| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,650.0 |
2,691.0 |
41.0 |
1.5% |
2,651.0 |
| High |
2,718.0 |
2,697.0 |
-21.0 |
-0.8% |
2,718.0 |
| Low |
2,634.0 |
2,675.0 |
41.0 |
1.6% |
2,629.0 |
| Close |
2,706.0 |
2,690.0 |
-16.0 |
-0.6% |
2,706.0 |
| Range |
84.0 |
22.0 |
-62.0 |
-73.8% |
89.0 |
| ATR |
59.9 |
57.8 |
-2.1 |
-3.4% |
0.0 |
| Volume |
1,088,928 |
556,807 |
-532,121 |
-48.9% |
4,631,650 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,753.3 |
2,743.7 |
2,702.1 |
|
| R3 |
2,731.3 |
2,721.7 |
2,696.1 |
|
| R2 |
2,709.3 |
2,709.3 |
2,694.0 |
|
| R1 |
2,699.7 |
2,699.7 |
2,692.0 |
2,693.5 |
| PP |
2,687.3 |
2,687.3 |
2,687.3 |
2,684.3 |
| S1 |
2,677.7 |
2,677.7 |
2,688.0 |
2,671.5 |
| S2 |
2,665.3 |
2,665.3 |
2,686.0 |
|
| S3 |
2,643.3 |
2,655.7 |
2,684.0 |
|
| S4 |
2,621.3 |
2,633.7 |
2,677.9 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,951.3 |
2,917.7 |
2,755.0 |
|
| R3 |
2,862.3 |
2,828.7 |
2,730.5 |
|
| R2 |
2,773.3 |
2,773.3 |
2,722.3 |
|
| R1 |
2,739.7 |
2,739.7 |
2,714.2 |
2,756.5 |
| PP |
2,684.3 |
2,684.3 |
2,684.3 |
2,692.8 |
| S1 |
2,650.7 |
2,650.7 |
2,697.8 |
2,667.5 |
| S2 |
2,595.3 |
2,595.3 |
2,689.7 |
|
| S3 |
2,506.3 |
2,561.7 |
2,681.5 |
|
| S4 |
2,417.3 |
2,472.7 |
2,657.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,718.0 |
2,630.0 |
88.0 |
3.3% |
50.4 |
1.9% |
68% |
False |
False |
854,771 |
| 10 |
2,718.0 |
2,551.0 |
167.0 |
6.2% |
56.1 |
2.1% |
83% |
False |
False |
957,766 |
| 20 |
2,718.0 |
2,340.0 |
378.0 |
14.1% |
54.2 |
2.0% |
93% |
False |
False |
995,505 |
| 40 |
2,718.0 |
2,252.0 |
466.0 |
17.3% |
58.5 |
2.2% |
94% |
False |
False |
1,024,696 |
| 60 |
2,718.0 |
2,252.0 |
466.0 |
17.3% |
57.5 |
2.1% |
94% |
False |
False |
691,212 |
| 80 |
2,718.0 |
2,110.0 |
608.0 |
22.6% |
59.4 |
2.2% |
95% |
False |
False |
518,873 |
| 100 |
2,718.0 |
1,916.0 |
802.0 |
29.8% |
61.4 |
2.3% |
97% |
False |
False |
416,970 |
| 120 |
2,718.0 |
1,693.0 |
1,025.0 |
38.1% |
62.2 |
2.3% |
97% |
False |
False |
348,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,790.5 |
|
2.618 |
2,754.6 |
|
1.618 |
2,732.6 |
|
1.000 |
2,719.0 |
|
0.618 |
2,710.6 |
|
HIGH |
2,697.0 |
|
0.618 |
2,688.6 |
|
0.500 |
2,686.0 |
|
0.382 |
2,683.4 |
|
LOW |
2,675.0 |
|
0.618 |
2,661.4 |
|
1.000 |
2,653.0 |
|
1.618 |
2,639.4 |
|
2.618 |
2,617.4 |
|
4.250 |
2,581.5 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,688.7 |
2,685.3 |
| PP |
2,687.3 |
2,680.7 |
| S1 |
2,686.0 |
2,676.0 |
|