| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,635.0 |
2,654.0 |
19.0 |
0.7% |
2,611.0 |
| High |
2,677.0 |
2,667.0 |
-10.0 |
-0.4% |
2,650.0 |
| Low |
2,618.0 |
2,631.0 |
13.0 |
0.5% |
2,540.0 |
| Close |
2,659.0 |
2,655.0 |
-4.0 |
-0.2% |
2,622.0 |
| Range |
59.0 |
36.0 |
-23.0 |
-39.0% |
110.0 |
| ATR |
55.4 |
54.0 |
-1.4 |
-2.5% |
0.0 |
| Volume |
3,369 |
169 |
-3,200 |
-95.0% |
4,719 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.0 |
2,743.0 |
2,674.8 |
|
| R3 |
2,723.0 |
2,707.0 |
2,664.9 |
|
| R2 |
2,687.0 |
2,687.0 |
2,661.6 |
|
| R1 |
2,671.0 |
2,671.0 |
2,658.3 |
2,679.0 |
| PP |
2,651.0 |
2,651.0 |
2,651.0 |
2,655.0 |
| S1 |
2,635.0 |
2,635.0 |
2,651.7 |
2,643.0 |
| S2 |
2,615.0 |
2,615.0 |
2,648.4 |
|
| S3 |
2,579.0 |
2,599.0 |
2,645.1 |
|
| S4 |
2,543.0 |
2,563.0 |
2,635.2 |
|
|
| 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% |
51.6 |
1.9% |
84% |
False |
False |
1,235 |
| 10 |
2,677.0 |
2,485.0 |
192.0 |
7.2% |
52.1 |
2.0% |
89% |
False |
False |
1,703 |
| 20 |
2,677.0 |
2,241.0 |
436.0 |
16.4% |
50.8 |
1.9% |
95% |
False |
False |
1,226 |
| 40 |
2,677.0 |
2,241.0 |
436.0 |
16.4% |
52.6 |
2.0% |
95% |
False |
False |
6,077 |
| 60 |
2,677.0 |
2,241.0 |
436.0 |
16.4% |
52.6 |
2.0% |
95% |
False |
False |
5,617 |
| 80 |
2,677.0 |
2,096.0 |
581.0 |
21.9% |
53.1 |
2.0% |
96% |
False |
False |
4,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.0 |
|
2.618 |
2,761.2 |
|
1.618 |
2,725.2 |
|
1.000 |
2,703.0 |
|
0.618 |
2,689.2 |
|
HIGH |
2,667.0 |
|
0.618 |
2,653.2 |
|
0.500 |
2,649.0 |
|
0.382 |
2,644.8 |
|
LOW |
2,631.0 |
|
0.618 |
2,608.8 |
|
1.000 |
2,595.0 |
|
1.618 |
2,572.8 |
|
2.618 |
2,536.8 |
|
4.250 |
2,478.0 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,653.0 |
2,651.2 |
| PP |
2,651.0 |
2,647.3 |
| S1 |
2,649.0 |
2,643.5 |
|