| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,769.0 |
2,781.0 |
12.0 |
0.4% |
2,747.0 |
| High |
2,791.0 |
2,816.0 |
25.0 |
0.9% |
2,816.0 |
| Low |
2,749.0 |
2,778.0 |
29.0 |
1.1% |
2,731.0 |
| Close |
2,760.0 |
2,789.0 |
29.0 |
1.1% |
2,789.0 |
| Range |
42.0 |
38.0 |
-4.0 |
-9.5% |
85.0 |
| ATR |
55.5 |
55.6 |
0.0 |
0.1% |
0.0 |
| Volume |
22,690 |
11,183 |
-11,507 |
-50.7% |
42,063 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.3 |
2,886.7 |
2,809.9 |
|
| R3 |
2,870.3 |
2,848.7 |
2,799.5 |
|
| R2 |
2,832.3 |
2,832.3 |
2,796.0 |
|
| R1 |
2,810.7 |
2,810.7 |
2,792.5 |
2,821.5 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,799.8 |
| S1 |
2,772.7 |
2,772.7 |
2,785.5 |
2,783.5 |
| S2 |
2,756.3 |
2,756.3 |
2,782.0 |
|
| S3 |
2,718.3 |
2,734.7 |
2,778.6 |
|
| S4 |
2,680.3 |
2,696.7 |
2,768.1 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
2,996.3 |
2,835.8 |
|
| R3 |
2,948.7 |
2,911.3 |
2,812.4 |
|
| R2 |
2,863.7 |
2,863.7 |
2,804.6 |
|
| R1 |
2,826.3 |
2,826.3 |
2,796.8 |
2,845.0 |
| PP |
2,778.7 |
2,778.7 |
2,778.7 |
2,788.0 |
| S1 |
2,741.3 |
2,741.3 |
2,781.2 |
2,760.0 |
| S2 |
2,693.7 |
2,693.7 |
2,773.4 |
|
| S3 |
2,608.7 |
2,656.3 |
2,765.6 |
|
| S4 |
2,523.7 |
2,571.3 |
2,742.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,816.0 |
2,731.0 |
85.0 |
3.0% |
41.4 |
1.5% |
68% |
True |
False |
8,412 |
| 10 |
2,816.0 |
2,570.0 |
246.0 |
8.8% |
51.2 |
1.8% |
89% |
True |
False |
6,512 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
8.8% |
52.9 |
1.9% |
89% |
True |
False |
4,247 |
| 40 |
2,816.0 |
2,241.0 |
575.0 |
20.6% |
52.0 |
1.9% |
95% |
True |
False |
2,669 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
20.6% |
52.2 |
1.9% |
95% |
True |
False |
5,773 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
20.6% |
52.8 |
1.9% |
95% |
True |
False |
5,475 |
| 100 |
2,816.0 |
2,031.0 |
785.0 |
28.1% |
53.3 |
1.9% |
97% |
True |
False |
4,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,977.5 |
|
2.618 |
2,915.5 |
|
1.618 |
2,877.5 |
|
1.000 |
2,854.0 |
|
0.618 |
2,839.5 |
|
HIGH |
2,816.0 |
|
0.618 |
2,801.5 |
|
0.500 |
2,797.0 |
|
0.382 |
2,792.5 |
|
LOW |
2,778.0 |
|
0.618 |
2,754.5 |
|
1.000 |
2,740.0 |
|
1.618 |
2,716.5 |
|
2.618 |
2,678.5 |
|
4.250 |
2,616.5 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,797.0 |
2,786.8 |
| PP |
2,794.3 |
2,784.7 |
| S1 |
2,791.7 |
2,782.5 |
|