| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
8,146.82 |
8,331.37 |
184.55 |
2.3% |
8,279.30 |
| High |
8,331.68 |
8,361.23 |
29.55 |
0.4% |
8,327.97 |
| Low |
8,130.42 |
8,285.20 |
154.78 |
1.9% |
8,087.19 |
| Close |
8,331.68 |
8,359.49 |
27.81 |
0.3% |
8,146.52 |
| Range |
201.26 |
76.03 |
-125.23 |
-62.2% |
240.78 |
| ATR |
146.78 |
141.73 |
-5.05 |
-3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,563.40 |
8,537.47 |
8,401.31 |
|
| R3 |
8,487.37 |
8,461.44 |
8,380.40 |
|
| R2 |
8,411.34 |
8,411.34 |
8,373.43 |
|
| R1 |
8,385.41 |
8,385.41 |
8,366.46 |
8,398.38 |
| PP |
8,335.31 |
8,335.31 |
8,335.31 |
8,341.79 |
| S1 |
8,309.38 |
8,309.38 |
8,352.52 |
8,322.35 |
| S2 |
8,259.28 |
8,259.28 |
8,345.55 |
|
| S3 |
8,183.25 |
8,233.35 |
8,338.58 |
|
| S4 |
8,107.22 |
8,157.32 |
8,317.67 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,909.57 |
8,768.82 |
8,278.95 |
|
| R3 |
8,668.79 |
8,528.04 |
8,212.73 |
|
| R2 |
8,428.01 |
8,428.01 |
8,190.66 |
|
| R1 |
8,287.26 |
8,287.26 |
8,168.59 |
8,237.25 |
| PP |
8,187.23 |
8,187.23 |
8,187.23 |
8,162.22 |
| S1 |
8,046.48 |
8,046.48 |
8,124.45 |
7,996.47 |
| S2 |
7,946.45 |
7,946.45 |
8,102.38 |
|
| S3 |
7,705.67 |
7,805.70 |
8,080.31 |
|
| S4 |
7,464.89 |
7,564.92 |
8,014.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,361.23 |
8,087.19 |
274.04 |
3.3% |
116.70 |
1.4% |
99% |
True |
False |
|
| 10 |
8,580.47 |
8,087.19 |
493.28 |
5.9% |
139.94 |
1.7% |
55% |
False |
False |
|
| 20 |
8,643.65 |
8,087.19 |
556.46 |
6.7% |
137.02 |
1.6% |
49% |
False |
False |
|
| 40 |
8,877.93 |
8,087.19 |
790.74 |
9.5% |
150.73 |
1.8% |
34% |
False |
False |
|
| 60 |
8,877.93 |
7,791.95 |
1,085.98 |
13.0% |
157.54 |
1.9% |
52% |
False |
False |
|
| 80 |
8,877.93 |
7,257.83 |
1,620.10 |
19.4% |
172.41 |
2.1% |
68% |
False |
False |
|
| 100 |
8,877.93 |
6,469.95 |
2,407.98 |
28.8% |
186.46 |
2.2% |
78% |
False |
False |
|
| 120 |
8,877.93 |
6,469.95 |
2,407.98 |
28.8% |
191.24 |
2.3% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,684.36 |
|
2.618 |
8,560.28 |
|
1.618 |
8,484.25 |
|
1.000 |
8,437.26 |
|
0.618 |
8,408.22 |
|
HIGH |
8,361.23 |
|
0.618 |
8,332.19 |
|
0.500 |
8,323.22 |
|
0.382 |
8,314.24 |
|
LOW |
8,285.20 |
|
0.618 |
8,238.21 |
|
1.000 |
8,209.17 |
|
1.618 |
8,162.18 |
|
2.618 |
8,086.15 |
|
4.250 |
7,962.07 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,347.40 |
8,315.42 |
| PP |
8,335.31 |
8,271.34 |
| S1 |
8,323.22 |
8,227.27 |
|