| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,700.0 |
2,658.0 |
-42.0 |
-1.6% |
2,651.0 |
| High |
2,712.0 |
2,705.0 |
-7.0 |
-0.3% |
2,718.0 |
| Low |
2,641.0 |
2,628.0 |
-13.0 |
-0.5% |
2,629.0 |
| Close |
2,651.0 |
2,686.0 |
35.0 |
1.3% |
2,706.0 |
| Range |
71.0 |
77.0 |
6.0 |
8.5% |
89.0 |
| ATR |
58.7 |
60.0 |
1.3 |
2.2% |
0.0 |
| Volume |
950,387 |
925,834 |
-24,553 |
-2.6% |
4,631,650 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.0 |
2,872.0 |
2,728.4 |
|
| R3 |
2,827.0 |
2,795.0 |
2,707.2 |
|
| R2 |
2,750.0 |
2,750.0 |
2,700.1 |
|
| R1 |
2,718.0 |
2,718.0 |
2,693.1 |
2,734.0 |
| PP |
2,673.0 |
2,673.0 |
2,673.0 |
2,681.0 |
| S1 |
2,641.0 |
2,641.0 |
2,678.9 |
2,657.0 |
| S2 |
2,596.0 |
2,596.0 |
2,671.9 |
|
| S3 |
2,519.0 |
2,564.0 |
2,664.8 |
|
| S4 |
2,442.0 |
2,487.0 |
2,643.7 |
|
|
| 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 |
2,628.0 |
90.0 |
3.4% |
60.2 |
2.2% |
64% |
False |
True |
859,059 |
| 10 |
2,718.0 |
2,600.0 |
118.0 |
4.4% |
57.9 |
2.2% |
73% |
False |
False |
935,948 |
| 20 |
2,718.0 |
2,434.0 |
284.0 |
10.6% |
55.7 |
2.1% |
89% |
False |
False |
968,748 |
| 40 |
2,718.0 |
2,252.0 |
466.0 |
17.3% |
58.7 |
2.2% |
93% |
False |
False |
1,020,537 |
| 60 |
2,718.0 |
2,252.0 |
466.0 |
17.3% |
57.2 |
2.1% |
93% |
False |
False |
722,412 |
| 80 |
2,718.0 |
2,110.0 |
608.0 |
22.6% |
59.3 |
2.2% |
95% |
False |
False |
542,296 |
| 100 |
2,718.0 |
1,918.0 |
800.0 |
29.8% |
61.5 |
2.3% |
96% |
False |
False |
434,633 |
| 120 |
2,718.0 |
1,693.0 |
1,025.0 |
38.2% |
62.9 |
2.3% |
97% |
False |
False |
364,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,032.3 |
|
2.618 |
2,906.6 |
|
1.618 |
2,829.6 |
|
1.000 |
2,782.0 |
|
0.618 |
2,752.6 |
|
HIGH |
2,705.0 |
|
0.618 |
2,675.6 |
|
0.500 |
2,666.5 |
|
0.382 |
2,657.4 |
|
LOW |
2,628.0 |
|
0.618 |
2,580.4 |
|
1.000 |
2,551.0 |
|
1.618 |
2,503.4 |
|
2.618 |
2,426.4 |
|
4.250 |
2,300.8 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.5 |
2,680.7 |
| PP |
2,673.0 |
2,675.3 |
| S1 |
2,666.5 |
2,670.0 |
|