| 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 |
8,848.15 |
8,912.39 |
64.24 |
0.7% |
8,146.82 |
| High |
8,927.13 |
8,949.80 |
22.67 |
0.3% |
8,754.29 |
| Low |
8,811.27 |
8,860.32 |
49.05 |
0.6% |
8,130.42 |
| Close |
8,915.94 |
8,881.26 |
-34.68 |
-0.4% |
8,743.94 |
| Range |
115.86 |
89.48 |
-26.38 |
-22.8% |
623.87 |
| ATR |
141.54 |
137.82 |
-3.72 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,165.57 |
9,112.89 |
8,930.47 |
|
| R3 |
9,076.09 |
9,023.41 |
8,905.87 |
|
| R2 |
8,986.61 |
8,986.61 |
8,897.66 |
|
| R1 |
8,933.93 |
8,933.93 |
8,889.46 |
8,915.53 |
| PP |
8,897.13 |
8,897.13 |
8,897.13 |
8,887.93 |
| S1 |
8,844.45 |
8,844.45 |
8,873.06 |
8,826.05 |
| S2 |
8,807.65 |
8,807.65 |
8,864.86 |
|
| S3 |
8,718.17 |
8,754.97 |
8,856.65 |
|
| S4 |
8,628.69 |
8,665.49 |
8,832.05 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,414.49 |
10,203.09 |
9,087.07 |
|
| R3 |
9,790.62 |
9,579.22 |
8,915.50 |
|
| R2 |
9,166.75 |
9,166.75 |
8,858.32 |
|
| R1 |
8,955.35 |
8,955.35 |
8,801.13 |
9,061.05 |
| PP |
8,542.88 |
8,542.88 |
8,542.88 |
8,595.74 |
| S1 |
8,331.48 |
8,331.48 |
8,686.75 |
8,437.18 |
| S2 |
7,919.01 |
7,919.01 |
8,629.56 |
|
| S3 |
7,295.14 |
7,707.61 |
8,572.38 |
|
| S4 |
6,671.27 |
7,083.74 |
8,400.81 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,949.80 |
8,584.40 |
365.40 |
4.1% |
109.85 |
1.2% |
81% |
True |
False |
|
| 10 |
8,949.80 |
8,093.31 |
856.49 |
9.6% |
126.47 |
1.4% |
92% |
True |
False |
|
| 20 |
8,949.80 |
8,087.19 |
862.61 |
9.7% |
139.20 |
1.6% |
92% |
True |
False |
|
| 40 |
8,949.80 |
8,087.19 |
862.61 |
9.7% |
144.23 |
1.6% |
92% |
True |
False |
|
| 60 |
8,949.80 |
7,938.98 |
1,010.82 |
11.4% |
152.21 |
1.7% |
93% |
True |
False |
|
| 80 |
8,949.80 |
7,437.59 |
1,512.21 |
17.0% |
163.40 |
1.8% |
95% |
True |
False |
|
| 100 |
8,949.80 |
6,469.95 |
2,479.85 |
27.9% |
180.01 |
2.0% |
97% |
True |
False |
|
| 120 |
8,949.80 |
6,469.95 |
2,479.85 |
27.9% |
186.96 |
2.1% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,330.09 |
|
2.618 |
9,184.06 |
|
1.618 |
9,094.58 |
|
1.000 |
9,039.28 |
|
0.618 |
9,005.10 |
|
HIGH |
8,949.80 |
|
0.618 |
8,915.62 |
|
0.500 |
8,905.06 |
|
0.382 |
8,894.50 |
|
LOW |
8,860.32 |
|
0.618 |
8,805.02 |
|
1.000 |
8,770.84 |
|
1.618 |
8,715.54 |
|
2.618 |
8,626.06 |
|
4.250 |
8,480.03 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,905.06 |
8,870.12 |
| PP |
8,897.13 |
8,858.99 |
| S1 |
8,889.19 |
8,847.85 |
|