| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,658.0 |
2,690.0 |
32.0 |
1.2% |
2,651.0 |
| High |
2,705.0 |
2,734.0 |
29.0 |
1.1% |
2,718.0 |
| Low |
2,628.0 |
2,685.0 |
57.0 |
2.2% |
2,629.0 |
| Close |
2,686.0 |
2,704.0 |
18.0 |
0.7% |
2,706.0 |
| Range |
77.0 |
49.0 |
-28.0 |
-36.4% |
89.0 |
| ATR |
60.0 |
59.3 |
-0.8 |
-1.3% |
0.0 |
| Volume |
925,834 |
1,017,908 |
92,074 |
9.9% |
4,631,650 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,854.7 |
2,828.3 |
2,731.0 |
|
| R3 |
2,805.7 |
2,779.3 |
2,717.5 |
|
| R2 |
2,756.7 |
2,756.7 |
2,713.0 |
|
| R1 |
2,730.3 |
2,730.3 |
2,708.5 |
2,743.5 |
| PP |
2,707.7 |
2,707.7 |
2,707.7 |
2,714.3 |
| S1 |
2,681.3 |
2,681.3 |
2,699.5 |
2,694.5 |
| S2 |
2,658.7 |
2,658.7 |
2,695.0 |
|
| S3 |
2,609.7 |
2,632.3 |
2,690.5 |
|
| S4 |
2,560.7 |
2,583.3 |
2,677.1 |
|
|
| 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 |
2,734.0 |
2,628.0 |
106.0 |
3.9% |
60.6 |
2.2% |
72% |
True |
False |
907,972 |
| 10 |
2,734.0 |
2,622.0 |
112.0 |
4.1% |
56.1 |
2.1% |
73% |
True |
False |
914,620 |
| 20 |
2,734.0 |
2,453.0 |
281.0 |
10.4% |
55.2 |
2.0% |
89% |
True |
False |
954,878 |
| 40 |
2,734.0 |
2,252.0 |
482.0 |
17.8% |
58.5 |
2.2% |
94% |
True |
False |
1,013,799 |
| 60 |
2,734.0 |
2,252.0 |
482.0 |
17.8% |
57.1 |
2.1% |
94% |
True |
False |
739,340 |
| 80 |
2,734.0 |
2,142.0 |
592.0 |
21.9% |
58.9 |
2.2% |
95% |
True |
False |
555,017 |
| 100 |
2,734.0 |
1,918.0 |
816.0 |
30.2% |
61.5 |
2.3% |
96% |
True |
False |
444,602 |
| 120 |
2,734.0 |
1,693.0 |
1,041.0 |
38.5% |
62.9 |
2.3% |
97% |
True |
False |
372,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,942.3 |
|
2.618 |
2,862.3 |
|
1.618 |
2,813.3 |
|
1.000 |
2,783.0 |
|
0.618 |
2,764.3 |
|
HIGH |
2,734.0 |
|
0.618 |
2,715.3 |
|
0.500 |
2,709.5 |
|
0.382 |
2,703.7 |
|
LOW |
2,685.0 |
|
0.618 |
2,654.7 |
|
1.000 |
2,636.0 |
|
1.618 |
2,605.7 |
|
2.618 |
2,556.7 |
|
4.250 |
2,476.8 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.5 |
2,696.3 |
| PP |
2,707.7 |
2,688.7 |
| S1 |
2,705.8 |
2,681.0 |
|