| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
2,599.0 |
2,642.0 |
43.0 |
1.7% |
2,679.0 |
| High |
2,630.0 |
2,659.0 |
29.0 |
1.1% |
2,715.0 |
| Low |
2,570.0 |
2,626.0 |
56.0 |
2.2% |
2,617.0 |
| Close |
2,605.0 |
2,645.0 |
40.0 |
1.5% |
2,650.0 |
| Range |
60.0 |
33.0 |
-27.0 |
-45.0% |
98.0 |
| ATR |
56.1 |
56.0 |
-0.2 |
-0.3% |
0.0 |
| Volume |
1,711 |
5,300 |
3,589 |
209.8% |
15,506 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,742.3 |
2,726.7 |
2,663.2 |
|
| R3 |
2,709.3 |
2,693.7 |
2,654.1 |
|
| R2 |
2,676.3 |
2,676.3 |
2,651.1 |
|
| R1 |
2,660.7 |
2,660.7 |
2,648.0 |
2,668.5 |
| PP |
2,643.3 |
2,643.3 |
2,643.3 |
2,647.3 |
| S1 |
2,627.7 |
2,627.7 |
2,642.0 |
2,635.5 |
| S2 |
2,610.3 |
2,610.3 |
2,639.0 |
|
| S3 |
2,577.3 |
2,594.7 |
2,635.9 |
|
| S4 |
2,544.3 |
2,561.7 |
2,626.9 |
|
|
| 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 |
2,708.0 |
2,570.0 |
138.0 |
5.2% |
54.2 |
2.0% |
54% |
False |
False |
1,933 |
| 10 |
2,715.0 |
2,570.0 |
145.0 |
5.5% |
55.7 |
2.1% |
52% |
False |
False |
2,523 |
| 20 |
2,715.0 |
2,540.0 |
175.0 |
6.6% |
53.1 |
2.0% |
60% |
False |
False |
1,951 |
| 40 |
2,715.0 |
2,241.0 |
474.0 |
17.9% |
52.7 |
2.0% |
85% |
False |
False |
1,668 |
| 60 |
2,715.0 |
2,241.0 |
474.0 |
17.9% |
52.4 |
2.0% |
85% |
False |
False |
5,365 |
| 80 |
2,715.0 |
2,241.0 |
474.0 |
17.9% |
53.3 |
2.0% |
85% |
False |
False |
4,838 |
| 100 |
2,715.0 |
1,930.0 |
785.0 |
29.7% |
54.0 |
2.0% |
91% |
False |
False |
4,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,799.3 |
|
2.618 |
2,745.4 |
|
1.618 |
2,712.4 |
|
1.000 |
2,692.0 |
|
0.618 |
2,679.4 |
|
HIGH |
2,659.0 |
|
0.618 |
2,646.4 |
|
0.500 |
2,642.5 |
|
0.382 |
2,638.6 |
|
LOW |
2,626.0 |
|
0.618 |
2,605.6 |
|
1.000 |
2,593.0 |
|
1.618 |
2,572.6 |
|
2.618 |
2,539.6 |
|
4.250 |
2,485.8 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,644.2 |
2,634.8 |
| PP |
2,643.3 |
2,624.7 |
| S1 |
2,642.5 |
2,614.5 |
|