| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,611.0 |
2,596.0 |
-15.0 |
-0.6% |
2,490.0 |
| High |
2,611.0 |
2,608.0 |
-3.0 |
-0.1% |
2,597.0 |
| Low |
2,565.0 |
2,549.0 |
-16.0 |
-0.6% |
2,472.0 |
| Close |
2,580.0 |
2,555.0 |
-25.0 |
-1.0% |
2,565.0 |
| Range |
46.0 |
59.0 |
13.0 |
28.3% |
125.0 |
| ATR |
54.6 |
54.9 |
0.3 |
0.6% |
0.0 |
| Volume |
420 |
1,660 |
1,240 |
295.2% |
9,440 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,747.7 |
2,710.3 |
2,587.5 |
|
| R3 |
2,688.7 |
2,651.3 |
2,571.2 |
|
| R2 |
2,629.7 |
2,629.7 |
2,565.8 |
|
| R1 |
2,592.3 |
2,592.3 |
2,560.4 |
2,581.5 |
| PP |
2,570.7 |
2,570.7 |
2,570.7 |
2,565.3 |
| S1 |
2,533.3 |
2,533.3 |
2,549.6 |
2,522.5 |
| S2 |
2,511.7 |
2,511.7 |
2,544.2 |
|
| S3 |
2,452.7 |
2,474.3 |
2,538.8 |
|
| S4 |
2,393.7 |
2,415.3 |
2,522.6 |
|
|
| 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% |
52.6 |
2.1% |
56% |
False |
False |
2,172 |
| 10 |
2,611.0 |
2,373.0 |
238.0 |
9.3% |
49.6 |
1.9% |
76% |
False |
False |
1,297 |
| 20 |
2,611.0 |
2,241.0 |
370.0 |
14.5% |
50.8 |
2.0% |
85% |
False |
False |
1,045 |
| 40 |
2,611.0 |
2,241.0 |
370.0 |
14.5% |
51.4 |
2.0% |
85% |
False |
False |
6,860 |
| 60 |
2,611.0 |
2,241.0 |
370.0 |
14.5% |
53.5 |
2.1% |
85% |
False |
False |
5,903 |
| 80 |
2,611.0 |
2,031.0 |
580.0 |
22.7% |
53.1 |
2.1% |
90% |
False |
False |
4,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.8 |
|
2.618 |
2,762.5 |
|
1.618 |
2,703.5 |
|
1.000 |
2,667.0 |
|
0.618 |
2,644.5 |
|
HIGH |
2,608.0 |
|
0.618 |
2,585.5 |
|
0.500 |
2,578.5 |
|
0.382 |
2,571.5 |
|
LOW |
2,549.0 |
|
0.618 |
2,512.5 |
|
1.000 |
2,490.0 |
|
1.618 |
2,453.5 |
|
2.618 |
2,394.5 |
|
4.250 |
2,298.3 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,578.5 |
2,580.0 |
| PP |
2,570.7 |
2,571.7 |
| S1 |
2,562.8 |
2,563.3 |
|