| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,783.0 |
2,793.0 |
10.0 |
0.4% |
2,762.0 |
| High |
2,807.0 |
2,833.0 |
26.0 |
0.9% |
2,833.0 |
| Low |
2,761.0 |
2,791.0 |
30.0 |
1.1% |
2,743.0 |
| Close |
2,776.0 |
2,804.0 |
28.0 |
1.0% |
2,804.0 |
| Range |
46.0 |
42.0 |
-4.0 |
-8.7% |
90.0 |
| ATR |
58.9 |
58.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
972,709 |
916,176 |
-56,533 |
-5.8% |
4,978,042 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.3 |
2,911.7 |
2,827.1 |
|
| R3 |
2,893.3 |
2,869.7 |
2,815.6 |
|
| R2 |
2,851.3 |
2,851.3 |
2,811.7 |
|
| R1 |
2,827.7 |
2,827.7 |
2,807.9 |
2,839.5 |
| PP |
2,809.3 |
2,809.3 |
2,809.3 |
2,815.3 |
| S1 |
2,785.7 |
2,785.7 |
2,800.2 |
2,797.5 |
| S2 |
2,767.3 |
2,767.3 |
2,796.3 |
|
| S3 |
2,725.3 |
2,743.7 |
2,792.5 |
|
| S4 |
2,683.3 |
2,701.7 |
2,780.9 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.3 |
3,023.7 |
2,853.5 |
|
| R3 |
2,973.3 |
2,933.7 |
2,828.8 |
|
| R2 |
2,883.3 |
2,883.3 |
2,820.5 |
|
| R1 |
2,843.7 |
2,843.7 |
2,812.3 |
2,863.5 |
| PP |
2,793.3 |
2,793.3 |
2,793.3 |
2,803.3 |
| S1 |
2,753.7 |
2,753.7 |
2,795.8 |
2,773.5 |
| S2 |
2,703.3 |
2,703.3 |
2,787.5 |
|
| S3 |
2,613.3 |
2,663.7 |
2,779.3 |
|
| S4 |
2,523.3 |
2,573.7 |
2,754.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,833.0 |
2,743.0 |
90.0 |
3.2% |
45.2 |
1.6% |
68% |
True |
False |
995,608 |
| 10 |
2,833.0 |
2,583.0 |
250.0 |
8.9% |
54.4 |
1.9% |
88% |
True |
False |
1,066,660 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
8.9% |
56.4 |
2.0% |
88% |
True |
False |
982,825 |
| 40 |
2,833.0 |
2,252.0 |
581.0 |
20.7% |
56.1 |
2.0% |
95% |
True |
False |
1,013,710 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
20.7% |
56.8 |
2.0% |
95% |
True |
False |
931,106 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
20.7% |
58.0 |
2.1% |
95% |
True |
False |
699,415 |
| 100 |
2,833.0 |
2,043.0 |
790.0 |
28.2% |
59.4 |
2.1% |
96% |
True |
False |
560,108 |
| 120 |
2,833.0 |
1,727.0 |
1,106.0 |
39.4% |
62.1 |
2.2% |
97% |
True |
False |
468,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.5 |
|
2.618 |
2,943.0 |
|
1.618 |
2,901.0 |
|
1.000 |
2,875.0 |
|
0.618 |
2,859.0 |
|
HIGH |
2,833.0 |
|
0.618 |
2,817.0 |
|
0.500 |
2,812.0 |
|
0.382 |
2,807.0 |
|
LOW |
2,791.0 |
|
0.618 |
2,765.0 |
|
1.000 |
2,749.0 |
|
1.618 |
2,723.0 |
|
2.618 |
2,681.0 |
|
4.250 |
2,612.5 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,812.0 |
2,801.7 |
| PP |
2,809.3 |
2,799.3 |
| S1 |
2,806.7 |
2,797.0 |
|