| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,762.0 |
2,749.0 |
-13.0 |
-0.5% |
2,663.0 |
| High |
2,784.0 |
2,811.0 |
27.0 |
1.0% |
2,750.0 |
| Low |
2,748.0 |
2,743.0 |
-5.0 |
-0.2% |
2,583.0 |
| Close |
2,769.0 |
2,802.0 |
33.0 |
1.2% |
2,737.0 |
| Range |
36.0 |
68.0 |
32.0 |
88.9% |
167.0 |
| ATR |
61.5 |
61.9 |
0.5 |
0.8% |
0.0 |
| Volume |
1,009,634 |
1,073,804 |
64,170 |
6.4% |
5,688,562 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,989.3 |
2,963.7 |
2,839.4 |
|
| R3 |
2,921.3 |
2,895.7 |
2,820.7 |
|
| R2 |
2,853.3 |
2,853.3 |
2,814.5 |
|
| R1 |
2,827.7 |
2,827.7 |
2,808.2 |
2,840.5 |
| PP |
2,785.3 |
2,785.3 |
2,785.3 |
2,791.8 |
| S1 |
2,759.7 |
2,759.7 |
2,795.8 |
2,772.5 |
| S2 |
2,717.3 |
2,717.3 |
2,789.5 |
|
| S3 |
2,649.3 |
2,691.7 |
2,783.3 |
|
| S4 |
2,581.3 |
2,623.7 |
2,764.6 |
|
|
| 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 |
2,811.0 |
2,584.0 |
227.0 |
8.1% |
60.8 |
2.2% |
96% |
True |
False |
1,095,610 |
| 10 |
2,811.0 |
2,583.0 |
228.0 |
8.1% |
61.6 |
2.2% |
96% |
True |
False |
1,062,307 |
| 20 |
2,811.0 |
2,551.0 |
260.0 |
9.3% |
59.3 |
2.1% |
97% |
True |
False |
1,005,804 |
| 40 |
2,811.0 |
2,252.0 |
559.0 |
20.0% |
58.0 |
2.1% |
98% |
True |
False |
1,021,942 |
| 60 |
2,811.0 |
2,252.0 |
559.0 |
20.0% |
57.5 |
2.1% |
98% |
True |
False |
883,660 |
| 80 |
2,811.0 |
2,252.0 |
559.0 |
20.0% |
59.0 |
2.1% |
98% |
True |
False |
663,265 |
| 100 |
2,811.0 |
2,043.0 |
768.0 |
27.4% |
60.6 |
2.2% |
99% |
True |
False |
531,226 |
| 120 |
2,811.0 |
1,693.0 |
1,118.0 |
39.9% |
63.0 |
2.2% |
99% |
True |
False |
444,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,100.0 |
|
2.618 |
2,989.0 |
|
1.618 |
2,921.0 |
|
1.000 |
2,879.0 |
|
0.618 |
2,853.0 |
|
HIGH |
2,811.0 |
|
0.618 |
2,785.0 |
|
0.500 |
2,777.0 |
|
0.382 |
2,769.0 |
|
LOW |
2,743.0 |
|
0.618 |
2,701.0 |
|
1.000 |
2,675.0 |
|
1.618 |
2,633.0 |
|
2.618 |
2,565.0 |
|
4.250 |
2,454.0 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,793.7 |
2,777.8 |
| PP |
2,785.3 |
2,753.7 |
| S1 |
2,777.0 |
2,729.5 |
|