| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,615.0 |
2,650.0 |
35.0 |
1.3% |
2,691.0 |
| High |
2,646.0 |
2,675.0 |
29.0 |
1.1% |
2,734.0 |
| Low |
2,584.0 |
2,639.0 |
55.0 |
2.1% |
2,628.0 |
| Close |
2,620.0 |
2,660.0 |
40.0 |
1.5% |
2,665.0 |
| Range |
62.0 |
36.0 |
-26.0 |
-41.9% |
106.0 |
| ATR |
59.9 |
59.5 |
-0.3 |
-0.6% |
0.0 |
| Volume |
1,028,238 |
941,038 |
-87,200 |
-8.5% |
4,358,265 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,766.0 |
2,749.0 |
2,679.8 |
|
| R3 |
2,730.0 |
2,713.0 |
2,669.9 |
|
| R2 |
2,694.0 |
2,694.0 |
2,666.6 |
|
| R1 |
2,677.0 |
2,677.0 |
2,663.3 |
2,685.5 |
| PP |
2,658.0 |
2,658.0 |
2,658.0 |
2,662.3 |
| S1 |
2,641.0 |
2,641.0 |
2,656.7 |
2,649.5 |
| S2 |
2,622.0 |
2,622.0 |
2,653.4 |
|
| S3 |
2,586.0 |
2,605.0 |
2,650.1 |
|
| S4 |
2,550.0 |
2,569.0 |
2,640.2 |
|
|
| 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 |
2,724.0 |
2,583.0 |
141.0 |
5.3% |
56.8 |
2.1% |
55% |
False |
False |
1,034,110 |
| 10 |
2,734.0 |
2,583.0 |
151.0 |
5.7% |
58.7 |
2.2% |
51% |
False |
False |
971,041 |
| 20 |
2,734.0 |
2,551.0 |
183.0 |
6.9% |
57.2 |
2.2% |
60% |
False |
False |
976,054 |
| 40 |
2,734.0 |
2,252.0 |
482.0 |
18.1% |
58.0 |
2.2% |
85% |
False |
False |
1,006,036 |
| 60 |
2,734.0 |
2,252.0 |
482.0 |
18.1% |
56.8 |
2.1% |
85% |
False |
False |
825,268 |
| 80 |
2,734.0 |
2,225.0 |
509.0 |
19.1% |
58.9 |
2.2% |
85% |
False |
False |
619,574 |
| 100 |
2,734.0 |
1,918.0 |
816.0 |
30.7% |
61.1 |
2.3% |
91% |
False |
False |
496,177 |
| 120 |
2,734.0 |
1,693.0 |
1,041.0 |
39.1% |
63.0 |
2.4% |
93% |
False |
False |
415,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.0 |
|
2.618 |
2,769.2 |
|
1.618 |
2,733.2 |
|
1.000 |
2,711.0 |
|
0.618 |
2,697.2 |
|
HIGH |
2,675.0 |
|
0.618 |
2,661.2 |
|
0.500 |
2,657.0 |
|
0.382 |
2,652.8 |
|
LOW |
2,639.0 |
|
0.618 |
2,616.8 |
|
1.000 |
2,603.0 |
|
1.618 |
2,580.8 |
|
2.618 |
2,544.8 |
|
4.250 |
2,486.0 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,659.0 |
2,649.8 |
| PP |
2,658.0 |
2,639.7 |
| S1 |
2,657.0 |
2,629.5 |
|