| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,795.0 |
46.0 |
1.7% |
2,663.0 |
| High |
2,811.0 |
2,811.0 |
0.0 |
0.0% |
2,750.0 |
| Low |
2,743.0 |
2,777.0 |
34.0 |
1.2% |
2,583.0 |
| Close |
2,802.0 |
2,788.0 |
-14.0 |
-0.5% |
2,737.0 |
| Range |
68.0 |
34.0 |
-34.0 |
-50.0% |
167.0 |
| ATR |
61.9 |
59.9 |
-2.0 |
-3.2% |
0.0 |
| Volume |
1,073,804 |
1,005,719 |
-68,085 |
-6.3% |
5,688,562 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.0 |
2,875.0 |
2,806.7 |
|
| R3 |
2,860.0 |
2,841.0 |
2,797.4 |
|
| R2 |
2,826.0 |
2,826.0 |
2,794.2 |
|
| R1 |
2,807.0 |
2,807.0 |
2,791.1 |
2,799.5 |
| PP |
2,792.0 |
2,792.0 |
2,792.0 |
2,788.3 |
| S1 |
2,773.0 |
2,773.0 |
2,784.9 |
2,765.5 |
| S2 |
2,758.0 |
2,758.0 |
2,781.8 |
|
| S3 |
2,724.0 |
2,739.0 |
2,778.7 |
|
| S4 |
2,690.0 |
2,705.0 |
2,769.3 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,191.0 |
3,131.0 |
2,828.9 |
|
| R3 |
3,024.0 |
2,964.0 |
2,782.9 |
|
| R2 |
2,857.0 |
2,857.0 |
2,767.6 |
|
| R1 |
2,797.0 |
2,797.0 |
2,752.3 |
2,827.0 |
| PP |
2,690.0 |
2,690.0 |
2,690.0 |
2,705.0 |
| S1 |
2,630.0 |
2,630.0 |
2,721.7 |
2,660.0 |
| S2 |
2,523.0 |
2,523.0 |
2,706.4 |
|
| S3 |
2,356.0 |
2,463.0 |
2,691.1 |
|
| S4 |
2,189.0 |
2,296.0 |
2,645.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,811.0 |
2,639.0 |
172.0 |
6.2% |
55.2 |
2.0% |
87% |
True |
False |
1,091,106 |
| 10 |
2,811.0 |
2,583.0 |
228.0 |
8.2% |
57.3 |
2.1% |
90% |
True |
False |
1,070,295 |
| 20 |
2,811.0 |
2,583.0 |
228.0 |
8.2% |
57.6 |
2.1% |
90% |
True |
False |
1,003,121 |
| 40 |
2,811.0 |
2,252.0 |
559.0 |
20.1% |
57.4 |
2.1% |
96% |
True |
False |
1,021,092 |
| 60 |
2,811.0 |
2,252.0 |
559.0 |
20.1% |
57.3 |
2.1% |
96% |
True |
False |
900,036 |
| 80 |
2,811.0 |
2,252.0 |
559.0 |
20.1% |
59.0 |
2.1% |
96% |
True |
False |
675,824 |
| 100 |
2,811.0 |
2,043.0 |
768.0 |
27.5% |
60.1 |
2.2% |
97% |
True |
False |
541,268 |
| 120 |
2,811.0 |
1,693.0 |
1,118.0 |
40.1% |
62.5 |
2.2% |
98% |
True |
False |
453,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.5 |
|
2.618 |
2,900.0 |
|
1.618 |
2,866.0 |
|
1.000 |
2,845.0 |
|
0.618 |
2,832.0 |
|
HIGH |
2,811.0 |
|
0.618 |
2,798.0 |
|
0.500 |
2,794.0 |
|
0.382 |
2,790.0 |
|
LOW |
2,777.0 |
|
0.618 |
2,756.0 |
|
1.000 |
2,743.0 |
|
1.618 |
2,722.0 |
|
2.618 |
2,688.0 |
|
4.250 |
2,632.5 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,794.0 |
2,784.3 |
| PP |
2,792.0 |
2,780.7 |
| S1 |
2,790.0 |
2,777.0 |
|