| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
9,236.06 |
9,362.29 |
126.23 |
1.4% |
9,173.65 |
| High |
9,424.11 |
9,406.50 |
-17.61 |
-0.2% |
9,437.71 |
| Low |
9,221.02 |
9,305.31 |
84.29 |
0.9% |
9,173.65 |
| Close |
9,361.61 |
9,398.19 |
36.58 |
0.4% |
9,370.07 |
| Range |
203.09 |
101.19 |
-101.90 |
-50.2% |
264.06 |
| ATR |
131.00 |
128.87 |
-2.13 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,673.57 |
9,637.07 |
9,453.84 |
|
| R3 |
9,572.38 |
9,535.88 |
9,426.02 |
|
| R2 |
9,471.19 |
9,471.19 |
9,416.74 |
|
| R1 |
9,434.69 |
9,434.69 |
9,407.47 |
9,452.94 |
| PP |
9,370.00 |
9,370.00 |
9,370.00 |
9,379.13 |
| S1 |
9,333.50 |
9,333.50 |
9,388.91 |
9,351.75 |
| S2 |
9,268.81 |
9,268.81 |
9,379.64 |
|
| S3 |
9,167.62 |
9,232.31 |
9,370.36 |
|
| S4 |
9,066.43 |
9,131.12 |
9,342.54 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,119.32 |
10,008.76 |
9,515.30 |
|
| R3 |
9,855.26 |
9,744.70 |
9,442.69 |
|
| R2 |
9,591.20 |
9,591.20 |
9,418.48 |
|
| R1 |
9,480.64 |
9,480.64 |
9,394.28 |
9,535.92 |
| PP |
9,327.14 |
9,327.14 |
9,327.14 |
9,354.79 |
| S1 |
9,216.58 |
9,216.58 |
9,345.86 |
9,271.86 |
| S2 |
9,063.08 |
9,063.08 |
9,321.66 |
|
| S3 |
8,799.02 |
8,952.52 |
9,297.45 |
|
| S4 |
8,534.96 |
8,688.46 |
9,224.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,437.71 |
9,216.88 |
220.83 |
2.3% |
136.52 |
1.5% |
82% |
False |
False |
|
| 10 |
9,437.71 |
9,133.45 |
304.26 |
3.2% |
119.10 |
1.3% |
87% |
False |
False |
|
| 20 |
9,437.71 |
8,674.41 |
763.30 |
8.1% |
118.48 |
1.3% |
95% |
False |
False |
|
| 40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
132.09 |
1.4% |
97% |
False |
False |
|
| 60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
141.71 |
1.5% |
97% |
False |
False |
|
| 80 |
9,437.71 |
7,804.21 |
1,633.50 |
17.4% |
147.07 |
1.6% |
98% |
False |
False |
|
| 100 |
9,437.71 |
7,437.59 |
2,000.12 |
21.3% |
158.77 |
1.7% |
98% |
False |
False |
|
| 120 |
9,437.71 |
6,469.95 |
2,967.76 |
31.6% |
174.00 |
1.9% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,836.56 |
|
2.618 |
9,671.42 |
|
1.618 |
9,570.23 |
|
1.000 |
9,507.69 |
|
0.618 |
9,469.04 |
|
HIGH |
9,406.50 |
|
0.618 |
9,367.85 |
|
0.500 |
9,355.91 |
|
0.382 |
9,343.96 |
|
LOW |
9,305.31 |
|
0.618 |
9,242.77 |
|
1.000 |
9,204.12 |
|
1.618 |
9,141.58 |
|
2.618 |
9,040.39 |
|
4.250 |
8,875.25 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,384.10 |
9,372.29 |
| PP |
9,370.00 |
9,346.39 |
| S1 |
9,355.91 |
9,320.50 |
|