| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4,262.0 |
4,336.0 |
74.0 |
1.7% |
4,232.0 |
| High |
4,317.0 |
4,409.0 |
92.0 |
2.1% |
4,300.0 |
| Low |
4,255.0 |
4,328.0 |
73.0 |
1.7% |
4,205.0 |
| Close |
4,297.0 |
4,402.0 |
105.0 |
2.4% |
4,261.0 |
| Range |
62.0 |
81.0 |
19.0 |
30.6% |
95.0 |
| ATR |
63.3 |
66.8 |
3.5 |
5.5% |
0.0 |
| Volume |
34,145 |
28,147 |
-5,998 |
-17.6% |
140,800 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,622.7 |
4,593.3 |
4,446.6 |
|
| R3 |
4,541.7 |
4,512.3 |
4,424.3 |
|
| R2 |
4,460.7 |
4,460.7 |
4,416.9 |
|
| R1 |
4,431.3 |
4,431.3 |
4,409.4 |
4,446.0 |
| PP |
4,379.7 |
4,379.7 |
4,379.7 |
4,387.0 |
| S1 |
4,350.3 |
4,350.3 |
4,394.6 |
4,365.0 |
| S2 |
4,298.7 |
4,298.7 |
4,387.2 |
|
| S3 |
4,217.7 |
4,269.3 |
4,379.7 |
|
| S4 |
4,136.7 |
4,188.3 |
4,357.5 |
|
|
| 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 |
4,409.0 |
4,233.0 |
176.0 |
4.0% |
61.2 |
1.4% |
96% |
True |
False |
26,840 |
| 10 |
4,409.0 |
4,170.0 |
239.0 |
5.4% |
60.6 |
1.4% |
97% |
True |
False |
28,315 |
| 20 |
4,409.0 |
3,958.0 |
451.0 |
10.2% |
54.1 |
1.2% |
98% |
True |
False |
25,613 |
| 40 |
4,409.0 |
3,665.0 |
744.0 |
16.9% |
51.1 |
1.2% |
99% |
True |
False |
25,453 |
| 60 |
4,409.0 |
3,665.0 |
744.0 |
16.9% |
49.7 |
1.1% |
99% |
True |
False |
21,790 |
| 80 |
4,409.0 |
3,640.0 |
769.0 |
17.5% |
44.6 |
1.0% |
99% |
True |
False |
16,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,753.3 |
|
2.618 |
4,621.1 |
|
1.618 |
4,540.1 |
|
1.000 |
4,490.0 |
|
0.618 |
4,459.1 |
|
HIGH |
4,409.0 |
|
0.618 |
4,378.1 |
|
0.500 |
4,368.5 |
|
0.382 |
4,358.9 |
|
LOW |
4,328.0 |
|
0.618 |
4,277.9 |
|
1.000 |
4,247.0 |
|
1.618 |
4,196.9 |
|
2.618 |
4,115.9 |
|
4.250 |
3,983.8 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,390.8 |
4,377.0 |
| PP |
4,379.7 |
4,352.0 |
| S1 |
4,368.5 |
4,327.0 |
|