| 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 |
2,679.0 |
2,684.0 |
5.0 |
0.2% |
2,635.0 |
| High |
2,682.0 |
2,697.0 |
15.0 |
0.6% |
2,702.0 |
| Low |
2,661.0 |
2,628.0 |
-33.0 |
-1.2% |
2,617.0 |
| Close |
2,676.0 |
2,636.0 |
-40.0 |
-1.5% |
2,692.0 |
| Range |
21.0 |
69.0 |
48.0 |
228.6% |
85.0 |
| ATR |
53.6 |
54.7 |
1.1 |
2.1% |
0.0 |
| Volume |
75 |
6,133 |
6,058 |
8,077.3% |
4,316 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,860.7 |
2,817.3 |
2,674.0 |
|
| R3 |
2,791.7 |
2,748.3 |
2,655.0 |
|
| R2 |
2,722.7 |
2,722.7 |
2,648.7 |
|
| R1 |
2,679.3 |
2,679.3 |
2,642.3 |
2,666.5 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,647.3 |
| S1 |
2,610.3 |
2,610.3 |
2,629.7 |
2,597.5 |
| S2 |
2,584.7 |
2,584.7 |
2,623.4 |
|
| S3 |
2,515.7 |
2,541.3 |
2,617.0 |
|
| S4 |
2,446.7 |
2,472.3 |
2,598.1 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.3 |
2,893.7 |
2,738.8 |
|
| R3 |
2,840.3 |
2,808.7 |
2,715.4 |
|
| R2 |
2,755.3 |
2,755.3 |
2,707.6 |
|
| R1 |
2,723.7 |
2,723.7 |
2,699.8 |
2,739.5 |
| PP |
2,670.3 |
2,670.3 |
2,670.3 |
2,678.3 |
| S1 |
2,638.7 |
2,638.7 |
2,684.2 |
2,654.5 |
| S2 |
2,585.3 |
2,585.3 |
2,676.4 |
|
| S3 |
2,500.3 |
2,553.7 |
2,668.6 |
|
| S4 |
2,415.3 |
2,468.7 |
2,645.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,702.0 |
2,617.0 |
85.0 |
3.2% |
54.0 |
2.0% |
22% |
False |
False |
1,397 |
| 10 |
2,702.0 |
2,540.0 |
162.0 |
6.1% |
52.8 |
2.0% |
59% |
False |
False |
1,316 |
| 20 |
2,702.0 |
2,373.0 |
329.0 |
12.5% |
51.2 |
1.9% |
80% |
False |
False |
1,306 |
| 40 |
2,702.0 |
2,241.0 |
461.0 |
17.5% |
52.9 |
2.0% |
86% |
False |
False |
4,099 |
| 60 |
2,702.0 |
2,241.0 |
461.0 |
17.5% |
52.1 |
2.0% |
86% |
False |
False |
5,614 |
| 80 |
2,702.0 |
2,096.0 |
606.0 |
23.0% |
53.3 |
2.0% |
89% |
False |
False |
4,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.3 |
|
2.618 |
2,877.6 |
|
1.618 |
2,808.6 |
|
1.000 |
2,766.0 |
|
0.618 |
2,739.6 |
|
HIGH |
2,697.0 |
|
0.618 |
2,670.6 |
|
0.500 |
2,662.5 |
|
0.382 |
2,654.4 |
|
LOW |
2,628.0 |
|
0.618 |
2,585.4 |
|
1.000 |
2,559.0 |
|
1.618 |
2,516.4 |
|
2.618 |
2,447.4 |
|
4.250 |
2,334.8 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.5 |
2,662.0 |
| PP |
2,653.7 |
2,653.3 |
| S1 |
2,644.8 |
2,644.7 |
|