| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4,575.0 |
4,590.5 |
15.5 |
0.3% |
4,748.0 |
| High |
4,633.0 |
4,671.5 |
38.5 |
0.8% |
4,931.5 |
| Low |
4,553.5 |
4,588.5 |
35.0 |
0.8% |
4,705.0 |
| Close |
4,565.5 |
4,622.0 |
56.5 |
1.2% |
4,731.5 |
| Range |
79.5 |
83.0 |
3.5 |
4.4% |
226.5 |
| ATR |
124.0 |
122.7 |
-1.3 |
-1.0% |
0.0 |
| Volume |
158,132 |
131,190 |
-26,942 |
-17.0% |
553,532 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,876.3 |
4,832.2 |
4,667.7 |
|
| R3 |
4,793.3 |
4,749.2 |
4,644.8 |
|
| R2 |
4,710.3 |
4,710.3 |
4,637.2 |
|
| R1 |
4,666.2 |
4,666.2 |
4,629.6 |
4,688.3 |
| PP |
4,627.3 |
4,627.3 |
4,627.3 |
4,638.4 |
| S1 |
4,583.2 |
4,583.2 |
4,614.4 |
4,605.3 |
| S2 |
4,544.3 |
4,544.3 |
4,606.8 |
|
| S3 |
4,461.3 |
4,500.2 |
4,599.2 |
|
| S4 |
4,378.3 |
4,417.2 |
4,576.4 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,468.8 |
5,326.7 |
4,856.1 |
|
| R3 |
5,242.3 |
5,100.2 |
4,793.8 |
|
| R2 |
5,015.8 |
5,015.8 |
4,773.0 |
|
| R1 |
4,873.7 |
4,873.7 |
4,752.3 |
4,831.5 |
| PP |
4,789.3 |
4,789.3 |
4,789.3 |
4,768.3 |
| S1 |
4,647.2 |
4,647.2 |
4,710.7 |
4,605.0 |
| S2 |
4,562.8 |
4,562.8 |
4,690.0 |
|
| S3 |
4,336.3 |
4,420.7 |
4,669.2 |
|
| S4 |
4,109.8 |
4,194.2 |
4,606.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,881.5 |
4,553.5 |
328.0 |
7.1% |
111.1 |
2.4% |
21% |
False |
False |
144,629 |
| 10 |
4,931.5 |
4,553.5 |
378.0 |
8.2% |
120.4 |
2.6% |
18% |
False |
False |
138,571 |
| 20 |
5,133.0 |
4,553.5 |
579.5 |
12.5% |
115.4 |
2.5% |
12% |
False |
False |
107,242 |
| 40 |
5,178.0 |
4,553.5 |
624.5 |
13.5% |
114.7 |
2.5% |
11% |
False |
False |
54,360 |
| 60 |
5,178.0 |
4,413.0 |
765.0 |
16.6% |
116.6 |
2.5% |
27% |
False |
False |
36,381 |
| 80 |
5,178.0 |
3,965.0 |
1,213.0 |
26.2% |
118.6 |
2.6% |
54% |
False |
False |
27,813 |
| 100 |
5,178.0 |
3,613.5 |
1,564.5 |
33.8% |
122.6 |
2.7% |
64% |
False |
False |
22,384 |
| 120 |
5,178.0 |
3,613.5 |
1,564.5 |
33.8% |
125.3 |
2.7% |
64% |
False |
False |
18,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,024.3 |
|
2.618 |
4,888.8 |
|
1.618 |
4,805.8 |
|
1.000 |
4,754.5 |
|
0.618 |
4,722.8 |
|
HIGH |
4,671.5 |
|
0.618 |
4,639.8 |
|
0.500 |
4,630.0 |
|
0.382 |
4,620.2 |
|
LOW |
4,588.5 |
|
0.618 |
4,537.2 |
|
1.000 |
4,505.5 |
|
1.618 |
4,454.2 |
|
2.618 |
4,371.2 |
|
4.250 |
4,235.8 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,630.0 |
4,629.5 |
| PP |
4,627.3 |
4,627.0 |
| S1 |
4,624.7 |
4,624.5 |
|