| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4,303.0 |
4,268.0 |
-35.0 |
-0.8% |
4,232.0 |
| High |
4,309.0 |
4,319.0 |
10.0 |
0.2% |
4,300.0 |
| Low |
4,261.0 |
4,245.0 |
-16.0 |
-0.4% |
4,205.0 |
| Close |
4,265.0 |
4,310.0 |
45.0 |
1.1% |
4,261.0 |
| Range |
48.0 |
74.0 |
26.0 |
54.2% |
95.0 |
| ATR |
62.6 |
63.4 |
0.8 |
1.3% |
0.0 |
| Volume |
22,832 |
25,455 |
2,623 |
11.5% |
140,800 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,513.3 |
4,485.7 |
4,350.7 |
|
| R3 |
4,439.3 |
4,411.7 |
4,330.4 |
|
| R2 |
4,365.3 |
4,365.3 |
4,323.6 |
|
| R1 |
4,337.7 |
4,337.7 |
4,316.8 |
4,351.5 |
| PP |
4,291.3 |
4,291.3 |
4,291.3 |
4,298.3 |
| S1 |
4,263.7 |
4,263.7 |
4,303.2 |
4,277.5 |
| S2 |
4,217.3 |
4,217.3 |
4,296.4 |
|
| S3 |
4,143.3 |
4,189.7 |
4,289.7 |
|
| S4 |
4,069.3 |
4,115.7 |
4,269.3 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,540.3 |
4,495.7 |
4,313.3 |
|
| R3 |
4,445.3 |
4,400.7 |
4,287.1 |
|
| R2 |
4,350.3 |
4,350.3 |
4,278.4 |
|
| R1 |
4,305.7 |
4,305.7 |
4,269.7 |
4,328.0 |
| PP |
4,255.3 |
4,255.3 |
4,255.3 |
4,266.5 |
| S1 |
4,210.7 |
4,210.7 |
4,252.3 |
4,233.0 |
| S2 |
4,160.3 |
4,160.3 |
4,243.6 |
|
| S3 |
4,065.3 |
4,115.7 |
4,234.9 |
|
| S4 |
3,970.3 |
4,020.7 |
4,208.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,319.0 |
4,210.0 |
109.0 |
2.5% |
66.0 |
1.5% |
92% |
True |
False |
25,757 |
| 10 |
4,319.0 |
4,087.0 |
232.0 |
5.4% |
59.5 |
1.4% |
96% |
True |
False |
26,990 |
| 20 |
4,319.0 |
3,857.0 |
462.0 |
10.7% |
51.2 |
1.2% |
98% |
True |
False |
25,411 |
| 40 |
4,319.0 |
3,665.0 |
654.0 |
15.2% |
50.6 |
1.2% |
99% |
True |
False |
26,160 |
| 60 |
4,319.0 |
3,665.0 |
654.0 |
15.2% |
48.0 |
1.1% |
99% |
True |
False |
20,757 |
| 80 |
4,319.0 |
3,638.0 |
681.0 |
15.8% |
43.1 |
1.0% |
99% |
True |
False |
15,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,633.5 |
|
2.618 |
4,512.7 |
|
1.618 |
4,438.7 |
|
1.000 |
4,393.0 |
|
0.618 |
4,364.7 |
|
HIGH |
4,319.0 |
|
0.618 |
4,290.7 |
|
0.500 |
4,282.0 |
|
0.382 |
4,273.3 |
|
LOW |
4,245.0 |
|
0.618 |
4,199.3 |
|
1.000 |
4,171.0 |
|
1.618 |
4,125.3 |
|
2.618 |
4,051.3 |
|
4.250 |
3,930.5 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,300.7 |
4,298.7 |
| PP |
4,291.3 |
4,287.3 |
| S1 |
4,282.0 |
4,276.0 |
|