| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5,359.0 |
5,337.5 |
-21.5 |
-0.4% |
5,293.5 |
| High |
5,385.0 |
5,467.0 |
82.0 |
1.5% |
5,400.0 |
| Low |
5,309.0 |
5,324.5 |
15.5 |
0.3% |
5,152.5 |
| Close |
5,344.5 |
5,429.0 |
84.5 |
1.6% |
5,344.5 |
| Range |
76.0 |
142.5 |
66.5 |
87.5% |
247.5 |
| ATR |
113.9 |
116.0 |
2.0 |
1.8% |
0.0 |
| Volume |
510 |
2,571 |
2,061 |
404.1% |
5,789 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,834.3 |
5,774.2 |
5,507.4 |
|
| R3 |
5,691.8 |
5,631.7 |
5,468.2 |
|
| R2 |
5,549.3 |
5,549.3 |
5,455.1 |
|
| R1 |
5,489.2 |
5,489.2 |
5,442.1 |
5,519.3 |
| PP |
5,406.8 |
5,406.8 |
5,406.8 |
5,421.9 |
| S1 |
5,346.7 |
5,346.7 |
5,415.9 |
5,376.8 |
| S2 |
5,264.3 |
5,264.3 |
5,402.9 |
|
| S3 |
5,121.8 |
5,204.2 |
5,389.8 |
|
| S4 |
4,979.3 |
5,061.7 |
5,350.6 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,041.5 |
5,940.5 |
5,480.6 |
|
| R3 |
5,794.0 |
5,693.0 |
5,412.6 |
|
| R2 |
5,546.5 |
5,546.5 |
5,389.9 |
|
| R1 |
5,445.5 |
5,445.5 |
5,367.2 |
5,496.0 |
| PP |
5,299.0 |
5,299.0 |
5,299.0 |
5,324.3 |
| S1 |
5,198.0 |
5,198.0 |
5,321.8 |
5,248.5 |
| S2 |
5,051.5 |
5,051.5 |
5,299.1 |
|
| S3 |
4,804.0 |
4,950.5 |
5,276.4 |
|
| S4 |
4,556.5 |
4,703.0 |
5,208.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,467.0 |
5,152.5 |
314.5 |
5.8% |
130.0 |
2.4% |
88% |
True |
False |
1,615 |
| 10 |
5,467.0 |
5,038.5 |
428.5 |
7.9% |
118.8 |
2.2% |
91% |
True |
False |
1,160 |
| 20 |
5,467.0 |
4,540.0 |
927.0 |
17.1% |
108.7 |
2.0% |
96% |
True |
False |
849 |
| 40 |
5,467.0 |
4,540.0 |
927.0 |
17.1% |
109.6 |
2.0% |
96% |
True |
False |
1,297 |
| 60 |
5,467.0 |
4,540.0 |
927.0 |
17.1% |
109.4 |
2.0% |
96% |
True |
False |
985 |
| 80 |
5,467.0 |
4,421.0 |
1,046.0 |
19.3% |
107.8 |
2.0% |
96% |
True |
False |
762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,072.6 |
|
2.618 |
5,840.1 |
|
1.618 |
5,697.6 |
|
1.000 |
5,609.5 |
|
0.618 |
5,555.1 |
|
HIGH |
5,467.0 |
|
0.618 |
5,412.6 |
|
0.500 |
5,395.8 |
|
0.382 |
5,378.9 |
|
LOW |
5,324.5 |
|
0.618 |
5,236.4 |
|
1.000 |
5,182.0 |
|
1.618 |
5,093.9 |
|
2.618 |
4,951.4 |
|
4.250 |
4,718.9 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,417.9 |
5,407.9 |
| PP |
5,406.8 |
5,386.8 |
| S1 |
5,395.8 |
5,365.8 |
|