| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,695.0 |
2,640.0 |
-55.0 |
-2.0% |
2,679.0 |
| High |
2,708.0 |
2,650.0 |
-58.0 |
-2.1% |
2,715.0 |
| Low |
2,643.0 |
2,570.0 |
-73.0 |
-2.8% |
2,617.0 |
| Close |
2,650.0 |
2,587.0 |
-63.0 |
-2.4% |
2,650.0 |
| Range |
65.0 |
80.0 |
15.0 |
23.1% |
98.0 |
| ATR |
55.8 |
57.5 |
1.7 |
3.1% |
0.0 |
| Volume |
408 |
1,349 |
941 |
230.6% |
15,506 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.3 |
2,794.7 |
2,631.0 |
|
| R3 |
2,762.3 |
2,714.7 |
2,609.0 |
|
| R2 |
2,682.3 |
2,682.3 |
2,601.7 |
|
| R1 |
2,634.7 |
2,634.7 |
2,594.3 |
2,618.5 |
| PP |
2,602.3 |
2,602.3 |
2,602.3 |
2,594.3 |
| S1 |
2,554.7 |
2,554.7 |
2,579.7 |
2,538.5 |
| S2 |
2,522.3 |
2,522.3 |
2,572.3 |
|
| S3 |
2,442.3 |
2,474.7 |
2,565.0 |
|
| S4 |
2,362.3 |
2,394.7 |
2,543.0 |
|
|
| 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 |
2,570.0 |
145.0 |
5.6% |
66.0 |
2.6% |
12% |
False |
True |
3,356 |
| 10 |
2,715.0 |
2,570.0 |
145.0 |
5.6% |
56.7 |
2.2% |
12% |
False |
True |
1,780 |
| 20 |
2,715.0 |
2,485.0 |
230.0 |
8.9% |
55.0 |
2.1% |
44% |
False |
False |
1,742 |
| 40 |
2,715.0 |
2,241.0 |
474.0 |
18.3% |
53.8 |
2.1% |
73% |
False |
False |
1,563 |
| 60 |
2,715.0 |
2,241.0 |
474.0 |
18.3% |
53.4 |
2.1% |
73% |
False |
False |
5,493 |
| 80 |
2,715.0 |
2,176.0 |
539.0 |
20.8% |
53.5 |
2.1% |
76% |
False |
False |
4,774 |
| 100 |
2,715.0 |
1,915.0 |
800.0 |
30.9% |
54.0 |
2.1% |
84% |
False |
False |
4,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,990.0 |
|
2.618 |
2,859.4 |
|
1.618 |
2,779.4 |
|
1.000 |
2,730.0 |
|
0.618 |
2,699.4 |
|
HIGH |
2,650.0 |
|
0.618 |
2,619.4 |
|
0.500 |
2,610.0 |
|
0.382 |
2,600.6 |
|
LOW |
2,570.0 |
|
0.618 |
2,520.6 |
|
1.000 |
2,490.0 |
|
1.618 |
2,440.6 |
|
2.618 |
2,360.6 |
|
4.250 |
2,230.0 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.0 |
2,642.5 |
| PP |
2,602.3 |
2,624.0 |
| S1 |
2,594.7 |
2,605.5 |
|