| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,561.0 |
2,611.0 |
50.0 |
2.0% |
2,490.0 |
| High |
2,597.0 |
2,611.0 |
14.0 |
0.5% |
2,597.0 |
| Low |
2,555.0 |
2,565.0 |
10.0 |
0.4% |
2,472.0 |
| Close |
2,565.0 |
2,580.0 |
15.0 |
0.6% |
2,565.0 |
| Range |
42.0 |
46.0 |
4.0 |
9.5% |
125.0 |
| ATR |
55.3 |
54.6 |
-0.7 |
-1.2% |
0.0 |
| Volume |
5,223 |
420 |
-4,803 |
-92.0% |
9,440 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,723.3 |
2,697.7 |
2,605.3 |
|
| R3 |
2,677.3 |
2,651.7 |
2,592.7 |
|
| R2 |
2,631.3 |
2,631.3 |
2,588.4 |
|
| R1 |
2,605.7 |
2,605.7 |
2,584.2 |
2,595.5 |
| PP |
2,585.3 |
2,585.3 |
2,585.3 |
2,580.3 |
| S1 |
2,559.7 |
2,559.7 |
2,575.8 |
2,549.5 |
| S2 |
2,539.3 |
2,539.3 |
2,571.6 |
|
| S3 |
2,493.3 |
2,513.7 |
2,567.4 |
|
| S4 |
2,447.3 |
2,467.7 |
2,554.7 |
|
|
| 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 |
2,611.0 |
2,485.0 |
126.0 |
4.9% |
50.2 |
1.9% |
75% |
True |
False |
1,876 |
| 10 |
2,611.0 |
2,330.0 |
281.0 |
10.9% |
47.2 |
1.8% |
89% |
True |
False |
1,149 |
| 20 |
2,611.0 |
2,241.0 |
370.0 |
14.3% |
50.5 |
2.0% |
92% |
True |
False |
1,001 |
| 40 |
2,611.0 |
2,241.0 |
370.0 |
14.3% |
50.9 |
2.0% |
92% |
True |
False |
6,901 |
| 60 |
2,611.0 |
2,241.0 |
370.0 |
14.3% |
53.0 |
2.1% |
92% |
True |
False |
5,880 |
| 80 |
2,611.0 |
2,031.0 |
580.0 |
22.5% |
53.4 |
2.1% |
95% |
True |
False |
4,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,806.5 |
|
2.618 |
2,731.4 |
|
1.618 |
2,685.4 |
|
1.000 |
2,657.0 |
|
0.618 |
2,639.4 |
|
HIGH |
2,611.0 |
|
0.618 |
2,593.4 |
|
0.500 |
2,588.0 |
|
0.382 |
2,582.6 |
|
LOW |
2,565.0 |
|
0.618 |
2,536.6 |
|
1.000 |
2,519.0 |
|
1.618 |
2,490.6 |
|
2.618 |
2,444.6 |
|
4.250 |
2,369.5 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,588.0 |
2,572.7 |
| PP |
2,585.3 |
2,565.3 |
| S1 |
2,582.7 |
2,558.0 |
|