| 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 |
5,514.0 |
5,506.5 |
-7.5 |
-0.1% |
5,493.0 |
| High |
5,543.5 |
5,576.0 |
32.5 |
0.6% |
5,578.5 |
| Low |
5,432.0 |
5,493.0 |
61.0 |
1.1% |
5,432.0 |
| Close |
5,472.0 |
5,516.0 |
44.0 |
0.8% |
5,516.0 |
| Range |
111.5 |
83.0 |
-28.5 |
-25.6% |
146.5 |
| ATR |
118.5 |
117.5 |
-1.0 |
-0.9% |
0.0 |
| Volume |
137,238 |
111,947 |
-25,291 |
-18.4% |
618,616 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,777.3 |
5,729.7 |
5,561.7 |
|
| R3 |
5,694.3 |
5,646.7 |
5,538.8 |
|
| R2 |
5,611.3 |
5,611.3 |
5,531.2 |
|
| R1 |
5,563.7 |
5,563.7 |
5,523.6 |
5,587.5 |
| PP |
5,528.3 |
5,528.3 |
5,528.3 |
5,540.3 |
| S1 |
5,480.7 |
5,480.7 |
5,508.4 |
5,504.5 |
| S2 |
5,445.3 |
5,445.3 |
5,500.8 |
|
| S3 |
5,362.3 |
5,397.7 |
5,493.2 |
|
| S4 |
5,279.3 |
5,314.7 |
5,470.4 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,948.3 |
5,878.7 |
5,596.6 |
|
| R3 |
5,801.8 |
5,732.2 |
5,556.3 |
|
| R2 |
5,655.3 |
5,655.3 |
5,542.9 |
|
| R1 |
5,585.7 |
5,585.7 |
5,529.4 |
5,620.5 |
| PP |
5,508.8 |
5,508.8 |
5,508.8 |
5,526.3 |
| S1 |
5,439.2 |
5,439.2 |
5,502.6 |
5,474.0 |
| S2 |
5,362.3 |
5,362.3 |
5,489.1 |
|
| S3 |
5,215.8 |
5,292.7 |
5,475.7 |
|
| S4 |
5,069.3 |
5,146.2 |
5,435.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,578.5 |
5,432.0 |
146.5 |
2.7% |
90.3 |
1.6% |
57% |
False |
False |
123,723 |
| 10 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
103.8 |
1.9% |
85% |
False |
False |
127,921 |
| 20 |
5,578.5 |
5,160.0 |
418.5 |
7.6% |
114.1 |
2.1% |
85% |
False |
False |
125,514 |
| 40 |
5,578.5 |
4,521.0 |
1,057.5 |
19.2% |
114.2 |
2.1% |
94% |
False |
False |
130,975 |
| 60 |
5,578.5 |
4,521.0 |
1,057.5 |
19.2% |
115.1 |
2.1% |
94% |
False |
False |
113,828 |
| 80 |
5,578.5 |
4,521.0 |
1,057.5 |
19.2% |
115.9 |
2.1% |
94% |
False |
False |
85,597 |
| 100 |
5,578.5 |
4,248.5 |
1,330.0 |
24.1% |
116.7 |
2.1% |
95% |
False |
False |
68,557 |
| 120 |
5,578.5 |
3,699.0 |
1,879.5 |
34.1% |
119.7 |
2.2% |
97% |
False |
False |
57,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,928.8 |
|
2.618 |
5,793.3 |
|
1.618 |
5,710.3 |
|
1.000 |
5,659.0 |
|
0.618 |
5,627.3 |
|
HIGH |
5,576.0 |
|
0.618 |
5,544.3 |
|
0.500 |
5,534.5 |
|
0.382 |
5,524.7 |
|
LOW |
5,493.0 |
|
0.618 |
5,441.7 |
|
1.000 |
5,410.0 |
|
1.618 |
5,358.7 |
|
2.618 |
5,275.7 |
|
4.250 |
5,140.3 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,534.5 |
5,512.0 |
| PP |
5,528.3 |
5,508.0 |
| S1 |
5,522.2 |
5,504.0 |
|