| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5,289.0 |
5,493.0 |
204.0 |
3.9% |
5,309.0 |
| High |
5,481.5 |
5,534.0 |
52.5 |
1.0% |
5,481.5 |
| Low |
5,282.0 |
5,468.0 |
186.0 |
3.5% |
5,160.0 |
| Close |
5,448.5 |
5,507.5 |
59.0 |
1.1% |
5,448.5 |
| Range |
199.5 |
66.0 |
-133.5 |
-66.9% |
321.5 |
| ATR |
125.9 |
123.0 |
-2.9 |
-2.3% |
0.0 |
| Volume |
147,279 |
114,206 |
-33,073 |
-22.5% |
660,599 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,701.2 |
5,670.3 |
5,543.8 |
|
| R3 |
5,635.2 |
5,604.3 |
5,525.7 |
|
| R2 |
5,569.2 |
5,569.2 |
5,519.6 |
|
| R1 |
5,538.3 |
5,538.3 |
5,513.6 |
5,553.8 |
| PP |
5,503.2 |
5,503.2 |
5,503.2 |
5,510.9 |
| S1 |
5,472.3 |
5,472.3 |
5,501.5 |
5,487.8 |
| S2 |
5,437.2 |
5,437.2 |
5,495.4 |
|
| S3 |
5,371.2 |
5,406.3 |
5,489.4 |
|
| S4 |
5,305.2 |
5,340.3 |
5,471.2 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,327.8 |
6,209.7 |
5,625.3 |
|
| R3 |
6,006.3 |
5,888.2 |
5,536.9 |
|
| R2 |
5,684.8 |
5,684.8 |
5,507.4 |
|
| R1 |
5,566.7 |
5,566.7 |
5,478.0 |
5,625.8 |
| PP |
5,363.3 |
5,363.3 |
5,363.3 |
5,392.9 |
| S1 |
5,245.2 |
5,245.2 |
5,419.0 |
5,304.3 |
| S2 |
5,041.8 |
5,041.8 |
5,389.6 |
|
| S3 |
4,720.3 |
4,923.7 |
5,360.1 |
|
| S4 |
4,398.8 |
4,602.2 |
5,271.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,534.0 |
5,160.0 |
374.0 |
6.8% |
104.0 |
1.9% |
93% |
True |
False |
123,768 |
| 10 |
5,534.0 |
5,160.0 |
374.0 |
6.8% |
122.8 |
2.2% |
93% |
True |
False |
130,228 |
| 20 |
5,534.0 |
5,147.5 |
386.5 |
7.0% |
121.6 |
2.2% |
93% |
True |
False |
127,732 |
| 40 |
5,534.0 |
4,521.0 |
1,013.0 |
18.4% |
119.1 |
2.2% |
97% |
True |
False |
132,203 |
| 60 |
5,534.0 |
4,521.0 |
1,013.0 |
18.4% |
115.6 |
2.1% |
97% |
True |
False |
105,491 |
| 80 |
5,534.0 |
4,521.0 |
1,013.0 |
18.4% |
117.2 |
2.1% |
97% |
True |
False |
79,312 |
| 100 |
5,534.0 |
4,017.5 |
1,516.5 |
27.5% |
119.1 |
2.2% |
98% |
True |
False |
63,533 |
| 120 |
5,534.0 |
3,613.5 |
1,920.5 |
34.9% |
121.7 |
2.2% |
99% |
True |
False |
53,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,814.5 |
|
2.618 |
5,706.8 |
|
1.618 |
5,640.8 |
|
1.000 |
5,600.0 |
|
0.618 |
5,574.8 |
|
HIGH |
5,534.0 |
|
0.618 |
5,508.8 |
|
0.500 |
5,501.0 |
|
0.382 |
5,493.2 |
|
LOW |
5,468.0 |
|
0.618 |
5,427.2 |
|
1.000 |
5,402.0 |
|
1.618 |
5,361.2 |
|
2.618 |
5,295.2 |
|
4.250 |
5,187.5 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,505.3 |
5,471.7 |
| PP |
5,503.2 |
5,435.8 |
| S1 |
5,501.0 |
5,400.0 |
|