| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
2,624.0 |
2,642.0 |
18.0 |
0.7% |
2,619.0 |
| High |
2,667.0 |
2,668.0 |
1.0 |
0.0% |
2,668.0 |
| Low |
2,600.0 |
2,622.0 |
22.0 |
0.8% |
2,551.0 |
| Close |
2,657.0 |
2,636.0 |
-21.0 |
-0.8% |
2,636.0 |
| Range |
67.0 |
46.0 |
-21.0 |
-31.3% |
117.0 |
| ATR |
60.9 |
59.9 |
-1.1 |
-1.7% |
0.0 |
| Volume |
1,231,187 |
1,063,615 |
-167,572 |
-13.6% |
5,234,002 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.0 |
2,754.0 |
2,661.3 |
|
| R3 |
2,734.0 |
2,708.0 |
2,648.7 |
|
| R2 |
2,688.0 |
2,688.0 |
2,644.4 |
|
| R1 |
2,662.0 |
2,662.0 |
2,640.2 |
2,652.0 |
| PP |
2,642.0 |
2,642.0 |
2,642.0 |
2,637.0 |
| S1 |
2,616.0 |
2,616.0 |
2,631.8 |
2,606.0 |
| S2 |
2,596.0 |
2,596.0 |
2,627.6 |
|
| S3 |
2,550.0 |
2,570.0 |
2,623.4 |
|
| S4 |
2,504.0 |
2,524.0 |
2,610.7 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,919.7 |
2,700.4 |
|
| R3 |
2,852.3 |
2,802.7 |
2,668.2 |
|
| R2 |
2,735.3 |
2,735.3 |
2,657.5 |
|
| R1 |
2,685.7 |
2,685.7 |
2,646.7 |
2,710.5 |
| PP |
2,618.3 |
2,618.3 |
2,618.3 |
2,630.8 |
| S1 |
2,568.7 |
2,568.7 |
2,625.3 |
2,593.5 |
| S2 |
2,501.3 |
2,501.3 |
2,614.6 |
|
| S3 |
2,384.3 |
2,451.7 |
2,603.8 |
|
| S4 |
2,267.3 |
2,334.7 |
2,571.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,668.0 |
2,551.0 |
117.0 |
4.4% |
59.6 |
2.3% |
73% |
True |
False |
1,046,800 |
| 10 |
2,668.0 |
2,481.0 |
187.0 |
7.1% |
55.5 |
2.1% |
83% |
True |
False |
1,011,288 |
| 20 |
2,668.0 |
2,252.0 |
416.0 |
15.8% |
55.8 |
2.1% |
92% |
True |
False |
1,044,595 |
| 40 |
2,668.0 |
2,252.0 |
416.0 |
15.8% |
57.0 |
2.2% |
92% |
True |
False |
905,247 |
| 60 |
2,668.0 |
2,252.0 |
416.0 |
15.8% |
58.5 |
2.2% |
92% |
True |
False |
604,945 |
| 80 |
2,668.0 |
2,043.0 |
625.0 |
23.7% |
60.2 |
2.3% |
95% |
True |
False |
454,428 |
| 100 |
2,668.0 |
1,727.0 |
941.0 |
35.7% |
63.3 |
2.4% |
97% |
True |
False |
366,193 |
| 120 |
2,668.0 |
1,693.0 |
975.0 |
37.0% |
61.6 |
2.3% |
97% |
True |
False |
305,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.5 |
|
2.618 |
2,788.4 |
|
1.618 |
2,742.4 |
|
1.000 |
2,714.0 |
|
0.618 |
2,696.4 |
|
HIGH |
2,668.0 |
|
0.618 |
2,650.4 |
|
0.500 |
2,645.0 |
|
0.382 |
2,639.6 |
|
LOW |
2,622.0 |
|
0.618 |
2,593.6 |
|
1.000 |
2,576.0 |
|
1.618 |
2,547.6 |
|
2.618 |
2,501.6 |
|
4.250 |
2,426.5 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,645.0 |
2,627.2 |
| PP |
2,642.0 |
2,618.3 |
| S1 |
2,639.0 |
2,609.5 |
|