| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4,036.0 |
4,040.0 |
4.0 |
0.1% |
3,735.0 |
| High |
4,049.0 |
4,042.0 |
-7.0 |
-0.2% |
4,007.0 |
| Low |
4,011.0 |
4,007.0 |
-4.0 |
-0.1% |
3,692.0 |
| Close |
4,029.0 |
4,037.0 |
8.0 |
0.2% |
3,982.0 |
| Range |
38.0 |
35.0 |
-3.0 |
-7.9% |
315.0 |
| ATR |
64.4 |
62.3 |
-2.1 |
-3.3% |
0.0 |
| Volume |
18,375 |
21,890 |
3,515 |
19.1% |
133,509 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,133.7 |
4,120.3 |
4,056.3 |
|
| R3 |
4,098.7 |
4,085.3 |
4,046.6 |
|
| R2 |
4,063.7 |
4,063.7 |
4,043.4 |
|
| R1 |
4,050.3 |
4,050.3 |
4,040.2 |
4,039.5 |
| PP |
4,028.7 |
4,028.7 |
4,028.7 |
4,023.3 |
| S1 |
4,015.3 |
4,015.3 |
4,033.8 |
4,004.5 |
| S2 |
3,993.7 |
3,993.7 |
4,030.6 |
|
| S3 |
3,958.7 |
3,980.3 |
4,027.4 |
|
| S4 |
3,923.7 |
3,945.3 |
4,017.8 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,838.7 |
4,725.3 |
4,155.3 |
|
| R3 |
4,523.7 |
4,410.3 |
4,068.6 |
|
| R2 |
4,208.7 |
4,208.7 |
4,039.8 |
|
| R1 |
4,095.3 |
4,095.3 |
4,010.9 |
4,152.0 |
| PP |
3,893.7 |
3,893.7 |
3,893.7 |
3,922.0 |
| S1 |
3,780.3 |
3,780.3 |
3,953.1 |
3,837.0 |
| S2 |
3,578.7 |
3,578.7 |
3,924.3 |
|
| S3 |
3,263.7 |
3,465.3 |
3,895.4 |
|
| S4 |
2,948.7 |
3,150.3 |
3,808.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,049.0 |
3,952.0 |
97.0 |
2.4% |
42.6 |
1.1% |
88% |
False |
False |
22,444 |
| 10 |
4,049.0 |
3,692.0 |
357.0 |
8.8% |
47.8 |
1.2% |
97% |
False |
False |
22,836 |
| 20 |
4,049.0 |
3,665.0 |
384.0 |
9.5% |
46.9 |
1.2% |
97% |
False |
False |
24,434 |
| 40 |
4,064.0 |
3,665.0 |
399.0 |
9.9% |
48.6 |
1.2% |
93% |
False |
False |
21,878 |
| 60 |
4,064.0 |
3,661.0 |
403.0 |
10.0% |
41.1 |
1.0% |
93% |
False |
False |
14,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,190.8 |
|
2.618 |
4,133.6 |
|
1.618 |
4,098.6 |
|
1.000 |
4,077.0 |
|
0.618 |
4,063.6 |
|
HIGH |
4,042.0 |
|
0.618 |
4,028.6 |
|
0.500 |
4,024.5 |
|
0.382 |
4,020.4 |
|
LOW |
4,007.0 |
|
0.618 |
3,985.4 |
|
1.000 |
3,972.0 |
|
1.618 |
3,950.4 |
|
2.618 |
3,915.4 |
|
4.250 |
3,858.3 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,032.8 |
4,030.0 |
| PP |
4,028.7 |
4,023.0 |
| S1 |
4,024.5 |
4,016.0 |
|