| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,783.0 |
2,769.0 |
-14.0 |
-0.5% |
2,640.0 |
| High |
2,795.0 |
2,791.0 |
-4.0 |
-0.1% |
2,735.0 |
| Low |
2,765.0 |
2,749.0 |
-16.0 |
-0.6% |
2,570.0 |
| Close |
2,774.0 |
2,760.0 |
-14.0 |
-0.5% |
2,722.0 |
| Range |
30.0 |
42.0 |
12.0 |
40.0% |
165.0 |
| ATR |
56.6 |
55.5 |
-1.0 |
-1.8% |
0.0 |
| Volume |
1,399 |
22,690 |
21,291 |
1,521.9% |
23,064 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.7 |
2,868.3 |
2,783.1 |
|
| R3 |
2,850.7 |
2,826.3 |
2,771.6 |
|
| R2 |
2,808.7 |
2,808.7 |
2,767.7 |
|
| R1 |
2,784.3 |
2,784.3 |
2,763.9 |
2,775.5 |
| PP |
2,766.7 |
2,766.7 |
2,766.7 |
2,762.3 |
| S1 |
2,742.3 |
2,742.3 |
2,756.2 |
2,733.5 |
| S2 |
2,724.7 |
2,724.7 |
2,752.3 |
|
| S3 |
2,682.7 |
2,700.3 |
2,748.5 |
|
| S4 |
2,640.7 |
2,658.3 |
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 |
2,795.0 |
2,636.0 |
159.0 |
5.8% |
53.6 |
1.9% |
78% |
False |
False |
8,936 |
| 10 |
2,795.0 |
2,570.0 |
225.0 |
8.2% |
53.9 |
2.0% |
84% |
False |
False |
5,435 |
| 20 |
2,795.0 |
2,570.0 |
225.0 |
8.2% |
53.0 |
1.9% |
84% |
False |
False |
3,712 |
| 40 |
2,795.0 |
2,241.0 |
554.0 |
20.1% |
51.7 |
1.9% |
94% |
False |
False |
2,395 |
| 60 |
2,795.0 |
2,241.0 |
554.0 |
20.1% |
52.6 |
1.9% |
94% |
False |
False |
5,772 |
| 80 |
2,795.0 |
2,241.0 |
554.0 |
20.1% |
53.1 |
1.9% |
94% |
False |
False |
5,351 |
| 100 |
2,795.0 |
2,031.0 |
764.0 |
27.7% |
53.3 |
1.9% |
95% |
False |
False |
4,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.5 |
|
2.618 |
2,901.0 |
|
1.618 |
2,859.0 |
|
1.000 |
2,833.0 |
|
0.618 |
2,817.0 |
|
HIGH |
2,791.0 |
|
0.618 |
2,775.0 |
|
0.500 |
2,770.0 |
|
0.382 |
2,765.0 |
|
LOW |
2,749.0 |
|
0.618 |
2,723.0 |
|
1.000 |
2,707.0 |
|
1.618 |
2,681.0 |
|
2.618 |
2,639.0 |
|
4.250 |
2,570.5 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.0 |
2,763.0 |
| PP |
2,766.7 |
2,762.0 |
| S1 |
2,763.3 |
2,761.0 |
|