| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,795.0 |
2,783.0 |
-12.0 |
-0.4% |
2,663.0 |
| High |
2,811.0 |
2,807.0 |
-4.0 |
-0.1% |
2,750.0 |
| Low |
2,777.0 |
2,761.0 |
-16.0 |
-0.6% |
2,583.0 |
| Close |
2,788.0 |
2,776.0 |
-12.0 |
-0.4% |
2,737.0 |
| Range |
34.0 |
46.0 |
12.0 |
35.3% |
167.0 |
| ATR |
59.9 |
58.9 |
-1.0 |
-1.7% |
0.0 |
| Volume |
1,005,719 |
972,709 |
-33,010 |
-3.3% |
5,688,562 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,919.3 |
2,893.7 |
2,801.3 |
|
| R3 |
2,873.3 |
2,847.7 |
2,788.7 |
|
| R2 |
2,827.3 |
2,827.3 |
2,784.4 |
|
| R1 |
2,801.7 |
2,801.7 |
2,780.2 |
2,791.5 |
| PP |
2,781.3 |
2,781.3 |
2,781.3 |
2,776.3 |
| S1 |
2,755.7 |
2,755.7 |
2,771.8 |
2,745.5 |
| S2 |
2,735.3 |
2,735.3 |
2,767.6 |
|
| S3 |
2,689.3 |
2,709.7 |
2,763.4 |
|
| S4 |
2,643.3 |
2,663.7 |
2,750.7 |
|
|
| 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 |
2,648.0 |
163.0 |
5.9% |
57.2 |
2.1% |
79% |
False |
False |
1,097,440 |
| 10 |
2,811.0 |
2,583.0 |
228.0 |
8.2% |
57.0 |
2.1% |
85% |
False |
False |
1,065,775 |
| 20 |
2,811.0 |
2,583.0 |
228.0 |
8.2% |
56.6 |
2.0% |
85% |
False |
False |
990,197 |
| 40 |
2,811.0 |
2,252.0 |
559.0 |
20.1% |
57.0 |
2.1% |
94% |
False |
False |
1,020,444 |
| 60 |
2,811.0 |
2,252.0 |
559.0 |
20.1% |
56.6 |
2.0% |
94% |
False |
False |
915,916 |
| 80 |
2,811.0 |
2,252.0 |
559.0 |
20.1% |
58.6 |
2.1% |
94% |
False |
False |
687,974 |
| 100 |
2,811.0 |
2,043.0 |
768.0 |
27.7% |
59.8 |
2.2% |
95% |
False |
False |
550,954 |
| 120 |
2,811.0 |
1,693.0 |
1,118.0 |
40.3% |
62.3 |
2.2% |
97% |
False |
False |
461,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,002.5 |
|
2.618 |
2,927.4 |
|
1.618 |
2,881.4 |
|
1.000 |
2,853.0 |
|
0.618 |
2,835.4 |
|
HIGH |
2,807.0 |
|
0.618 |
2,789.4 |
|
0.500 |
2,784.0 |
|
0.382 |
2,778.6 |
|
LOW |
2,761.0 |
|
0.618 |
2,732.6 |
|
1.000 |
2,715.0 |
|
1.618 |
2,686.6 |
|
2.618 |
2,640.6 |
|
4.250 |
2,565.5 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,784.0 |
2,777.0 |
| PP |
2,781.3 |
2,776.7 |
| S1 |
2,778.7 |
2,776.3 |
|