| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,781.0 |
2,772.0 |
-9.0 |
-0.3% |
2,747.0 |
| High |
2,816.0 |
2,779.0 |
-37.0 |
-1.3% |
2,816.0 |
| Low |
2,778.0 |
2,752.0 |
-26.0 |
-0.9% |
2,731.0 |
| Close |
2,789.0 |
2,760.0 |
-29.0 |
-1.0% |
2,789.0 |
| Range |
38.0 |
27.0 |
-11.0 |
-28.9% |
85.0 |
| ATR |
55.6 |
54.2 |
-1.3 |
-2.4% |
0.0 |
| Volume |
11,183 |
2,172 |
-9,011 |
-80.6% |
42,063 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,844.7 |
2,829.3 |
2,774.9 |
|
| R3 |
2,817.7 |
2,802.3 |
2,767.4 |
|
| R2 |
2,790.7 |
2,790.7 |
2,765.0 |
|
| R1 |
2,775.3 |
2,775.3 |
2,762.5 |
2,769.5 |
| PP |
2,763.7 |
2,763.7 |
2,763.7 |
2,760.8 |
| S1 |
2,748.3 |
2,748.3 |
2,757.5 |
2,742.5 |
| S2 |
2,736.7 |
2,736.7 |
2,755.1 |
|
| S3 |
2,709.7 |
2,721.3 |
2,752.6 |
|
| S4 |
2,682.7 |
2,694.3 |
2,745.2 |
|
|
| 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 |
3.1% |
40.2 |
1.5% |
34% |
False |
False |
8,552 |
| 10 |
2,816.0 |
2,570.0 |
246.0 |
8.9% |
45.9 |
1.7% |
77% |
False |
False |
6,595 |
| 20 |
2,816.0 |
2,570.0 |
246.0 |
8.9% |
51.3 |
1.9% |
77% |
False |
False |
4,187 |
| 40 |
2,816.0 |
2,241.0 |
575.0 |
20.8% |
51.9 |
1.9% |
90% |
False |
False |
2,719 |
| 60 |
2,816.0 |
2,241.0 |
575.0 |
20.8% |
52.0 |
1.9% |
90% |
False |
False |
5,762 |
| 80 |
2,816.0 |
2,241.0 |
575.0 |
20.8% |
52.3 |
1.9% |
90% |
False |
False |
5,492 |
| 100 |
2,816.0 |
2,096.0 |
720.0 |
26.1% |
53.0 |
1.9% |
92% |
False |
False |
4,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.8 |
|
2.618 |
2,849.7 |
|
1.618 |
2,822.7 |
|
1.000 |
2,806.0 |
|
0.618 |
2,795.7 |
|
HIGH |
2,779.0 |
|
0.618 |
2,768.7 |
|
0.500 |
2,765.5 |
|
0.382 |
2,762.3 |
|
LOW |
2,752.0 |
|
0.618 |
2,735.3 |
|
1.000 |
2,725.0 |
|
1.618 |
2,708.3 |
|
2.618 |
2,681.3 |
|
4.250 |
2,637.3 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.5 |
2,782.5 |
| PP |
2,763.7 |
2,775.0 |
| S1 |
2,761.8 |
2,767.5 |
|