| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,642.0 |
2,651.0 |
9.0 |
0.3% |
2,619.0 |
| High |
2,668.0 |
2,695.0 |
27.0 |
1.0% |
2,668.0 |
| Low |
2,622.0 |
2,629.0 |
7.0 |
0.3% |
2,551.0 |
| Close |
2,636.0 |
2,673.0 |
37.0 |
1.4% |
2,636.0 |
| Range |
46.0 |
66.0 |
20.0 |
43.5% |
117.0 |
| ATR |
59.9 |
60.3 |
0.4 |
0.7% |
0.0 |
| Volume |
1,063,615 |
914,601 |
-149,014 |
-14.0% |
5,234,002 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.7 |
2,834.3 |
2,709.3 |
|
| R3 |
2,797.7 |
2,768.3 |
2,691.2 |
|
| R2 |
2,731.7 |
2,731.7 |
2,685.1 |
|
| R1 |
2,702.3 |
2,702.3 |
2,679.1 |
2,717.0 |
| PP |
2,665.7 |
2,665.7 |
2,665.7 |
2,673.0 |
| S1 |
2,636.3 |
2,636.3 |
2,667.0 |
2,651.0 |
| S2 |
2,599.7 |
2,599.7 |
2,660.9 |
|
| S3 |
2,533.7 |
2,570.3 |
2,654.9 |
|
| S4 |
2,467.7 |
2,504.3 |
2,636.7 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,919.7 |
2,700.4 |
|
| R3 |
2,852.3 |
2,802.7 |
2,668.2 |
|
| R2 |
2,735.3 |
2,735.3 |
2,657.5 |
|
| R1 |
2,685.7 |
2,685.7 |
2,646.7 |
2,710.5 |
| PP |
2,618.3 |
2,618.3 |
2,618.3 |
2,630.8 |
| S1 |
2,568.7 |
2,568.7 |
2,625.3 |
2,593.5 |
| S2 |
2,501.3 |
2,501.3 |
2,614.6 |
|
| S3 |
2,384.3 |
2,451.7 |
2,603.8 |
|
| S4 |
2,267.3 |
2,334.7 |
2,571.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,695.0 |
2,551.0 |
144.0 |
5.4% |
61.8 |
2.3% |
85% |
True |
False |
1,060,761 |
| 10 |
2,695.0 |
2,493.0 |
202.0 |
7.6% |
59.1 |
2.2% |
89% |
True |
False |
1,024,493 |
| 20 |
2,695.0 |
2,252.0 |
443.0 |
16.6% |
57.1 |
2.1% |
95% |
True |
False |
1,042,360 |
| 40 |
2,695.0 |
2,252.0 |
443.0 |
16.6% |
57.1 |
2.1% |
95% |
True |
False |
927,305 |
| 60 |
2,695.0 |
2,252.0 |
443.0 |
16.6% |
58.5 |
2.2% |
95% |
True |
False |
620,152 |
| 80 |
2,695.0 |
2,043.0 |
652.0 |
24.4% |
60.4 |
2.3% |
97% |
True |
False |
465,828 |
| 100 |
2,695.0 |
1,806.0 |
889.0 |
33.3% |
62.7 |
2.3% |
98% |
True |
False |
375,298 |
| 120 |
2,695.0 |
1,693.0 |
1,002.0 |
37.5% |
61.1 |
2.3% |
98% |
True |
False |
312,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,975.5 |
|
2.618 |
2,867.8 |
|
1.618 |
2,801.8 |
|
1.000 |
2,761.0 |
|
0.618 |
2,735.8 |
|
HIGH |
2,695.0 |
|
0.618 |
2,669.8 |
|
0.500 |
2,662.0 |
|
0.382 |
2,654.2 |
|
LOW |
2,629.0 |
|
0.618 |
2,588.2 |
|
1.000 |
2,563.0 |
|
1.618 |
2,522.2 |
|
2.618 |
2,456.2 |
|
4.250 |
2,348.5 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,669.3 |
2,664.5 |
| PP |
2,665.7 |
2,656.0 |
| S1 |
2,662.0 |
2,647.5 |
|