| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,747.0 |
2,734.0 |
-13.0 |
-0.5% |
2,640.0 |
| High |
2,769.0 |
2,795.0 |
26.0 |
0.9% |
2,735.0 |
| Low |
2,736.0 |
2,731.0 |
-5.0 |
-0.2% |
2,570.0 |
| Close |
2,755.0 |
2,788.0 |
33.0 |
1.2% |
2,722.0 |
| Range |
33.0 |
64.0 |
31.0 |
93.9% |
165.0 |
| ATR |
58.2 |
58.6 |
0.4 |
0.7% |
0.0 |
| Volume |
1,475 |
5,316 |
3,841 |
260.4% |
23,064 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,963.3 |
2,939.7 |
2,823.2 |
|
| R3 |
2,899.3 |
2,875.7 |
2,805.6 |
|
| R2 |
2,835.3 |
2,835.3 |
2,799.7 |
|
| R1 |
2,811.7 |
2,811.7 |
2,793.9 |
2,823.5 |
| PP |
2,771.3 |
2,771.3 |
2,771.3 |
2,777.3 |
| S1 |
2,747.7 |
2,747.7 |
2,782.1 |
2,759.5 |
| S2 |
2,707.3 |
2,707.3 |
2,776.3 |
|
| S3 |
2,643.3 |
2,683.7 |
2,770.4 |
|
| S4 |
2,579.3 |
2,619.7 |
2,752.8 |
|
|
| 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 |
2,795.0 |
2,570.0 |
225.0 |
8.1% |
57.8 |
2.1% |
97% |
True |
False |
5,521 |
| 10 |
2,795.0 |
2,570.0 |
225.0 |
8.1% |
58.3 |
2.1% |
97% |
True |
False |
3,915 |
| 20 |
2,795.0 |
2,540.0 |
255.0 |
9.1% |
55.6 |
2.0% |
97% |
True |
False |
2,615 |
| 40 |
2,795.0 |
2,241.0 |
554.0 |
19.9% |
53.2 |
1.9% |
99% |
True |
False |
1,830 |
| 60 |
2,795.0 |
2,241.0 |
554.0 |
19.9% |
52.8 |
1.9% |
99% |
True |
False |
5,445 |
| 80 |
2,795.0 |
2,241.0 |
554.0 |
19.9% |
54.0 |
1.9% |
99% |
True |
False |
5,081 |
| 100 |
2,795.0 |
2,031.0 |
764.0 |
27.4% |
53.6 |
1.9% |
99% |
True |
False |
4,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.0 |
|
2.618 |
2,962.6 |
|
1.618 |
2,898.6 |
|
1.000 |
2,859.0 |
|
0.618 |
2,834.6 |
|
HIGH |
2,795.0 |
|
0.618 |
2,770.6 |
|
0.500 |
2,763.0 |
|
0.382 |
2,755.4 |
|
LOW |
2,731.0 |
|
0.618 |
2,691.4 |
|
1.000 |
2,667.0 |
|
1.618 |
2,627.4 |
|
2.618 |
2,563.4 |
|
4.250 |
2,459.0 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,779.7 |
2,763.8 |
| PP |
2,771.3 |
2,739.7 |
| S1 |
2,763.0 |
2,715.5 |
|