| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,691.0 |
2,700.0 |
9.0 |
0.3% |
2,651.0 |
| High |
2,697.0 |
2,712.0 |
15.0 |
0.6% |
2,718.0 |
| Low |
2,675.0 |
2,641.0 |
-34.0 |
-1.3% |
2,629.0 |
| Close |
2,690.0 |
2,651.0 |
-39.0 |
-1.4% |
2,706.0 |
| Range |
22.0 |
71.0 |
49.0 |
222.7% |
89.0 |
| ATR |
57.8 |
58.7 |
0.9 |
1.6% |
0.0 |
| Volume |
556,807 |
950,387 |
393,580 |
70.7% |
4,631,650 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,881.0 |
2,837.0 |
2,690.1 |
|
| R3 |
2,810.0 |
2,766.0 |
2,670.5 |
|
| R2 |
2,739.0 |
2,739.0 |
2,664.0 |
|
| R1 |
2,695.0 |
2,695.0 |
2,657.5 |
2,681.5 |
| PP |
2,668.0 |
2,668.0 |
2,668.0 |
2,661.3 |
| S1 |
2,624.0 |
2,624.0 |
2,644.5 |
2,610.5 |
| S2 |
2,597.0 |
2,597.0 |
2,638.0 |
|
| S3 |
2,526.0 |
2,553.0 |
2,631.5 |
|
| S4 |
2,455.0 |
2,482.0 |
2,612.0 |
|
|
| 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 |
2,630.0 |
88.0 |
3.3% |
56.4 |
2.1% |
24% |
False |
False |
866,221 |
| 10 |
2,718.0 |
2,551.0 |
167.0 |
6.3% |
56.9 |
2.1% |
60% |
False |
False |
949,302 |
| 20 |
2,718.0 |
2,383.0 |
335.0 |
12.6% |
55.8 |
2.1% |
80% |
False |
False |
986,755 |
| 40 |
2,718.0 |
2,252.0 |
466.0 |
17.6% |
58.2 |
2.2% |
86% |
False |
False |
1,026,238 |
| 60 |
2,718.0 |
2,252.0 |
466.0 |
17.6% |
56.6 |
2.1% |
86% |
False |
False |
706,996 |
| 80 |
2,718.0 |
2,110.0 |
608.0 |
22.9% |
59.7 |
2.3% |
89% |
False |
False |
530,726 |
| 100 |
2,718.0 |
1,918.0 |
800.0 |
30.2% |
61.4 |
2.3% |
92% |
False |
False |
425,970 |
| 120 |
2,718.0 |
1,693.0 |
1,025.0 |
38.7% |
62.5 |
2.4% |
93% |
False |
False |
356,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.8 |
|
2.618 |
2,897.9 |
|
1.618 |
2,826.9 |
|
1.000 |
2,783.0 |
|
0.618 |
2,755.9 |
|
HIGH |
2,712.0 |
|
0.618 |
2,684.9 |
|
0.500 |
2,676.5 |
|
0.382 |
2,668.1 |
|
LOW |
2,641.0 |
|
0.618 |
2,597.1 |
|
1.000 |
2,570.0 |
|
1.618 |
2,526.1 |
|
2.618 |
2,455.1 |
|
4.250 |
2,339.3 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,676.5 |
2,676.0 |
| PP |
2,668.0 |
2,667.7 |
| S1 |
2,659.5 |
2,659.3 |
|