| Trading Metrics calculated at close of trading on 05-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2009 |
05-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,669.0 |
2,675.0 |
6.0 |
0.2% |
2,619.0 |
| High |
2,684.0 |
2,688.0 |
4.0 |
0.1% |
2,668.0 |
| Low |
2,643.0 |
2,630.0 |
-13.0 |
-0.5% |
2,551.0 |
| Close |
2,669.0 |
2,643.0 |
-26.0 |
-1.0% |
2,636.0 |
| Range |
41.0 |
58.0 |
17.0 |
41.5% |
117.0 |
| ATR |
58.9 |
58.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
893,134 |
961,648 |
68,514 |
7.7% |
5,234,002 |
|
| Daily Pivots for day following 05-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.7 |
2,793.3 |
2,674.9 |
|
| R3 |
2,769.7 |
2,735.3 |
2,659.0 |
|
| R2 |
2,711.7 |
2,711.7 |
2,653.6 |
|
| R1 |
2,677.3 |
2,677.3 |
2,648.3 |
2,665.5 |
| PP |
2,653.7 |
2,653.7 |
2,653.7 |
2,647.8 |
| S1 |
2,619.3 |
2,619.3 |
2,637.7 |
2,607.5 |
| S2 |
2,595.7 |
2,595.7 |
2,632.4 |
|
| S3 |
2,537.7 |
2,561.3 |
2,627.1 |
|
| S4 |
2,479.7 |
2,503.3 |
2,611.1 |
|
|
| 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 |
2,600.0 |
95.0 |
3.6% |
55.6 |
2.1% |
45% |
False |
False |
1,012,837 |
| 10 |
2,695.0 |
2,518.0 |
177.0 |
6.7% |
59.2 |
2.2% |
71% |
False |
False |
1,015,865 |
| 20 |
2,695.0 |
2,252.0 |
443.0 |
16.8% |
56.2 |
2.1% |
88% |
False |
False |
1,029,582 |
| 40 |
2,695.0 |
2,252.0 |
443.0 |
16.8% |
57.8 |
2.2% |
88% |
False |
False |
971,347 |
| 60 |
2,695.0 |
2,252.0 |
443.0 |
16.8% |
58.2 |
2.2% |
88% |
False |
False |
651,029 |
| 80 |
2,695.0 |
2,110.0 |
585.0 |
22.1% |
59.7 |
2.3% |
91% |
False |
False |
488,720 |
| 100 |
2,695.0 |
1,890.0 |
805.0 |
30.5% |
61.6 |
2.3% |
94% |
False |
False |
393,615 |
| 120 |
2,695.0 |
1,693.0 |
1,002.0 |
37.9% |
61.7 |
2.3% |
95% |
False |
False |
328,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,934.5 |
|
2.618 |
2,839.8 |
|
1.618 |
2,781.8 |
|
1.000 |
2,746.0 |
|
0.618 |
2,723.8 |
|
HIGH |
2,688.0 |
|
0.618 |
2,665.8 |
|
0.500 |
2,659.0 |
|
0.382 |
2,652.2 |
|
LOW |
2,630.0 |
|
0.618 |
2,594.2 |
|
1.000 |
2,572.0 |
|
1.618 |
2,536.2 |
|
2.618 |
2,478.2 |
|
4.250 |
2,383.5 |
|
|
| Fisher Pivots for day following 05-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.0 |
2,662.0 |
| PP |
2,653.7 |
2,655.7 |
| S1 |
2,648.3 |
2,649.3 |
|