| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,675.0 |
2,663.0 |
-12.0 |
-0.4% |
2,619.0 |
| High |
2,688.0 |
2,685.0 |
-3.0 |
-0.1% |
2,668.0 |
| Low |
2,630.0 |
2,638.0 |
8.0 |
0.3% |
2,551.0 |
| Close |
2,643.0 |
2,660.0 |
17.0 |
0.6% |
2,636.0 |
| Range |
58.0 |
47.0 |
-11.0 |
-19.0% |
117.0 |
| ATR |
58.8 |
58.0 |
-0.8 |
-1.4% |
0.0 |
| Volume |
961,648 |
773,339 |
-188,309 |
-19.6% |
5,234,002 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.0 |
2,778.0 |
2,685.9 |
|
| R3 |
2,755.0 |
2,731.0 |
2,672.9 |
|
| R2 |
2,708.0 |
2,708.0 |
2,668.6 |
|
| R1 |
2,684.0 |
2,684.0 |
2,664.3 |
2,672.5 |
| PP |
2,661.0 |
2,661.0 |
2,661.0 |
2,655.3 |
| S1 |
2,637.0 |
2,637.0 |
2,655.7 |
2,625.5 |
| S2 |
2,614.0 |
2,614.0 |
2,651.4 |
|
| S3 |
2,567.0 |
2,590.0 |
2,647.1 |
|
| S4 |
2,520.0 |
2,543.0 |
2,634.2 |
|
|
| 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 |
2,622.0 |
73.0 |
2.7% |
51.6 |
1.9% |
52% |
False |
False |
921,267 |
| 10 |
2,695.0 |
2,551.0 |
144.0 |
5.4% |
55.7 |
2.1% |
76% |
False |
False |
981,067 |
| 20 |
2,695.0 |
2,252.0 |
443.0 |
16.7% |
56.4 |
2.1% |
92% |
False |
False |
1,020,334 |
| 40 |
2,695.0 |
2,252.0 |
443.0 |
16.7% |
57.5 |
2.2% |
92% |
False |
False |
988,332 |
| 60 |
2,695.0 |
2,252.0 |
443.0 |
16.7% |
57.3 |
2.2% |
92% |
False |
False |
663,896 |
| 80 |
2,695.0 |
2,110.0 |
585.0 |
22.0% |
59.6 |
2.2% |
94% |
False |
False |
498,365 |
| 100 |
2,695.0 |
1,911.0 |
784.0 |
29.5% |
61.5 |
2.3% |
96% |
False |
False |
401,186 |
| 120 |
2,695.0 |
1,693.0 |
1,002.0 |
37.7% |
62.0 |
2.3% |
97% |
False |
False |
334,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,884.8 |
|
2.618 |
2,808.0 |
|
1.618 |
2,761.0 |
|
1.000 |
2,732.0 |
|
0.618 |
2,714.0 |
|
HIGH |
2,685.0 |
|
0.618 |
2,667.0 |
|
0.500 |
2,661.5 |
|
0.382 |
2,656.0 |
|
LOW |
2,638.0 |
|
0.618 |
2,609.0 |
|
1.000 |
2,591.0 |
|
1.618 |
2,562.0 |
|
2.618 |
2,515.0 |
|
4.250 |
2,438.3 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.5 |
2,659.7 |
| PP |
2,661.0 |
2,659.3 |
| S1 |
2,660.5 |
2,659.0 |
|