| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,637.0 |
2,747.0 |
110.0 |
4.2% |
2,640.0 |
| High |
2,735.0 |
2,769.0 |
34.0 |
1.2% |
2,735.0 |
| Low |
2,636.0 |
2,736.0 |
100.0 |
3.8% |
2,570.0 |
| Close |
2,722.0 |
2,755.0 |
33.0 |
1.2% |
2,722.0 |
| Range |
99.0 |
33.0 |
-66.0 |
-66.7% |
165.0 |
| ATR |
59.0 |
58.2 |
-0.9 |
-1.5% |
0.0 |
| Volume |
13,804 |
1,475 |
-12,329 |
-89.3% |
23,064 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,852.3 |
2,836.7 |
2,773.2 |
|
| R3 |
2,819.3 |
2,803.7 |
2,764.1 |
|
| R2 |
2,786.3 |
2,786.3 |
2,761.1 |
|
| R1 |
2,770.7 |
2,770.7 |
2,758.0 |
2,778.5 |
| PP |
2,753.3 |
2,753.3 |
2,753.3 |
2,757.3 |
| S1 |
2,737.7 |
2,737.7 |
2,752.0 |
2,745.5 |
| S2 |
2,720.3 |
2,720.3 |
2,749.0 |
|
| S3 |
2,687.3 |
2,704.7 |
2,745.9 |
|
| S4 |
2,654.3 |
2,671.7 |
2,736.9 |
|
|
| 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 |
2,769.0 |
2,570.0 |
199.0 |
7.2% |
51.6 |
1.9% |
93% |
True |
False |
4,638 |
| 10 |
2,769.0 |
2,570.0 |
199.0 |
7.2% |
58.8 |
2.1% |
93% |
True |
False |
3,997 |
| 20 |
2,769.0 |
2,540.0 |
229.0 |
8.3% |
55.3 |
2.0% |
94% |
True |
False |
2,433 |
| 40 |
2,769.0 |
2,241.0 |
528.0 |
19.2% |
52.9 |
1.9% |
97% |
True |
False |
1,717 |
| 60 |
2,769.0 |
2,241.0 |
528.0 |
19.2% |
52.3 |
1.9% |
97% |
True |
False |
5,412 |
| 80 |
2,769.0 |
2,241.0 |
528.0 |
19.2% |
53.6 |
1.9% |
97% |
True |
False |
5,018 |
| 100 |
2,769.0 |
2,031.0 |
738.0 |
26.8% |
53.8 |
2.0% |
98% |
True |
False |
4,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.3 |
|
2.618 |
2,855.4 |
|
1.618 |
2,822.4 |
|
1.000 |
2,802.0 |
|
0.618 |
2,789.4 |
|
HIGH |
2,769.0 |
|
0.618 |
2,756.4 |
|
0.500 |
2,752.5 |
|
0.382 |
2,748.6 |
|
LOW |
2,736.0 |
|
0.618 |
2,715.6 |
|
1.000 |
2,703.0 |
|
1.618 |
2,682.6 |
|
2.618 |
2,649.6 |
|
4.250 |
2,595.8 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.2 |
2,735.8 |
| PP |
2,753.3 |
2,716.7 |
| S1 |
2,752.5 |
2,697.5 |
|