| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,597.0 |
2,599.0 |
2.0 |
0.1% |
2,679.0 |
| High |
2,621.0 |
2,630.0 |
9.0 |
0.3% |
2,715.0 |
| Low |
2,588.0 |
2,570.0 |
-18.0 |
-0.7% |
2,617.0 |
| Close |
2,605.0 |
2,605.0 |
0.0 |
0.0% |
2,650.0 |
| Range |
33.0 |
60.0 |
27.0 |
81.8% |
98.0 |
| ATR |
55.8 |
56.1 |
0.3 |
0.5% |
0.0 |
| Volume |
900 |
1,711 |
811 |
90.1% |
15,506 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.7 |
2,753.3 |
2,638.0 |
|
| R3 |
2,721.7 |
2,693.3 |
2,621.5 |
|
| R2 |
2,661.7 |
2,661.7 |
2,616.0 |
|
| R1 |
2,633.3 |
2,633.3 |
2,610.5 |
2,647.5 |
| PP |
2,601.7 |
2,601.7 |
2,601.7 |
2,608.8 |
| S1 |
2,573.3 |
2,573.3 |
2,599.5 |
2,587.5 |
| S2 |
2,541.7 |
2,541.7 |
2,594.0 |
|
| S3 |
2,481.7 |
2,513.3 |
2,588.5 |
|
| S4 |
2,421.7 |
2,453.3 |
2,572.0 |
|
|
| 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% |
56.4 |
2.2% |
24% |
False |
True |
2,129 |
| 10 |
2,715.0 |
2,570.0 |
145.0 |
5.6% |
56.9 |
2.2% |
24% |
False |
True |
2,013 |
| 20 |
2,715.0 |
2,505.0 |
210.0 |
8.1% |
55.5 |
2.1% |
48% |
False |
False |
1,859 |
| 40 |
2,715.0 |
2,241.0 |
474.0 |
18.2% |
53.5 |
2.1% |
77% |
False |
False |
1,617 |
| 60 |
2,715.0 |
2,241.0 |
474.0 |
18.2% |
52.7 |
2.0% |
77% |
False |
False |
5,298 |
| 80 |
2,715.0 |
2,221.0 |
494.0 |
19.0% |
53.4 |
2.1% |
78% |
False |
False |
4,788 |
| 100 |
2,715.0 |
1,915.0 |
800.0 |
30.7% |
54.4 |
2.1% |
86% |
False |
False |
4,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.0 |
|
2.618 |
2,787.1 |
|
1.618 |
2,727.1 |
|
1.000 |
2,690.0 |
|
0.618 |
2,667.1 |
|
HIGH |
2,630.0 |
|
0.618 |
2,607.1 |
|
0.500 |
2,600.0 |
|
0.382 |
2,592.9 |
|
LOW |
2,570.0 |
|
0.618 |
2,532.9 |
|
1.000 |
2,510.0 |
|
1.618 |
2,472.9 |
|
2.618 |
2,412.9 |
|
4.250 |
2,315.0 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,603.3 |
2,610.0 |
| PP |
2,601.7 |
2,608.3 |
| S1 |
2,600.0 |
2,606.7 |
|