| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,734.0 |
2,783.0 |
49.0 |
1.8% |
2,640.0 |
| High |
2,795.0 |
2,795.0 |
0.0 |
0.0% |
2,735.0 |
| Low |
2,731.0 |
2,765.0 |
34.0 |
1.2% |
2,570.0 |
| Close |
2,788.0 |
2,774.0 |
-14.0 |
-0.5% |
2,722.0 |
| Range |
64.0 |
30.0 |
-34.0 |
-53.1% |
165.0 |
| ATR |
58.6 |
56.6 |
-2.0 |
-3.5% |
0.0 |
| Volume |
5,316 |
1,399 |
-3,917 |
-73.7% |
23,064 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,868.0 |
2,851.0 |
2,790.5 |
|
| R3 |
2,838.0 |
2,821.0 |
2,782.3 |
|
| R2 |
2,808.0 |
2,808.0 |
2,779.5 |
|
| R1 |
2,791.0 |
2,791.0 |
2,776.8 |
2,784.5 |
| PP |
2,778.0 |
2,778.0 |
2,778.0 |
2,774.8 |
| S1 |
2,761.0 |
2,761.0 |
2,771.3 |
2,754.5 |
| S2 |
2,748.0 |
2,748.0 |
2,768.5 |
|
| S3 |
2,718.0 |
2,731.0 |
2,765.8 |
|
| S4 |
2,688.0 |
2,701.0 |
2,757.5 |
|
|
| 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 |
2,626.0 |
169.0 |
6.1% |
51.8 |
1.9% |
88% |
True |
False |
5,458 |
| 10 |
2,795.0 |
2,570.0 |
225.0 |
8.1% |
54.1 |
2.0% |
91% |
True |
False |
3,794 |
| 20 |
2,795.0 |
2,570.0 |
225.0 |
8.1% |
54.0 |
1.9% |
91% |
True |
False |
2,600 |
| 40 |
2,795.0 |
2,241.0 |
554.0 |
20.0% |
52.6 |
1.9% |
96% |
True |
False |
1,838 |
| 60 |
2,795.0 |
2,241.0 |
554.0 |
20.0% |
52.2 |
1.9% |
96% |
True |
False |
5,443 |
| 80 |
2,795.0 |
2,241.0 |
554.0 |
20.0% |
53.7 |
1.9% |
96% |
True |
False |
5,081 |
| 100 |
2,795.0 |
2,031.0 |
764.0 |
27.5% |
53.5 |
1.9% |
97% |
True |
False |
4,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.5 |
|
2.618 |
2,873.5 |
|
1.618 |
2,843.5 |
|
1.000 |
2,825.0 |
|
0.618 |
2,813.5 |
|
HIGH |
2,795.0 |
|
0.618 |
2,783.5 |
|
0.500 |
2,780.0 |
|
0.382 |
2,776.5 |
|
LOW |
2,765.0 |
|
0.618 |
2,746.5 |
|
1.000 |
2,735.0 |
|
1.618 |
2,716.5 |
|
2.618 |
2,686.5 |
|
4.250 |
2,637.5 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.0 |
2,770.3 |
| PP |
2,778.0 |
2,766.7 |
| S1 |
2,776.0 |
2,763.0 |
|