| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,498.0 |
2,512.0 |
14.0 |
0.6% |
2,265.0 |
| High |
2,511.0 |
2,548.0 |
37.0 |
1.5% |
2,493.0 |
| Low |
2,481.0 |
2,495.0 |
14.0 |
0.6% |
2,252.0 |
| Close |
2,497.0 |
2,518.0 |
21.0 |
0.8% |
2,471.0 |
| Range |
30.0 |
53.0 |
23.0 |
76.7% |
241.0 |
| ATR |
60.8 |
60.2 |
-0.6 |
-0.9% |
0.0 |
| Volume |
782,556 |
1,076,253 |
293,697 |
37.5% |
5,839,797 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.3 |
2,651.7 |
2,547.2 |
|
| R3 |
2,626.3 |
2,598.7 |
2,532.6 |
|
| R2 |
2,573.3 |
2,573.3 |
2,527.7 |
|
| R1 |
2,545.7 |
2,545.7 |
2,522.9 |
2,559.5 |
| PP |
2,520.3 |
2,520.3 |
2,520.3 |
2,527.3 |
| S1 |
2,492.7 |
2,492.7 |
2,513.1 |
2,506.5 |
| S2 |
2,467.3 |
2,467.3 |
2,508.3 |
|
| S3 |
2,414.3 |
2,439.7 |
2,503.4 |
|
| S4 |
2,361.3 |
2,386.7 |
2,488.9 |
|
|
| 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 |
2,548.0 |
2,383.0 |
165.0 |
6.6% |
50.8 |
2.0% |
82% |
True |
False |
1,068,439 |
| 10 |
2,548.0 |
2,252.0 |
296.0 |
11.8% |
53.4 |
2.1% |
90% |
True |
False |
1,069,796 |
| 20 |
2,548.0 |
2,252.0 |
296.0 |
11.8% |
58.2 |
2.3% |
90% |
True |
False |
1,044,081 |
| 40 |
2,548.0 |
2,252.0 |
296.0 |
11.8% |
57.2 |
2.3% |
90% |
True |
False |
700,360 |
| 60 |
2,548.0 |
2,186.0 |
362.0 |
14.4% |
59.0 |
2.3% |
92% |
True |
False |
467,687 |
| 80 |
2,548.0 |
1,918.0 |
630.0 |
25.0% |
61.8 |
2.5% |
95% |
True |
False |
351,416 |
| 100 |
2,548.0 |
1,693.0 |
855.0 |
34.0% |
64.1 |
2.5% |
96% |
True |
False |
283,743 |
| 120 |
2,548.0 |
1,693.0 |
855.0 |
34.0% |
61.1 |
2.4% |
96% |
True |
False |
236,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.3 |
|
2.618 |
2,686.8 |
|
1.618 |
2,633.8 |
|
1.000 |
2,601.0 |
|
0.618 |
2,580.8 |
|
HIGH |
2,548.0 |
|
0.618 |
2,527.8 |
|
0.500 |
2,521.5 |
|
0.382 |
2,515.2 |
|
LOW |
2,495.0 |
|
0.618 |
2,462.2 |
|
1.000 |
2,442.0 |
|
1.618 |
2,409.2 |
|
2.618 |
2,356.2 |
|
4.250 |
2,269.8 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,521.5 |
2,512.2 |
| PP |
2,520.3 |
2,506.3 |
| S1 |
2,519.2 |
2,500.5 |
|