| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,679.0 |
2,695.0 |
16.0 |
0.6% |
2,679.0 |
| High |
2,715.0 |
2,708.0 |
-7.0 |
-0.3% |
2,715.0 |
| Low |
2,671.0 |
2,643.0 |
-28.0 |
-1.0% |
2,617.0 |
| Close |
2,689.0 |
2,650.0 |
-39.0 |
-1.5% |
2,650.0 |
| Range |
44.0 |
65.0 |
21.0 |
47.7% |
98.0 |
| ATR |
55.1 |
55.8 |
0.7 |
1.3% |
0.0 |
| Volume |
6,281 |
408 |
-5,873 |
-93.5% |
15,506 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.0 |
2,821.0 |
2,685.8 |
|
| R3 |
2,797.0 |
2,756.0 |
2,667.9 |
|
| R2 |
2,732.0 |
2,732.0 |
2,661.9 |
|
| R1 |
2,691.0 |
2,691.0 |
2,656.0 |
2,679.0 |
| PP |
2,667.0 |
2,667.0 |
2,667.0 |
2,661.0 |
| S1 |
2,626.0 |
2,626.0 |
2,644.0 |
2,614.0 |
| S2 |
2,602.0 |
2,602.0 |
2,638.1 |
|
| S3 |
2,537.0 |
2,561.0 |
2,632.1 |
|
| S4 |
2,472.0 |
2,496.0 |
2,614.3 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.7 |
2,900.3 |
2,703.9 |
|
| R3 |
2,856.7 |
2,802.3 |
2,677.0 |
|
| R2 |
2,758.7 |
2,758.7 |
2,668.0 |
|
| R1 |
2,704.3 |
2,704.3 |
2,659.0 |
2,682.5 |
| PP |
2,660.7 |
2,660.7 |
2,660.7 |
2,649.8 |
| S1 |
2,606.3 |
2,606.3 |
2,641.0 |
2,584.5 |
| S2 |
2,562.7 |
2,562.7 |
2,632.0 |
|
| S3 |
2,464.7 |
2,508.3 |
2,623.1 |
|
| S4 |
2,366.7 |
2,410.3 |
2,596.1 |
|
|
| 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 |
3.7% |
54.2 |
2.0% |
34% |
False |
False |
3,101 |
| 10 |
2,715.0 |
2,617.0 |
98.0 |
3.7% |
54.6 |
2.1% |
34% |
False |
False |
1,982 |
| 20 |
2,715.0 |
2,472.0 |
243.0 |
9.2% |
52.2 |
2.0% |
73% |
False |
False |
1,699 |
| 40 |
2,715.0 |
2,241.0 |
474.0 |
17.9% |
53.8 |
2.0% |
86% |
False |
False |
1,551 |
| 60 |
2,715.0 |
2,241.0 |
474.0 |
17.9% |
52.7 |
2.0% |
86% |
False |
False |
5,474 |
| 80 |
2,715.0 |
2,176.0 |
539.0 |
20.3% |
53.1 |
2.0% |
88% |
False |
False |
4,757 |
| 100 |
2,715.0 |
1,915.0 |
800.0 |
30.2% |
53.8 |
2.0% |
92% |
False |
False |
4,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.3 |
|
2.618 |
2,878.2 |
|
1.618 |
2,813.2 |
|
1.000 |
2,773.0 |
|
0.618 |
2,748.2 |
|
HIGH |
2,708.0 |
|
0.618 |
2,683.2 |
|
0.500 |
2,675.5 |
|
0.382 |
2,667.8 |
|
LOW |
2,643.0 |
|
0.618 |
2,602.8 |
|
1.000 |
2,578.0 |
|
1.618 |
2,537.8 |
|
2.618 |
2,472.8 |
|
4.250 |
2,366.8 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,675.5 |
2,666.0 |
| PP |
2,667.0 |
2,660.7 |
| S1 |
2,658.5 |
2,655.3 |
|