| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,640.0 |
2,597.0 |
-43.0 |
-1.6% |
2,679.0 |
| High |
2,650.0 |
2,621.0 |
-29.0 |
-1.1% |
2,715.0 |
| Low |
2,570.0 |
2,588.0 |
18.0 |
0.7% |
2,617.0 |
| Close |
2,587.0 |
2,605.0 |
18.0 |
0.7% |
2,650.0 |
| Range |
80.0 |
33.0 |
-47.0 |
-58.8% |
98.0 |
| ATR |
57.5 |
55.8 |
-1.7 |
-2.9% |
0.0 |
| Volume |
1,349 |
900 |
-449 |
-33.3% |
15,506 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,703.7 |
2,687.3 |
2,623.2 |
|
| R3 |
2,670.7 |
2,654.3 |
2,614.1 |
|
| R2 |
2,637.7 |
2,637.7 |
2,611.1 |
|
| R1 |
2,621.3 |
2,621.3 |
2,608.0 |
2,629.5 |
| PP |
2,604.7 |
2,604.7 |
2,604.7 |
2,608.8 |
| S1 |
2,588.3 |
2,588.3 |
2,602.0 |
2,596.5 |
| S2 |
2,571.7 |
2,571.7 |
2,599.0 |
|
| S3 |
2,538.7 |
2,555.3 |
2,595.9 |
|
| S4 |
2,505.7 |
2,522.3 |
2,586.9 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,954.7 |
2,900.3 |
2,703.9 |
|
| R3 |
2,856.7 |
2,802.3 |
2,677.0 |
|
| R2 |
2,758.7 |
2,758.7 |
2,668.0 |
|
| R1 |
2,704.3 |
2,704.3 |
2,659.0 |
2,682.5 |
| PP |
2,660.7 |
2,660.7 |
2,660.7 |
2,649.8 |
| S1 |
2,606.3 |
2,606.3 |
2,641.0 |
2,584.5 |
| S2 |
2,562.7 |
2,562.7 |
2,632.0 |
|
| S3 |
2,464.7 |
2,508.3 |
2,623.1 |
|
| S4 |
2,366.7 |
2,410.3 |
2,596.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,715.0 |
2,570.0 |
145.0 |
5.6% |
58.8 |
2.3% |
24% |
False |
False |
2,309 |
| 10 |
2,715.0 |
2,570.0 |
145.0 |
5.6% |
56.4 |
2.2% |
24% |
False |
False |
1,853 |
| 20 |
2,715.0 |
2,485.0 |
230.0 |
8.8% |
54.3 |
2.1% |
52% |
False |
False |
1,778 |
| 40 |
2,715.0 |
2,241.0 |
474.0 |
18.2% |
53.8 |
2.1% |
77% |
False |
False |
1,579 |
| 60 |
2,715.0 |
2,241.0 |
474.0 |
18.2% |
52.4 |
2.0% |
77% |
False |
False |
5,293 |
| 80 |
2,715.0 |
2,176.0 |
539.0 |
20.7% |
53.3 |
2.0% |
80% |
False |
False |
4,772 |
| 100 |
2,715.0 |
1,915.0 |
800.0 |
30.7% |
53.9 |
2.1% |
86% |
False |
False |
4,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,761.3 |
|
2.618 |
2,707.4 |
|
1.618 |
2,674.4 |
|
1.000 |
2,654.0 |
|
0.618 |
2,641.4 |
|
HIGH |
2,621.0 |
|
0.618 |
2,608.4 |
|
0.500 |
2,604.5 |
|
0.382 |
2,600.6 |
|
LOW |
2,588.0 |
|
0.618 |
2,567.6 |
|
1.000 |
2,555.0 |
|
1.618 |
2,534.6 |
|
2.618 |
2,501.6 |
|
4.250 |
2,447.8 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,604.8 |
2,639.0 |
| PP |
2,604.7 |
2,627.7 |
| S1 |
2,604.5 |
2,616.3 |
|