2,419.7 |
2,419.7 |
2,542.1 |
|
| S3 |
2,294.7 |
2,367.3 |
2,530.6 |
|
| S4 |
2,169.7 |
2,242.3 |
2,496.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,597.0 |
2,472.0 |
125.0 |
4.9% |
46.0 |
1.8% |
74% |
True |
False |
1,888 |
| 10 |
2,597.0 |
2,241.0 |
356.0 |
13.9% |
53.2 |
2.1% |
91% |
True |
False |
1,268 |
| 20 |
2,597.0 |
2,241.0 |
356.0 |
13.9% |
51.5 |
2.0% |
91% |
True |
False |
1,020 |
| 40 |
2,597.0 |
2,241.0 |
356.0 |
13.9% |
51.2 |
2.0% |
91% |
True |
False |
7,003 |
| 60 |
2,597.0 |
2,241.0 |
356.0 |
13.9% |
53.1 |
2.1% |
91% |
True |
False |
5,876 |
| 80 |
2,597.0 |
1,930.0 |
667.0 |
26.0% |
54.1 |
2.1% |
95% |
True |
False |
4,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,775.5 |
|
2.618 |
2,707.0 |
|
1.618 |
2,665.0 |
|
1.000 |
2,639.0 |
|
0.618 |
2,623.0 |
|
HIGH |
2,597.0 |
|
0.618 |
2,581.0 |
|
0.500 |
2,576.0 |
|
0.382 |
2,571.0 |
|
LOW |
2,555.0 |
|
0.618 |
2,529.0 |
|
1.000 |
2,513.0 |
|
1.618 |
2,487.0 |
|
2.618 |
2,445.0 |
|
4.250 |
2,376.5 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.0 |
2,557.0 |
| PP |
2,572.3 |
2,549.0 |
| S1 |
2,568.7 |
2,541.0 |
|