| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,663.0 |
2,650.0 |
-13.0 |
-0.5% |
2,651.0 |
| High |
2,685.0 |
2,718.0 |
33.0 |
1.2% |
2,718.0 |
| Low |
2,638.0 |
2,634.0 |
-4.0 |
-0.2% |
2,629.0 |
| Close |
2,660.0 |
2,706.0 |
46.0 |
1.7% |
2,706.0 |
| Range |
47.0 |
84.0 |
37.0 |
78.7% |
89.0 |
| ATR |
58.0 |
59.9 |
1.9 |
3.2% |
0.0 |
| Volume |
773,339 |
1,088,928 |
315,589 |
40.8% |
4,631,650 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,906.0 |
2,752.2 |
|
| R3 |
2,854.0 |
2,822.0 |
2,729.1 |
|
| R2 |
2,770.0 |
2,770.0 |
2,721.4 |
|
| R1 |
2,738.0 |
2,738.0 |
2,713.7 |
2,754.0 |
| PP |
2,686.0 |
2,686.0 |
2,686.0 |
2,694.0 |
| S1 |
2,654.0 |
2,654.0 |
2,698.3 |
2,670.0 |
| S2 |
2,602.0 |
2,602.0 |
2,690.6 |
|
| S3 |
2,518.0 |
2,570.0 |
2,682.9 |
|
| S4 |
2,434.0 |
2,486.0 |
2,659.8 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,917.7 |
2,755.0 |
|
| R3 |
2,862.3 |
2,828.7 |
2,730.5 |
|
| R2 |
2,773.3 |
2,773.3 |
2,722.3 |
|
| R1 |
2,739.7 |
2,739.7 |
2,714.2 |
2,756.5 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,692.8 |
| S1 |
2,650.7 |
2,650.7 |
2,697.8 |
2,667.5 |
| S2 |
2,595.3 |
2,595.3 |
2,689.7 |
|
| S3 |
2,506.3 |
2,561.7 |
2,681.5 |
|
| S4 |
2,417.3 |
2,472.7 |
2,657.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.0 |
2,629.0 |
89.0 |
3.3% |
59.2 |
2.2% |
87% |
True |
False |
926,330 |
| 10 |
2,718.0 |
2,551.0 |
167.0 |
6.2% |
59.4 |
2.2% |
93% |
True |
False |
986,565 |
| 20 |
2,718.0 |
2,252.0 |
466.0 |
17.2% |
58.6 |
2.2% |
97% |
True |
False |
1,029,216 |
| 40 |
2,718.0 |
2,252.0 |
466.0 |
17.2% |
58.5 |
2.2% |
97% |
True |
False |
1,013,791 |
| 60 |
2,718.0 |
2,252.0 |
466.0 |
17.2% |
57.8 |
2.1% |
97% |
True |
False |
681,944 |
| 80 |
2,718.0 |
2,110.0 |
608.0 |
22.5% |
60.0 |
2.2% |
98% |
True |
False |
511,934 |
| 100 |
2,718.0 |
1,911.0 |
807.0 |
29.8% |
61.9 |
2.3% |
99% |
True |
False |
411,918 |
| 120 |
2,718.0 |
1,693.0 |
1,025.0 |
37.9% |
62.4 |
2.3% |
99% |
True |
False |
343,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,075.0 |
|
2.618 |
2,937.9 |
|
1.618 |
2,853.9 |
|
1.000 |
2,802.0 |
|
0.618 |
2,769.9 |
|
HIGH |
2,718.0 |
|
0.618 |
2,685.9 |
|
0.500 |
2,676.0 |
|
0.382 |
2,666.1 |
|
LOW |
2,634.0 |
|
0.618 |
2,582.1 |
|
1.000 |
2,550.0 |
|
1.618 |
2,498.1 |
|
2.618 |
2,414.1 |
|
4.250 |
2,277.0 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.0 |
2,695.3 |
| PP |
2,686.0 |
2,684.7 |
| S1 |
2,676.0 |
2,674.0 |
|