| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,482.0 |
2,498.0 |
16.0 |
0.6% |
2,265.0 |
| High |
2,487.0 |
2,511.0 |
24.0 |
1.0% |
2,493.0 |
| Low |
2,453.0 |
2,481.0 |
28.0 |
1.1% |
2,252.0 |
| Close |
2,471.0 |
2,497.0 |
26.0 |
1.1% |
2,471.0 |
| Range |
34.0 |
30.0 |
-4.0 |
-11.8% |
241.0 |
| ATR |
62.4 |
60.8 |
-1.6 |
-2.6% |
0.0 |
| Volume |
902,100 |
782,556 |
-119,544 |
-13.3% |
5,839,797 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,586.3 |
2,571.7 |
2,513.5 |
|
| R3 |
2,556.3 |
2,541.7 |
2,505.3 |
|
| R2 |
2,526.3 |
2,526.3 |
2,502.5 |
|
| R1 |
2,511.7 |
2,511.7 |
2,499.8 |
2,504.0 |
| PP |
2,496.3 |
2,496.3 |
2,496.3 |
2,492.5 |
| S1 |
2,481.7 |
2,481.7 |
2,494.3 |
2,474.0 |
| S2 |
2,466.3 |
2,466.3 |
2,491.5 |
|
| S3 |
2,436.3 |
2,451.7 |
2,488.8 |
|
| S4 |
2,406.3 |
2,421.7 |
2,480.5 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.3 |
3,040.7 |
2,603.6 |
|
| R3 |
2,887.3 |
2,799.7 |
2,537.3 |
|
| R2 |
2,646.3 |
2,646.3 |
2,515.2 |
|
| R1 |
2,558.7 |
2,558.7 |
2,493.1 |
2,602.5 |
| PP |
2,405.3 |
2,405.3 |
2,405.3 |
2,427.3 |
| S1 |
2,317.7 |
2,317.7 |
2,448.9 |
2,361.5 |
| S2 |
2,164.3 |
2,164.3 |
2,426.8 |
|
| S3 |
1,923.3 |
2,076.7 |
2,404.7 |
|
| S4 |
1,682.3 |
1,835.7 |
2,338.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,511.0 |
2,340.0 |
171.0 |
6.8% |
48.0 |
1.9% |
92% |
True |
False |
1,078,263 |
| 10 |
2,511.0 |
2,252.0 |
259.0 |
10.4% |
55.1 |
2.2% |
95% |
True |
False |
1,060,227 |
| 20 |
2,511.0 |
2,252.0 |
259.0 |
10.4% |
60.2 |
2.4% |
95% |
True |
False |
1,040,964 |
| 40 |
2,544.0 |
2,252.0 |
292.0 |
11.7% |
57.2 |
2.3% |
84% |
False |
False |
673,465 |
| 60 |
2,544.0 |
2,186.0 |
358.0 |
14.3% |
59.2 |
2.4% |
87% |
False |
False |
449,793 |
| 80 |
2,544.0 |
1,918.0 |
626.0 |
25.1% |
62.0 |
2.5% |
92% |
False |
False |
337,997 |
| 100 |
2,544.0 |
1,693.0 |
851.0 |
34.1% |
64.3 |
2.6% |
94% |
False |
False |
272,988 |
| 120 |
2,544.0 |
1,693.0 |
851.0 |
34.1% |
61.2 |
2.4% |
94% |
False |
False |
227,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.5 |
|
2.618 |
2,589.5 |
|
1.618 |
2,559.5 |
|
1.000 |
2,541.0 |
|
0.618 |
2,529.5 |
|
HIGH |
2,511.0 |
|
0.618 |
2,499.5 |
|
0.500 |
2,496.0 |
|
0.382 |
2,492.5 |
|
LOW |
2,481.0 |
|
0.618 |
2,462.5 |
|
1.000 |
2,451.0 |
|
1.618 |
2,432.5 |
|
2.618 |
2,402.5 |
|
4.250 |
2,353.5 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,496.7 |
2,488.8 |
| PP |
2,496.3 |
2,480.7 |
| S1 |
2,496.0 |
2,472.5 |
|