| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,630.0 |
2,635.0 |
5.0 |
0.2% |
2,611.0 |
| High |
2,650.0 |
2,677.0 |
27.0 |
1.0% |
2,650.0 |
| Low |
2,610.0 |
2,618.0 |
8.0 |
0.3% |
2,540.0 |
| Close |
2,622.0 |
2,659.0 |
37.0 |
1.4% |
2,622.0 |
| Range |
40.0 |
59.0 |
19.0 |
47.5% |
110.0 |
| ATR |
55.1 |
55.4 |
0.3 |
0.5% |
0.0 |
| Volume |
474 |
3,369 |
2,895 |
610.8% |
4,719 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,802.7 |
2,691.5 |
|
| R3 |
2,769.3 |
2,743.7 |
2,675.2 |
|
| R2 |
2,710.3 |
2,710.3 |
2,669.8 |
|
| R1 |
2,684.7 |
2,684.7 |
2,664.4 |
2,697.5 |
| PP |
2,651.3 |
2,651.3 |
2,651.3 |
2,657.8 |
| S1 |
2,625.7 |
2,625.7 |
2,653.6 |
2,638.5 |
| S2 |
2,592.3 |
2,592.3 |
2,648.2 |
|
| S3 |
2,533.3 |
2,566.7 |
2,642.8 |
|
| S4 |
2,474.3 |
2,507.7 |
2,626.6 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,934.0 |
2,888.0 |
2,682.5 |
|
| R3 |
2,824.0 |
2,778.0 |
2,652.3 |
|
| R2 |
2,714.0 |
2,714.0 |
2,642.2 |
|
| R1 |
2,668.0 |
2,668.0 |
2,632.1 |
2,691.0 |
| PP |
2,604.0 |
2,604.0 |
2,604.0 |
2,615.5 |
| S1 |
2,558.0 |
2,558.0 |
2,611.9 |
2,581.0 |
| S2 |
2,494.0 |
2,494.0 |
2,601.8 |
|
| S3 |
2,384.0 |
2,448.0 |
2,591.8 |
|
| S4 |
2,274.0 |
2,338.0 |
2,561.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,677.0 |
2,540.0 |
137.0 |
5.2% |
56.2 |
2.1% |
87% |
True |
False |
1,533 |
| 10 |
2,677.0 |
2,485.0 |
192.0 |
7.2% |
53.2 |
2.0% |
91% |
True |
False |
1,704 |
| 20 |
2,677.0 |
2,241.0 |
436.0 |
16.4% |
52.4 |
2.0% |
96% |
True |
False |
1,251 |
| 40 |
2,677.0 |
2,241.0 |
436.0 |
16.4% |
52.3 |
2.0% |
96% |
True |
False |
6,549 |
| 60 |
2,677.0 |
2,241.0 |
436.0 |
16.4% |
52.7 |
2.0% |
96% |
True |
False |
5,926 |
| 80 |
2,677.0 |
2,096.0 |
581.0 |
21.9% |
53.4 |
2.0% |
97% |
True |
False |
4,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,927.8 |
|
2.618 |
2,831.5 |
|
1.618 |
2,772.5 |
|
1.000 |
2,736.0 |
|
0.618 |
2,713.5 |
|
HIGH |
2,677.0 |
|
0.618 |
2,654.5 |
|
0.500 |
2,647.5 |
|
0.382 |
2,640.5 |
|
LOW |
2,618.0 |
|
0.618 |
2,581.5 |
|
1.000 |
2,559.0 |
|
1.618 |
2,522.5 |
|
2.618 |
2,463.5 |
|
4.250 |
2,367.3 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,655.2 |
2,650.2 |
| PP |
2,651.3 |
2,641.3 |
| S1 |
2,647.5 |
2,632.5 |
|