| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
4,171.0 |
4,180.5 |
9.5 |
0.2% |
4,196.0 |
| High |
4,199.0 |
4,210.0 |
11.0 |
0.3% |
4,326.0 |
| Low |
4,136.0 |
4,121.5 |
-14.5 |
-0.4% |
4,175.5 |
| Close |
4,166.0 |
4,146.0 |
-20.0 |
-0.5% |
4,198.0 |
| Range |
63.0 |
88.5 |
25.5 |
40.5% |
150.5 |
| ATR |
88.9 |
88.9 |
0.0 |
0.0% |
0.0 |
| Volume |
55,334 |
88,495 |
33,161 |
59.9% |
407,491 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,424.5 |
4,374.0 |
4,194.5 |
|
| R3 |
4,336.0 |
4,285.5 |
4,170.5 |
|
| R2 |
4,247.5 |
4,247.5 |
4,162.0 |
|
| R1 |
4,197.0 |
4,197.0 |
4,154.0 |
4,178.0 |
| PP |
4,159.0 |
4,159.0 |
4,159.0 |
4,150.0 |
| S1 |
4,108.5 |
4,108.5 |
4,138.0 |
4,089.5 |
| S2 |
4,070.5 |
4,070.5 |
4,130.0 |
|
| S3 |
3,982.0 |
4,020.0 |
4,121.5 |
|
| S4 |
3,893.5 |
3,931.5 |
4,097.5 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,684.5 |
4,592.0 |
4,281.0 |
|
| R3 |
4,534.0 |
4,441.5 |
4,239.5 |
|
| R2 |
4,383.5 |
4,383.5 |
4,225.5 |
|
| R1 |
4,291.0 |
4,291.0 |
4,212.0 |
4,337.0 |
| PP |
4,233.0 |
4,233.0 |
4,233.0 |
4,256.5 |
| S1 |
4,140.5 |
4,140.5 |
4,184.0 |
4,187.0 |
| S2 |
4,082.5 |
4,082.5 |
4,170.5 |
|
| S3 |
3,932.0 |
3,990.0 |
4,156.5 |
|
| S4 |
3,781.5 |
3,839.5 |
4,115.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,326.0 |
4,121.5 |
204.5 |
4.9% |
88.0 |
2.1% |
12% |
False |
True |
93,292 |
| 10 |
4,326.0 |
4,121.5 |
204.5 |
4.9% |
82.5 |
2.0% |
12% |
False |
True |
91,894 |
| 20 |
4,471.5 |
4,121.5 |
350.0 |
8.4% |
85.5 |
2.1% |
7% |
False |
True |
94,560 |
| 40 |
4,471.5 |
4,121.5 |
350.0 |
8.4% |
81.5 |
2.0% |
7% |
False |
True |
47,715 |
| 60 |
4,471.5 |
3,815.5 |
656.0 |
15.8% |
84.0 |
2.0% |
50% |
False |
False |
31,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,586.0 |
|
2.618 |
4,441.5 |
|
1.618 |
4,353.0 |
|
1.000 |
4,298.5 |
|
0.618 |
4,264.5 |
|
HIGH |
4,210.0 |
|
0.618 |
4,176.0 |
|
0.500 |
4,166.0 |
|
0.382 |
4,155.5 |
|
LOW |
4,121.5 |
|
0.618 |
4,067.0 |
|
1.000 |
4,033.0 |
|
1.618 |
3,978.5 |
|
2.618 |
3,890.0 |
|
4.250 |
3,745.5 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,166.0 |
4,206.0 |
| PP |
4,159.0 |
4,186.0 |
| S1 |
4,152.5 |
4,166.0 |
|