| 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 |
2,647.0 |
2,679.0 |
32.0 |
1.2% |
2,635.0 |
| High |
2,689.0 |
2,715.0 |
26.0 |
1.0% |
2,702.0 |
| Low |
2,617.0 |
2,671.0 |
54.0 |
2.1% |
2,617.0 |
| Close |
2,671.0 |
2,689.0 |
18.0 |
0.7% |
2,692.0 |
| Range |
72.0 |
44.0 |
-28.0 |
-38.9% |
85.0 |
| ATR |
55.9 |
55.1 |
-0.9 |
-1.5% |
0.0 |
| Volume |
2,609 |
6,281 |
3,672 |
140.7% |
4,316 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.7 |
2,800.3 |
2,713.2 |
|
| R3 |
2,779.7 |
2,756.3 |
2,701.1 |
|
| R2 |
2,735.7 |
2,735.7 |
2,697.1 |
|
| R1 |
2,712.3 |
2,712.3 |
2,693.0 |
2,724.0 |
| PP |
2,691.7 |
2,691.7 |
2,691.7 |
2,697.5 |
| S1 |
2,668.3 |
2,668.3 |
2,685.0 |
2,680.0 |
| S2 |
2,647.7 |
2,647.7 |
2,680.9 |
|
| S3 |
2,603.7 |
2,624.3 |
2,676.9 |
|
| S4 |
2,559.7 |
2,580.3 |
2,664.8 |
|
|
| 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 |
2,715.0 |
2,617.0 |
98.0 |
3.6% |
57.2 |
2.1% |
73% |
True |
False |
3,112 |
| 10 |
2,715.0 |
2,610.0 |
105.0 |
3.9% |
52.1 |
1.9% |
75% |
True |
False |
1,988 |
| 20 |
2,715.0 |
2,441.0 |
274.0 |
10.2% |
50.6 |
1.9% |
91% |
True |
False |
1,690 |
| 40 |
2,715.0 |
2,241.0 |
474.0 |
17.6% |
53.1 |
2.0% |
95% |
True |
False |
1,884 |
| 60 |
2,715.0 |
2,241.0 |
474.0 |
17.6% |
52.2 |
1.9% |
95% |
True |
False |
5,471 |
| 80 |
2,715.0 |
2,176.0 |
539.0 |
20.0% |
52.8 |
2.0% |
95% |
True |
False |
4,788 |
| 100 |
2,715.0 |
1,915.0 |
800.0 |
29.8% |
53.7 |
2.0% |
97% |
True |
False |
4,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.0 |
|
2.618 |
2,830.2 |
|
1.618 |
2,786.2 |
|
1.000 |
2,759.0 |
|
0.618 |
2,742.2 |
|
HIGH |
2,715.0 |
|
0.618 |
2,698.2 |
|
0.500 |
2,693.0 |
|
0.382 |
2,687.8 |
|
LOW |
2,671.0 |
|
0.618 |
2,643.8 |
|
1.000 |
2,627.0 |
|
1.618 |
2,599.8 |
|
2.618 |
2,555.8 |
|
4.250 |
2,484.0 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.0 |
2,681.3 |
| PP |
2,691.7 |
2,673.7 |
| S1 |
2,690.3 |
2,666.0 |
|