| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,650.0 |
2,652.0 |
2.0 |
0.1% |
2,663.0 |
| High |
2,675.0 |
2,750.0 |
75.0 |
2.8% |
2,750.0 |
| Low |
2,639.0 |
2,648.0 |
9.0 |
0.3% |
2,583.0 |
| Close |
2,660.0 |
2,737.0 |
77.0 |
2.9% |
2,737.0 |
| Range |
36.0 |
102.0 |
66.0 |
183.3% |
167.0 |
| ATR |
59.5 |
62.6 |
3.0 |
5.1% |
0.0 |
| Volume |
941,038 |
1,425,337 |
484,299 |
51.5% |
5,688,562 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,017.7 |
2,979.3 |
2,793.1 |
|
| R3 |
2,915.7 |
2,877.3 |
2,765.1 |
|
| R2 |
2,813.7 |
2,813.7 |
2,755.7 |
|
| R1 |
2,775.3 |
2,775.3 |
2,746.4 |
2,794.5 |
| PP |
2,711.7 |
2,711.7 |
2,711.7 |
2,721.3 |
| S1 |
2,673.3 |
2,673.3 |
2,727.7 |
2,692.5 |
| S2 |
2,609.7 |
2,609.7 |
2,718.3 |
|
| S3 |
2,507.7 |
2,571.3 |
2,709.0 |
|
| S4 |
2,405.7 |
2,469.3 |
2,680.9 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,191.0 |
3,131.0 |
2,828.9 |
|
| R3 |
3,024.0 |
2,964.0 |
2,782.9 |
|
| R2 |
2,857.0 |
2,857.0 |
2,767.6 |
|
| R1 |
2,797.0 |
2,797.0 |
2,752.3 |
2,827.0 |
| PP |
2,690.0 |
2,690.0 |
2,690.0 |
2,705.0 |
| S1 |
2,630.0 |
2,630.0 |
2,721.7 |
2,660.0 |
| S2 |
2,523.0 |
2,523.0 |
2,706.4 |
|
| S3 |
2,356.0 |
2,463.0 |
2,691.1 |
|
| S4 |
2,189.0 |
2,296.0 |
2,645.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.0 |
2,583.0 |
167.0 |
6.1% |
63.6 |
2.3% |
92% |
True |
False |
1,137,712 |
| 10 |
2,750.0 |
2,583.0 |
167.0 |
6.1% |
60.5 |
2.2% |
92% |
True |
False |
1,004,682 |
| 20 |
2,750.0 |
2,551.0 |
199.0 |
7.3% |
60.0 |
2.2% |
93% |
True |
False |
995,623 |
| 40 |
2,750.0 |
2,252.0 |
498.0 |
18.2% |
58.8 |
2.1% |
97% |
True |
False |
1,013,329 |
| 60 |
2,750.0 |
2,252.0 |
498.0 |
18.2% |
57.7 |
2.1% |
97% |
True |
False |
848,975 |
| 80 |
2,750.0 |
2,252.0 |
498.0 |
18.2% |
59.3 |
2.2% |
97% |
True |
False |
637,290 |
| 100 |
2,750.0 |
1,940.0 |
810.0 |
29.6% |
61.3 |
2.2% |
98% |
True |
False |
510,426 |
| 120 |
2,750.0 |
1,693.0 |
1,057.0 |
38.6% |
63.1 |
2.3% |
99% |
True |
False |
427,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,183.5 |
|
2.618 |
3,017.0 |
|
1.618 |
2,915.0 |
|
1.000 |
2,852.0 |
|
0.618 |
2,813.0 |
|
HIGH |
2,750.0 |
|
0.618 |
2,711.0 |
|
0.500 |
2,699.0 |
|
0.382 |
2,687.0 |
|
LOW |
2,648.0 |
|
0.618 |
2,585.0 |
|
1.000 |
2,546.0 |
|
1.618 |
2,483.0 |
|
2.618 |
2,381.0 |
|
4.250 |
2,214.5 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.3 |
2,713.7 |
| PP |
2,711.7 |
2,690.3 |
| S1 |
2,699.0 |
2,667.0 |
|