| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,651.0 |
2,669.0 |
18.0 |
0.7% |
2,619.0 |
| High |
2,695.0 |
2,684.0 |
-11.0 |
-0.4% |
2,668.0 |
| Low |
2,629.0 |
2,643.0 |
14.0 |
0.5% |
2,551.0 |
| Close |
2,673.0 |
2,669.0 |
-4.0 |
-0.1% |
2,636.0 |
| Range |
66.0 |
41.0 |
-25.0 |
-37.9% |
117.0 |
| ATR |
60.3 |
58.9 |
-1.4 |
-2.3% |
0.0 |
| Volume |
914,601 |
893,134 |
-21,467 |
-2.3% |
5,234,002 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.3 |
2,769.7 |
2,691.6 |
|
| R3 |
2,747.3 |
2,728.7 |
2,680.3 |
|
| R2 |
2,706.3 |
2,706.3 |
2,676.5 |
|
| R1 |
2,687.7 |
2,687.7 |
2,672.8 |
2,689.5 |
| PP |
2,665.3 |
2,665.3 |
2,665.3 |
2,666.3 |
| S1 |
2,646.7 |
2,646.7 |
2,665.2 |
2,648.5 |
| S2 |
2,624.3 |
2,624.3 |
2,661.5 |
|
| S3 |
2,583.3 |
2,605.7 |
2,657.7 |
|
| S4 |
2,542.3 |
2,564.7 |
2,646.5 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.3 |
2,919.7 |
2,700.4 |
|
| R3 |
2,852.3 |
2,802.7 |
2,668.2 |
|
| R2 |
2,735.3 |
2,735.3 |
2,657.5 |
|
| R1 |
2,685.7 |
2,685.7 |
2,646.7 |
2,710.5 |
| PP |
2,618.3 |
2,618.3 |
2,618.3 |
2,630.8 |
| S1 |
2,568.7 |
2,568.7 |
2,625.3 |
2,593.5 |
| S2 |
2,501.3 |
2,501.3 |
2,614.6 |
|
| S3 |
2,384.3 |
2,451.7 |
2,603.8 |
|
| S4 |
2,267.3 |
2,334.7 |
2,571.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,695.0 |
2,551.0 |
144.0 |
5.4% |
57.4 |
2.2% |
82% |
False |
False |
1,032,383 |
| 10 |
2,695.0 |
2,493.0 |
202.0 |
7.6% |
57.9 |
2.2% |
87% |
False |
False |
1,006,181 |
| 20 |
2,695.0 |
2,252.0 |
443.0 |
16.6% |
55.7 |
2.1% |
94% |
False |
False |
1,037,988 |
| 40 |
2,695.0 |
2,252.0 |
443.0 |
16.6% |
57.1 |
2.1% |
94% |
False |
False |
948,584 |
| 60 |
2,695.0 |
2,252.0 |
443.0 |
16.6% |
58.1 |
2.2% |
94% |
False |
False |
635,018 |
| 80 |
2,695.0 |
2,110.0 |
585.0 |
21.9% |
59.9 |
2.2% |
96% |
False |
False |
476,976 |
| 100 |
2,695.0 |
1,806.0 |
889.0 |
33.3% |
62.2 |
2.3% |
97% |
False |
False |
384,122 |
| 120 |
2,695.0 |
1,693.0 |
1,002.0 |
37.5% |
61.3 |
2.3% |
97% |
False |
False |
320,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,858.3 |
|
2.618 |
2,791.3 |
|
1.618 |
2,750.3 |
|
1.000 |
2,725.0 |
|
0.618 |
2,709.3 |
|
HIGH |
2,684.0 |
|
0.618 |
2,668.3 |
|
0.500 |
2,663.5 |
|
0.382 |
2,658.7 |
|
LOW |
2,643.0 |
|
0.618 |
2,617.7 |
|
1.000 |
2,602.0 |
|
1.618 |
2,576.7 |
|
2.618 |
2,535.7 |
|
4.250 |
2,468.8 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,667.2 |
2,665.5 |
| PP |
2,665.3 |
2,662.0 |
| S1 |
2,663.5 |
2,658.5 |
|