| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,575.0 |
2,619.0 |
44.0 |
1.7% |
2,498.0 |
| High |
2,613.0 |
2,633.0 |
20.0 |
0.8% |
2,613.0 |
| Low |
2,566.0 |
2,578.0 |
12.0 |
0.5% |
2,481.0 |
| Close |
2,579.0 |
2,595.0 |
16.0 |
0.6% |
2,579.0 |
| Range |
47.0 |
55.0 |
8.0 |
17.0% |
132.0 |
| ATR |
59.8 |
59.4 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,033,953 |
844,798 |
-189,155 |
-18.3% |
4,878,885 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.0 |
2,736.0 |
2,625.3 |
|
| R3 |
2,712.0 |
2,681.0 |
2,610.1 |
|
| R2 |
2,657.0 |
2,657.0 |
2,605.1 |
|
| R1 |
2,626.0 |
2,626.0 |
2,600.0 |
2,614.0 |
| PP |
2,602.0 |
2,602.0 |
2,602.0 |
2,596.0 |
| S1 |
2,571.0 |
2,571.0 |
2,590.0 |
2,559.0 |
| S2 |
2,547.0 |
2,547.0 |
2,584.9 |
|
| S3 |
2,492.0 |
2,516.0 |
2,579.9 |
|
| S4 |
2,437.0 |
2,461.0 |
2,564.8 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.7 |
2,898.3 |
2,651.6 |
|
| R3 |
2,821.7 |
2,766.3 |
2,615.3 |
|
| R2 |
2,689.7 |
2,689.7 |
2,603.2 |
|
| R1 |
2,634.3 |
2,634.3 |
2,591.1 |
2,662.0 |
| PP |
2,557.7 |
2,557.7 |
2,557.7 |
2,571.5 |
| S1 |
2,502.3 |
2,502.3 |
2,566.9 |
2,530.0 |
| S2 |
2,425.7 |
2,425.7 |
2,554.8 |
|
| S3 |
2,293.7 |
2,370.3 |
2,542.7 |
|
| S4 |
2,161.7 |
2,238.3 |
2,506.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,633.0 |
2,493.0 |
140.0 |
5.4% |
56.4 |
2.2% |
73% |
True |
False |
988,225 |
| 10 |
2,633.0 |
2,340.0 |
293.0 |
11.3% |
52.2 |
2.0% |
87% |
True |
False |
1,033,244 |
| 20 |
2,633.0 |
2,252.0 |
381.0 |
14.7% |
57.5 |
2.2% |
90% |
True |
False |
1,030,276 |
| 40 |
2,633.0 |
2,252.0 |
381.0 |
14.7% |
56.5 |
2.2% |
90% |
True |
False |
796,746 |
| 60 |
2,633.0 |
2,252.0 |
381.0 |
14.7% |
58.9 |
2.3% |
90% |
True |
False |
531,847 |
| 80 |
2,633.0 |
1,944.0 |
689.0 |
26.6% |
61.4 |
2.4% |
94% |
True |
False |
399,649 |
| 100 |
2,633.0 |
1,693.0 |
940.0 |
36.2% |
63.7 |
2.5% |
96% |
True |
False |
322,353 |
| 120 |
2,633.0 |
1,693.0 |
940.0 |
36.2% |
61.3 |
2.4% |
96% |
True |
False |
268,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.8 |
|
2.618 |
2,777.0 |
|
1.618 |
2,722.0 |
|
1.000 |
2,688.0 |
|
0.618 |
2,667.0 |
|
HIGH |
2,633.0 |
|
0.618 |
2,612.0 |
|
0.500 |
2,605.5 |
|
0.382 |
2,599.0 |
|
LOW |
2,578.0 |
|
0.618 |
2,544.0 |
|
1.000 |
2,523.0 |
|
1.618 |
2,489.0 |
|
2.618 |
2,434.0 |
|
4.250 |
2,344.3 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,605.5 |
2,588.5 |
| PP |
2,602.0 |
2,582.0 |
| S1 |
2,598.5 |
2,575.5 |
|