| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
970.00 |
970.50 |
0.50 |
0.1% |
932.25 |
| High |
971.50 |
989.25 |
17.75 |
1.8% |
974.00 |
| Low |
960.00 |
969.75 |
9.75 |
1.0% |
929.75 |
| Close |
970.50 |
977.75 |
7.25 |
0.7% |
973.50 |
| Range |
11.50 |
19.50 |
8.00 |
69.6% |
44.25 |
| ATR |
16.76 |
16.96 |
0.20 |
1.2% |
0.00 |
| Volume |
1,973 |
2,219 |
246 |
12.5% |
10,116 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,037.50 |
1,027.00 |
988.50 |
|
| R3 |
1,018.00 |
1,007.50 |
983.00 |
|
| R2 |
998.50 |
998.50 |
981.25 |
|
| R1 |
988.00 |
988.00 |
979.50 |
993.25 |
| PP |
979.00 |
979.00 |
979.00 |
981.50 |
| S1 |
968.50 |
968.50 |
976.00 |
973.75 |
| S2 |
959.50 |
959.50 |
974.25 |
|
| S3 |
940.00 |
949.00 |
972.50 |
|
| S4 |
920.50 |
929.50 |
967.00 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,091.75 |
1,077.00 |
997.75 |
|
| R3 |
1,047.50 |
1,032.75 |
985.75 |
|
| R2 |
1,003.25 |
1,003.25 |
981.50 |
|
| R1 |
988.50 |
988.50 |
977.50 |
996.00 |
| PP |
959.00 |
959.00 |
959.00 |
962.75 |
| S1 |
944.25 |
944.25 |
969.50 |
951.50 |
| S2 |
914.75 |
914.75 |
965.50 |
|
| S3 |
870.50 |
900.00 |
961.25 |
|
| S4 |
826.25 |
855.75 |
949.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
989.25 |
958.50 |
30.75 |
3.1% |
15.50 |
1.6% |
63% |
True |
False |
2,221 |
| 10 |
989.25 |
924.00 |
65.25 |
6.7% |
15.75 |
1.6% |
82% |
True |
False |
1,826 |
| 20 |
989.25 |
861.25 |
128.00 |
13.1% |
16.50 |
1.7% |
91% |
True |
False |
1,940 |
| 40 |
989.25 |
861.25 |
128.00 |
13.1% |
16.75 |
1.7% |
91% |
True |
False |
1,414 |
| 60 |
989.25 |
861.25 |
128.00 |
13.1% |
17.50 |
1.8% |
91% |
True |
False |
959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,072.00 |
|
2.618 |
1,040.25 |
|
1.618 |
1,020.75 |
|
1.000 |
1,008.75 |
|
0.618 |
1,001.25 |
|
HIGH |
989.25 |
|
0.618 |
981.75 |
|
0.500 |
979.50 |
|
0.382 |
977.25 |
|
LOW |
969.75 |
|
0.618 |
957.75 |
|
1.000 |
950.25 |
|
1.618 |
938.25 |
|
2.618 |
918.75 |
|
4.250 |
887.00 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
979.50 |
976.75 |
| PP |
979.00 |
975.75 |
| S1 |
978.25 |
974.50 |
|