| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,786.0 |
-7.0 |
-0.3% |
2,762.0 |
| High |
2,833.0 |
2,796.0 |
-37.0 |
-1.3% |
2,833.0 |
| Low |
2,791.0 |
2,767.0 |
-24.0 |
-0.9% |
2,743.0 |
| Close |
2,804.0 |
2,775.0 |
-29.0 |
-1.0% |
2,804.0 |
| Range |
42.0 |
29.0 |
-13.0 |
-31.0% |
90.0 |
| ATR |
58.8 |
57.2 |
-1.6 |
-2.6% |
0.0 |
| Volume |
916,176 |
744,284 |
-171,892 |
-18.8% |
4,978,042 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.3 |
2,849.7 |
2,791.0 |
|
| R3 |
2,837.3 |
2,820.7 |
2,783.0 |
|
| R2 |
2,808.3 |
2,808.3 |
2,780.3 |
|
| R1 |
2,791.7 |
2,791.7 |
2,777.7 |
2,785.5 |
| PP |
2,779.3 |
2,779.3 |
2,779.3 |
2,776.3 |
| S1 |
2,762.7 |
2,762.7 |
2,772.3 |
2,756.5 |
| S2 |
2,750.3 |
2,750.3 |
2,769.7 |
|
| S3 |
2,721.3 |
2,733.7 |
2,767.0 |
|
| S4 |
2,692.3 |
2,704.7 |
2,759.1 |
|
|
| 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% |
43.8 |
1.6% |
36% |
False |
False |
942,538 |
| 10 |
2,833.0 |
2,584.0 |
249.0 |
9.0% |
49.2 |
1.8% |
77% |
False |
False |
999,302 |
| 20 |
2,833.0 |
2,583.0 |
250.0 |
9.0% |
54.5 |
2.0% |
77% |
False |
False |
974,310 |
| 40 |
2,833.0 |
2,252.0 |
581.0 |
20.9% |
55.8 |
2.0% |
90% |
False |
False |
1,008,335 |
| 60 |
2,833.0 |
2,252.0 |
581.0 |
20.9% |
56.3 |
2.0% |
90% |
False |
False |
942,973 |
| 80 |
2,833.0 |
2,252.0 |
581.0 |
20.9% |
57.5 |
2.1% |
90% |
False |
False |
708,691 |
| 100 |
2,833.0 |
2,043.0 |
790.0 |
28.5% |
59.2 |
2.1% |
93% |
False |
False |
567,524 |
| 120 |
2,833.0 |
1,806.0 |
1,027.0 |
37.0% |
61.3 |
2.2% |
94% |
False |
False |
475,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,919.3 |
|
2.618 |
2,871.9 |
|
1.618 |
2,842.9 |
|
1.000 |
2,825.0 |
|
0.618 |
2,813.9 |
|
HIGH |
2,796.0 |
|
0.618 |
2,784.9 |
|
0.500 |
2,781.5 |
|
0.382 |
2,778.1 |
|
LOW |
2,767.0 |
|
0.618 |
2,749.1 |
|
1.000 |
2,738.0 |
|
1.618 |
2,720.1 |
|
2.618 |
2,691.1 |
|
4.250 |
2,643.8 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,781.5 |
2,797.0 |
| PP |
2,779.3 |
2,789.7 |
| S1 |
2,777.2 |
2,782.3 |
|