| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,652.0 |
2,762.0 |
110.0 |
4.1% |
2,663.0 |
| High |
2,750.0 |
2,784.0 |
34.0 |
1.2% |
2,750.0 |
| Low |
2,648.0 |
2,748.0 |
100.0 |
3.8% |
2,583.0 |
| Close |
2,737.0 |
2,769.0 |
32.0 |
1.2% |
2,737.0 |
| Range |
102.0 |
36.0 |
-66.0 |
-64.7% |
167.0 |
| ATR |
62.6 |
61.5 |
-1.1 |
-1.8% |
0.0 |
| Volume |
1,425,337 |
1,009,634 |
-415,703 |
-29.2% |
5,688,562 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.0 |
2,858.0 |
2,788.8 |
|
| R3 |
2,839.0 |
2,822.0 |
2,778.9 |
|
| R2 |
2,803.0 |
2,803.0 |
2,775.6 |
|
| R1 |
2,786.0 |
2,786.0 |
2,772.3 |
2,794.5 |
| PP |
2,767.0 |
2,767.0 |
2,767.0 |
2,771.3 |
| S1 |
2,750.0 |
2,750.0 |
2,765.7 |
2,758.5 |
| S2 |
2,731.0 |
2,731.0 |
2,762.4 |
|
| S3 |
2,695.0 |
2,714.0 |
2,759.1 |
|
| S4 |
2,659.0 |
2,678.0 |
2,749.2 |
|
|
| 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 |
2,784.0 |
2,584.0 |
200.0 |
7.2% |
54.6 |
2.0% |
93% |
True |
False |
1,056,066 |
| 10 |
2,784.0 |
2,583.0 |
201.0 |
7.3% |
61.9 |
2.2% |
93% |
True |
False |
1,049,965 |
| 20 |
2,784.0 |
2,551.0 |
233.0 |
8.4% |
59.0 |
2.1% |
94% |
True |
False |
1,003,865 |
| 40 |
2,784.0 |
2,252.0 |
532.0 |
19.2% |
58.2 |
2.1% |
97% |
True |
False |
1,017,071 |
| 60 |
2,784.0 |
2,252.0 |
532.0 |
19.2% |
57.4 |
2.1% |
97% |
True |
False |
865,786 |
| 80 |
2,784.0 |
2,252.0 |
532.0 |
19.2% |
58.9 |
2.1% |
97% |
True |
False |
649,851 |
| 100 |
2,784.0 |
1,944.0 |
840.0 |
30.3% |
60.9 |
2.2% |
98% |
True |
False |
520,492 |
| 120 |
2,784.0 |
1,693.0 |
1,091.0 |
39.4% |
62.9 |
2.3% |
99% |
True |
False |
435,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.0 |
|
2.618 |
2,878.2 |
|
1.618 |
2,842.2 |
|
1.000 |
2,820.0 |
|
0.618 |
2,806.2 |
|
HIGH |
2,784.0 |
|
0.618 |
2,770.2 |
|
0.500 |
2,766.0 |
|
0.382 |
2,761.8 |
|
LOW |
2,748.0 |
|
0.618 |
2,725.8 |
|
1.000 |
2,712.0 |
|
1.618 |
2,689.8 |
|
2.618 |
2,653.8 |
|
4.250 |
2,595.0 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,768.0 |
2,749.8 |
| PP |
2,767.0 |
2,730.7 |
| S1 |
2,766.0 |
2,711.5 |
|