| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,684.0 |
2,647.0 |
-37.0 |
-1.4% |
2,635.0 |
| High |
2,697.0 |
2,689.0 |
-8.0 |
-0.3% |
2,702.0 |
| Low |
2,628.0 |
2,617.0 |
-11.0 |
-0.4% |
2,617.0 |
| Close |
2,636.0 |
2,671.0 |
35.0 |
1.3% |
2,692.0 |
| Range |
69.0 |
72.0 |
3.0 |
4.3% |
85.0 |
| ATR |
54.7 |
55.9 |
1.2 |
2.3% |
0.0 |
| Volume |
6,133 |
2,609 |
-3,524 |
-57.5% |
4,316 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.0 |
2,845.0 |
2,710.6 |
|
| R3 |
2,803.0 |
2,773.0 |
2,690.8 |
|
| R2 |
2,731.0 |
2,731.0 |
2,684.2 |
|
| R1 |
2,701.0 |
2,701.0 |
2,677.6 |
2,716.0 |
| PP |
2,659.0 |
2,659.0 |
2,659.0 |
2,666.5 |
| S1 |
2,629.0 |
2,629.0 |
2,664.4 |
2,644.0 |
| S2 |
2,587.0 |
2,587.0 |
2,657.8 |
|
| S3 |
2,515.0 |
2,557.0 |
2,651.2 |
|
| S4 |
2,443.0 |
2,485.0 |
2,631.4 |
|
|
| 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% |
57.4 |
2.1% |
64% |
False |
True |
1,897 |
| 10 |
2,702.0 |
2,588.0 |
114.0 |
4.3% |
53.9 |
2.0% |
73% |
False |
False |
1,407 |
| 20 |
2,702.0 |
2,424.0 |
278.0 |
10.4% |
51.2 |
1.9% |
89% |
False |
False |
1,412 |
| 40 |
2,702.0 |
2,241.0 |
461.0 |
17.3% |
53.4 |
2.0% |
93% |
False |
False |
3,053 |
| 60 |
2,702.0 |
2,241.0 |
461.0 |
17.3% |
52.4 |
2.0% |
93% |
False |
False |
5,486 |
| 80 |
2,702.0 |
2,134.0 |
568.0 |
21.3% |
53.2 |
2.0% |
95% |
False |
False |
4,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.0 |
|
2.618 |
2,877.5 |
|
1.618 |
2,805.5 |
|
1.000 |
2,761.0 |
|
0.618 |
2,733.5 |
|
HIGH |
2,689.0 |
|
0.618 |
2,661.5 |
|
0.500 |
2,653.0 |
|
0.382 |
2,644.5 |
|
LOW |
2,617.0 |
|
0.618 |
2,572.5 |
|
1.000 |
2,545.0 |
|
1.618 |
2,500.5 |
|
2.618 |
2,428.5 |
|
4.250 |
2,311.0 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,665.0 |
2,666.3 |
| PP |
2,659.0 |
2,661.7 |
| S1 |
2,653.0 |
2,657.0 |
|