| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,574.0 |
2,612.0 |
38.0 |
1.5% |
2,490.0 |
| High |
2,601.0 |
2,650.0 |
49.0 |
1.9% |
2,597.0 |
| Low |
2,540.0 |
2,588.0 |
48.0 |
1.9% |
2,472.0 |
| Close |
2,582.0 |
2,643.0 |
61.0 |
2.4% |
2,565.0 |
| Range |
61.0 |
62.0 |
1.0 |
1.6% |
125.0 |
| ATR |
55.4 |
56.3 |
0.9 |
1.6% |
0.0 |
| Volume |
1,701 |
464 |
-1,237 |
-72.7% |
9,440 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,813.0 |
2,790.0 |
2,677.1 |
|
| R3 |
2,751.0 |
2,728.0 |
2,660.1 |
|
| R2 |
2,689.0 |
2,689.0 |
2,654.4 |
|
| R1 |
2,666.0 |
2,666.0 |
2,648.7 |
2,677.5 |
| PP |
2,627.0 |
2,627.0 |
2,627.0 |
2,632.8 |
| S1 |
2,604.0 |
2,604.0 |
2,637.3 |
2,615.5 |
| S2 |
2,565.0 |
2,565.0 |
2,631.6 |
|
| S3 |
2,503.0 |
2,542.0 |
2,626.0 |
|
| S4 |
2,441.0 |
2,480.0 |
2,608.9 |
|
|
| 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 |
2,650.0 |
2,540.0 |
110.0 |
4.2% |
54.0 |
2.0% |
94% |
True |
False |
1,893 |
| 10 |
2,650.0 |
2,441.0 |
209.0 |
7.9% |
49.1 |
1.9% |
97% |
True |
False |
1,391 |
| 20 |
2,650.0 |
2,241.0 |
409.0 |
15.5% |
50.4 |
1.9% |
98% |
True |
False |
1,078 |
| 40 |
2,650.0 |
2,241.0 |
409.0 |
15.5% |
52.3 |
2.0% |
98% |
True |
False |
6,803 |
| 60 |
2,650.0 |
2,241.0 |
409.0 |
15.5% |
53.1 |
2.0% |
98% |
True |
False |
5,897 |
| 80 |
2,650.0 |
2,031.0 |
619.0 |
23.4% |
53.3 |
2.0% |
99% |
True |
False |
4,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,913.5 |
|
2.618 |
2,812.3 |
|
1.618 |
2,750.3 |
|
1.000 |
2,712.0 |
|
0.618 |
2,688.3 |
|
HIGH |
2,650.0 |
|
0.618 |
2,626.3 |
|
0.500 |
2,619.0 |
|
0.382 |
2,611.7 |
|
LOW |
2,588.0 |
|
0.618 |
2,549.7 |
|
1.000 |
2,526.0 |
|
1.618 |
2,487.7 |
|
2.618 |
2,425.7 |
|
4.250 |
2,324.5 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.0 |
2,627.0 |
| PP |
2,627.0 |
2,611.0 |
| S1 |
2,619.0 |
2,595.0 |
|