| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,596.0 |
2,574.0 |
-22.0 |
-0.8% |
2,490.0 |
| High |
2,608.0 |
2,601.0 |
-7.0 |
-0.3% |
2,597.0 |
| Low |
2,549.0 |
2,540.0 |
-9.0 |
-0.4% |
2,472.0 |
| Close |
2,555.0 |
2,582.0 |
27.0 |
1.1% |
2,565.0 |
| Range |
59.0 |
61.0 |
2.0 |
3.4% |
125.0 |
| ATR |
54.9 |
55.4 |
0.4 |
0.8% |
0.0 |
| Volume |
1,660 |
1,701 |
41 |
2.5% |
9,440 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,757.3 |
2,730.7 |
2,615.6 |
|
| R3 |
2,696.3 |
2,669.7 |
2,598.8 |
|
| R2 |
2,635.3 |
2,635.3 |
2,593.2 |
|
| R1 |
2,608.7 |
2,608.7 |
2,587.6 |
2,622.0 |
| PP |
2,574.3 |
2,574.3 |
2,574.3 |
2,581.0 |
| S1 |
2,547.7 |
2,547.7 |
2,576.4 |
2,561.0 |
| S2 |
2,513.3 |
2,513.3 |
2,570.8 |
|
| S3 |
2,452.3 |
2,486.7 |
2,565.2 |
|
| S4 |
2,391.3 |
2,425.7 |
2,548.5 |
|
|
| 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 |
2,505.0 |
106.0 |
4.1% |
57.6 |
2.2% |
73% |
False |
False |
2,493 |
| 10 |
2,611.0 |
2,424.0 |
187.0 |
7.2% |
48.4 |
1.9% |
84% |
False |
False |
1,418 |
| 20 |
2,611.0 |
2,241.0 |
370.0 |
14.3% |
51.2 |
2.0% |
92% |
False |
False |
1,076 |
| 40 |
2,611.0 |
2,241.0 |
370.0 |
14.3% |
51.3 |
2.0% |
92% |
False |
False |
6,864 |
| 60 |
2,611.0 |
2,241.0 |
370.0 |
14.3% |
53.6 |
2.1% |
92% |
False |
False |
5,907 |
| 80 |
2,611.0 |
2,031.0 |
580.0 |
22.5% |
53.3 |
2.1% |
95% |
False |
False |
4,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.3 |
|
2.618 |
2,760.7 |
|
1.618 |
2,699.7 |
|
1.000 |
2,662.0 |
|
0.618 |
2,638.7 |
|
HIGH |
2,601.0 |
|
0.618 |
2,577.7 |
|
0.500 |
2,570.5 |
|
0.382 |
2,563.3 |
|
LOW |
2,540.0 |
|
0.618 |
2,502.3 |
|
1.000 |
2,479.0 |
|
1.618 |
2,441.3 |
|
2.618 |
2,380.3 |
|
4.250 |
2,280.8 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,578.2 |
2,579.8 |
| PP |
2,574.3 |
2,577.7 |
| S1 |
2,570.5 |
2,575.5 |
|