| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,663.0 |
2,614.0 |
-49.0 |
-1.8% |
2,691.0 |
| High |
2,664.0 |
2,638.0 |
-26.0 |
-1.0% |
2,734.0 |
| Low |
2,583.0 |
2,601.0 |
18.0 |
0.7% |
2,628.0 |
| Close |
2,602.0 |
2,620.0 |
18.0 |
0.7% |
2,665.0 |
| Range |
81.0 |
37.0 |
-44.0 |
-54.3% |
106.0 |
| ATR |
61.5 |
59.7 |
-1.7 |
-2.8% |
0.0 |
| Volume |
1,417,865 |
876,084 |
-541,781 |
-38.2% |
4,358,265 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.7 |
2,712.3 |
2,640.4 |
|
| R3 |
2,693.7 |
2,675.3 |
2,630.2 |
|
| R2 |
2,656.7 |
2,656.7 |
2,626.8 |
|
| R1 |
2,638.3 |
2,638.3 |
2,623.4 |
2,647.5 |
| PP |
2,619.7 |
2,619.7 |
2,619.7 |
2,624.3 |
| S1 |
2,601.3 |
2,601.3 |
2,616.6 |
2,610.5 |
| S2 |
2,582.7 |
2,582.7 |
2,613.2 |
|
| S3 |
2,545.7 |
2,564.3 |
2,609.8 |
|
| S4 |
2,508.7 |
2,527.3 |
2,599.7 |
|
|
| 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 |
2,583.0 |
151.0 |
5.8% |
62.4 |
2.4% |
25% |
False |
False |
1,029,004 |
| 10 |
2,734.0 |
2,583.0 |
151.0 |
5.8% |
59.4 |
2.3% |
25% |
False |
False |
947,612 |
| 20 |
2,734.0 |
2,493.0 |
241.0 |
9.2% |
58.7 |
2.2% |
53% |
False |
False |
976,897 |
| 40 |
2,734.0 |
2,252.0 |
482.0 |
18.4% |
58.4 |
2.2% |
76% |
False |
False |
1,010,489 |
| 60 |
2,734.0 |
2,252.0 |
482.0 |
18.4% |
57.7 |
2.2% |
76% |
False |
False |
792,539 |
| 80 |
2,734.0 |
2,186.0 |
548.0 |
20.9% |
58.9 |
2.2% |
79% |
False |
False |
594,990 |
| 100 |
2,734.0 |
1,918.0 |
816.0 |
31.1% |
61.2 |
2.3% |
86% |
False |
False |
476,512 |
| 120 |
2,734.0 |
1,693.0 |
1,041.0 |
39.7% |
63.2 |
2.4% |
89% |
False |
False |
399,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,795.3 |
|
2.618 |
2,734.9 |
|
1.618 |
2,697.9 |
|
1.000 |
2,675.0 |
|
0.618 |
2,660.9 |
|
HIGH |
2,638.0 |
|
0.618 |
2,623.9 |
|
0.500 |
2,619.5 |
|
0.382 |
2,615.1 |
|
LOW |
2,601.0 |
|
0.618 |
2,578.1 |
|
1.000 |
2,564.0 |
|
1.618 |
2,541.1 |
|
2.618 |
2,504.1 |
|
4.250 |
2,443.8 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,619.8 |
2,653.5 |
| PP |
2,619.7 |
2,642.3 |
| S1 |
2,619.5 |
2,631.2 |
|