| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,295.0 |
2,265.0 |
-30.0 |
-1.3% |
2,353.0 |
| High |
2,310.0 |
2,362.0 |
52.0 |
2.3% |
2,366.0 |
| Low |
2,269.0 |
2,252.0 |
-17.0 |
-0.7% |
2,269.0 |
| Close |
2,273.0 |
2,333.0 |
60.0 |
2.6% |
2,273.0 |
| Range |
41.0 |
110.0 |
69.0 |
168.3% |
97.0 |
| ATR |
60.1 |
63.6 |
3.6 |
5.9% |
0.0 |
| Volume |
911,280 |
1,231,034 |
319,754 |
35.1% |
4,939,223 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,645.7 |
2,599.3 |
2,393.5 |
|
| R3 |
2,535.7 |
2,489.3 |
2,363.3 |
|
| R2 |
2,425.7 |
2,425.7 |
2,353.2 |
|
| R1 |
2,379.3 |
2,379.3 |
2,343.1 |
2,402.5 |
| PP |
2,315.7 |
2,315.7 |
2,315.7 |
2,327.3 |
| S1 |
2,269.3 |
2,269.3 |
2,322.9 |
2,292.5 |
| S2 |
2,205.7 |
2,205.7 |
2,312.8 |
|
| S3 |
2,095.7 |
2,159.3 |
2,302.8 |
|
| S4 |
1,985.7 |
2,049.3 |
2,272.5 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,593.7 |
2,530.3 |
2,326.4 |
|
| R3 |
2,496.7 |
2,433.3 |
2,299.7 |
|
| R2 |
2,399.7 |
2,399.7 |
2,290.8 |
|
| R1 |
2,336.3 |
2,336.3 |
2,281.9 |
2,319.5 |
| PP |
2,302.7 |
2,302.7 |
2,302.7 |
2,294.3 |
| S1 |
2,239.3 |
2,239.3 |
2,264.1 |
2,222.5 |
| S2 |
2,205.7 |
2,205.7 |
2,255.2 |
|
| S3 |
2,108.7 |
2,142.3 |
2,246.3 |
|
| S4 |
2,011.7 |
2,045.3 |
2,219.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,366.0 |
2,252.0 |
114.0 |
4.9% |
62.2 |
2.7% |
71% |
False |
True |
1,042,192 |
| 10 |
2,457.0 |
2,252.0 |
205.0 |
8.8% |
62.7 |
2.7% |
40% |
False |
True |
1,027,308 |
| 20 |
2,500.0 |
2,252.0 |
248.0 |
10.6% |
62.8 |
2.7% |
33% |
False |
True |
1,053,886 |
| 40 |
2,544.0 |
2,252.0 |
292.0 |
12.5% |
59.1 |
2.5% |
28% |
False |
True |
539,066 |
| 60 |
2,544.0 |
2,110.0 |
434.0 |
18.6% |
61.2 |
2.6% |
51% |
False |
False |
359,996 |
| 80 |
2,544.0 |
1,916.0 |
628.0 |
26.9% |
63.2 |
2.7% |
66% |
False |
False |
272,337 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
36.5% |
63.8 |
2.7% |
75% |
False |
False |
219,103 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
36.5% |
62.2 |
2.7% |
75% |
False |
False |
182,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,829.5 |
|
2.618 |
2,650.0 |
|
1.618 |
2,540.0 |
|
1.000 |
2,472.0 |
|
0.618 |
2,430.0 |
|
HIGH |
2,362.0 |
|
0.618 |
2,320.0 |
|
0.500 |
2,307.0 |
|
0.382 |
2,294.0 |
|
LOW |
2,252.0 |
|
0.618 |
2,184.0 |
|
1.000 |
2,142.0 |
|
1.618 |
2,074.0 |
|
2.618 |
1,964.0 |
|
4.250 |
1,784.5 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.3 |
2,324.3 |
| PP |
2,315.7 |
2,315.7 |
| S1 |
2,307.0 |
2,307.0 |
|