| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,690.0 |
2,709.0 |
19.0 |
0.7% |
2,691.0 |
| High |
2,734.0 |
2,724.0 |
-10.0 |
-0.4% |
2,734.0 |
| Low |
2,685.0 |
2,656.0 |
-29.0 |
-1.1% |
2,628.0 |
| Close |
2,704.0 |
2,665.0 |
-39.0 |
-1.4% |
2,665.0 |
| Range |
49.0 |
68.0 |
19.0 |
38.8% |
106.0 |
| ATR |
59.3 |
59.9 |
0.6 |
1.1% |
0.0 |
| Volume |
1,017,908 |
907,329 |
-110,579 |
-10.9% |
4,358,265 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,885.7 |
2,843.3 |
2,702.4 |
|
| R3 |
2,817.7 |
2,775.3 |
2,683.7 |
|
| R2 |
2,749.7 |
2,749.7 |
2,677.5 |
|
| R1 |
2,707.3 |
2,707.3 |
2,671.2 |
2,694.5 |
| PP |
2,681.7 |
2,681.7 |
2,681.7 |
2,675.3 |
| S1 |
2,639.3 |
2,639.3 |
2,658.8 |
2,626.5 |
| S2 |
2,613.7 |
2,613.7 |
2,652.5 |
|
| S3 |
2,545.7 |
2,571.3 |
2,646.3 |
|
| S4 |
2,477.7 |
2,503.3 |
2,627.6 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.7 |
2,935.3 |
2,723.3 |
|
| R3 |
2,887.7 |
2,829.3 |
2,694.2 |
|
| R2 |
2,781.7 |
2,781.7 |
2,684.4 |
|
| R1 |
2,723.3 |
2,723.3 |
2,674.7 |
2,699.5 |
| PP |
2,675.7 |
2,675.7 |
2,675.7 |
2,663.8 |
| S1 |
2,617.3 |
2,617.3 |
2,655.3 |
2,593.5 |
| S2 |
2,569.7 |
2,569.7 |
2,645.6 |
|
| S3 |
2,463.7 |
2,511.3 |
2,635.9 |
|
| S4 |
2,357.7 |
2,405.3 |
2,606.7 |
|
|
| 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 |
4.0% |
57.4 |
2.2% |
35% |
False |
False |
871,653 |
| 10 |
2,734.0 |
2,628.0 |
106.0 |
4.0% |
58.3 |
2.2% |
35% |
False |
False |
898,991 |
| 20 |
2,734.0 |
2,481.0 |
253.0 |
9.5% |
56.9 |
2.1% |
73% |
False |
False |
955,140 |
| 40 |
2,734.0 |
2,252.0 |
482.0 |
18.1% |
58.8 |
2.2% |
86% |
False |
False |
1,007,517 |
| 60 |
2,734.0 |
2,252.0 |
482.0 |
18.1% |
57.3 |
2.2% |
86% |
False |
False |
754,452 |
| 80 |
2,734.0 |
2,185.0 |
549.0 |
20.6% |
58.7 |
2.2% |
87% |
False |
False |
566,352 |
| 100 |
2,734.0 |
1,918.0 |
816.0 |
30.6% |
61.3 |
2.3% |
92% |
False |
False |
453,610 |
| 120 |
2,734.0 |
1,693.0 |
1,041.0 |
39.1% |
63.5 |
2.4% |
93% |
False |
False |
380,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,013.0 |
|
2.618 |
2,902.0 |
|
1.618 |
2,834.0 |
|
1.000 |
2,792.0 |
|
0.618 |
2,766.0 |
|
HIGH |
2,724.0 |
|
0.618 |
2,698.0 |
|
0.500 |
2,690.0 |
|
0.382 |
2,682.0 |
|
LOW |
2,656.0 |
|
0.618 |
2,614.0 |
|
1.000 |
2,588.0 |
|
1.618 |
2,546.0 |
|
2.618 |
2,478.0 |
|
4.250 |
2,367.0 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,690.0 |
2,681.0 |
| PP |
2,681.7 |
2,675.7 |
| S1 |
2,673.3 |
2,670.3 |
|