| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,642.0 |
2,637.0 |
-5.0 |
-0.2% |
2,640.0 |
| High |
2,659.0 |
2,735.0 |
76.0 |
2.9% |
2,735.0 |
| Low |
2,626.0 |
2,636.0 |
10.0 |
0.4% |
2,570.0 |
| Close |
2,645.0 |
2,722.0 |
77.0 |
2.9% |
2,722.0 |
| Range |
33.0 |
99.0 |
66.0 |
200.0% |
165.0 |
| ATR |
56.0 |
59.0 |
3.1 |
5.5% |
0.0 |
| Volume |
5,300 |
13,804 |
8,504 |
160.5% |
23,064 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.7 |
2,957.3 |
2,776.5 |
|
| R3 |
2,895.7 |
2,858.3 |
2,749.2 |
|
| R2 |
2,796.7 |
2,796.7 |
2,740.2 |
|
| R1 |
2,759.3 |
2,759.3 |
2,731.1 |
2,778.0 |
| PP |
2,697.7 |
2,697.7 |
2,697.7 |
2,707.0 |
| S1 |
2,660.3 |
2,660.3 |
2,712.9 |
2,679.0 |
| S2 |
2,598.7 |
2,598.7 |
2,703.9 |
|
| S3 |
2,499.7 |
2,561.3 |
2,694.8 |
|
| S4 |
2,400.7 |
2,462.3 |
2,667.6 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.7 |
3,111.3 |
2,812.8 |
|
| R3 |
3,005.7 |
2,946.3 |
2,767.4 |
|
| R2 |
2,840.7 |
2,840.7 |
2,752.3 |
|
| R1 |
2,781.3 |
2,781.3 |
2,737.1 |
2,811.0 |
| PP |
2,675.7 |
2,675.7 |
2,675.7 |
2,690.5 |
| S1 |
2,616.3 |
2,616.3 |
2,706.9 |
2,646.0 |
| S2 |
2,510.7 |
2,510.7 |
2,691.8 |
|
| S3 |
2,345.7 |
2,451.3 |
2,676.6 |
|
| S4 |
2,180.7 |
2,286.3 |
2,631.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,735.0 |
2,570.0 |
165.0 |
6.1% |
61.0 |
2.2% |
92% |
True |
False |
4,612 |
| 10 |
2,735.0 |
2,570.0 |
165.0 |
6.1% |
57.6 |
2.1% |
92% |
True |
False |
3,857 |
| 20 |
2,735.0 |
2,540.0 |
195.0 |
7.2% |
56.0 |
2.1% |
93% |
True |
False |
2,380 |
| 40 |
2,735.0 |
2,241.0 |
494.0 |
18.1% |
53.7 |
2.0% |
97% |
True |
False |
1,700 |
| 60 |
2,735.0 |
2,241.0 |
494.0 |
18.1% |
52.8 |
1.9% |
97% |
True |
False |
5,462 |
| 80 |
2,735.0 |
2,241.0 |
494.0 |
18.1% |
53.8 |
2.0% |
97% |
True |
False |
5,002 |
| 100 |
2,735.0 |
1,930.0 |
805.0 |
29.6% |
54.4 |
2.0% |
98% |
True |
False |
4,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,155.8 |
|
2.618 |
2,994.2 |
|
1.618 |
2,895.2 |
|
1.000 |
2,834.0 |
|
0.618 |
2,796.2 |
|
HIGH |
2,735.0 |
|
0.618 |
2,697.2 |
|
0.500 |
2,685.5 |
|
0.382 |
2,673.8 |
|
LOW |
2,636.0 |
|
0.618 |
2,574.8 |
|
1.000 |
2,537.0 |
|
1.618 |
2,475.8 |
|
2.618 |
2,376.8 |
|
4.250 |
2,215.3 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.8 |
2,698.8 |
| PP |
2,697.7 |
2,675.7 |
| S1 |
2,685.5 |
2,652.5 |
|