| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,614.0 |
2,615.0 |
1.0 |
0.0% |
2,691.0 |
| High |
2,638.0 |
2,646.0 |
8.0 |
0.3% |
2,734.0 |
| Low |
2,601.0 |
2,584.0 |
-17.0 |
-0.7% |
2,628.0 |
| Close |
2,620.0 |
2,620.0 |
0.0 |
0.0% |
2,665.0 |
| Range |
37.0 |
62.0 |
25.0 |
67.6% |
106.0 |
| ATR |
59.7 |
59.9 |
0.2 |
0.3% |
0.0 |
| Volume |
876,084 |
1,028,238 |
152,154 |
17.4% |
4,358,265 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,802.7 |
2,773.3 |
2,654.1 |
|
| R3 |
2,740.7 |
2,711.3 |
2,637.1 |
|
| R2 |
2,678.7 |
2,678.7 |
2,631.4 |
|
| R1 |
2,649.3 |
2,649.3 |
2,625.7 |
2,664.0 |
| PP |
2,616.7 |
2,616.7 |
2,616.7 |
2,624.0 |
| S1 |
2,587.3 |
2,587.3 |
2,614.3 |
2,602.0 |
| S2 |
2,554.7 |
2,554.7 |
2,608.6 |
|
| S3 |
2,492.7 |
2,525.3 |
2,603.0 |
|
| S4 |
2,430.7 |
2,463.3 |
2,585.9 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,993.7 |
2,935.3 |
2,723.3 |
|
| R3 |
2,887.7 |
2,829.3 |
2,694.2 |
|
| R2 |
2,781.7 |
2,781.7 |
2,684.4 |
|
| R1 |
2,723.3 |
2,723.3 |
2,674.7 |
2,699.5 |
| PP |
2,675.7 |
2,675.7 |
2,675.7 |
2,663.8 |
| S1 |
2,617.3 |
2,617.3 |
2,655.3 |
2,593.5 |
| S2 |
2,569.7 |
2,569.7 |
2,645.6 |
|
| S3 |
2,463.7 |
2,511.3 |
2,635.9 |
|
| S4 |
2,357.7 |
2,405.3 |
2,606.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,734.0 |
2,583.0 |
151.0 |
5.8% |
59.4 |
2.3% |
25% |
False |
False |
1,049,484 |
| 10 |
2,734.0 |
2,583.0 |
151.0 |
5.8% |
59.8 |
2.3% |
25% |
False |
False |
954,271 |
| 20 |
2,734.0 |
2,518.0 |
216.0 |
8.2% |
59.5 |
2.3% |
47% |
False |
False |
985,068 |
| 40 |
2,734.0 |
2,252.0 |
482.0 |
18.4% |
59.1 |
2.3% |
76% |
False |
False |
1,010,611 |
| 60 |
2,734.0 |
2,252.0 |
482.0 |
18.4% |
57.1 |
2.2% |
76% |
False |
False |
809,639 |
| 80 |
2,734.0 |
2,186.0 |
548.0 |
20.9% |
59.0 |
2.3% |
79% |
False |
False |
607,821 |
| 100 |
2,734.0 |
1,918.0 |
816.0 |
31.1% |
61.4 |
2.3% |
86% |
False |
False |
486,772 |
| 120 |
2,734.0 |
1,693.0 |
1,041.0 |
39.7% |
63.2 |
2.4% |
89% |
False |
False |
407,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.5 |
|
2.618 |
2,808.3 |
|
1.618 |
2,746.3 |
|
1.000 |
2,708.0 |
|
0.618 |
2,684.3 |
|
HIGH |
2,646.0 |
|
0.618 |
2,622.3 |
|
0.500 |
2,615.0 |
|
0.382 |
2,607.7 |
|
LOW |
2,584.0 |
|
0.618 |
2,545.7 |
|
1.000 |
2,522.0 |
|
1.618 |
2,483.7 |
|
2.618 |
2,421.7 |
|
4.250 |
2,320.5 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.3 |
2,623.5 |
| PP |
2,616.7 |
2,622.3 |
| S1 |
2,615.0 |
2,621.2 |
|