| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
1,001.00 |
1,002.25 |
1.25 |
0.1% |
981.75 |
| High |
1,003.00 |
1,006.00 |
3.00 |
0.3% |
1,011.25 |
| Low |
994.25 |
985.75 |
-8.50 |
-0.9% |
978.00 |
| Close |
1,003.00 |
988.50 |
-14.50 |
-1.4% |
1,002.00 |
| Range |
8.75 |
20.25 |
11.50 |
131.4% |
33.25 |
| ATR |
16.54 |
16.81 |
0.26 |
1.6% |
0.00 |
| Volume |
2,712 |
1,139 |
-1,573 |
-58.0% |
9,227 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,054.25 |
1,041.50 |
999.75 |
|
| R3 |
1,034.00 |
1,021.25 |
994.00 |
|
| R2 |
1,013.75 |
1,013.75 |
992.25 |
|
| R1 |
1,001.00 |
1,001.00 |
990.25 |
997.25 |
| PP |
993.50 |
993.50 |
993.50 |
991.50 |
| S1 |
980.75 |
980.75 |
986.75 |
977.00 |
| S2 |
973.25 |
973.25 |
984.75 |
|
| S3 |
953.00 |
960.50 |
983.00 |
|
| S4 |
932.75 |
940.25 |
977.25 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,096.75 |
1,082.75 |
1,020.25 |
|
| R3 |
1,063.50 |
1,049.50 |
1,011.25 |
|
| R2 |
1,030.25 |
1,030.25 |
1,008.00 |
|
| R1 |
1,016.25 |
1,016.25 |
1,005.00 |
1,023.25 |
| PP |
997.00 |
997.00 |
997.00 |
1,000.50 |
| S1 |
983.00 |
983.00 |
999.00 |
990.00 |
| S2 |
963.75 |
963.75 |
996.00 |
|
| S3 |
930.50 |
949.75 |
992.75 |
|
| S4 |
897.25 |
916.50 |
983.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,011.25 |
984.75 |
26.50 |
2.7% |
17.75 |
1.8% |
14% |
False |
False |
1,900 |
| 10 |
1,011.25 |
960.00 |
51.25 |
5.2% |
16.25 |
1.6% |
56% |
False |
False |
1,850 |
| 20 |
1,011.25 |
899.75 |
111.50 |
11.3% |
16.75 |
1.7% |
80% |
False |
False |
1,739 |
| 40 |
1,011.25 |
861.25 |
150.00 |
15.2% |
17.00 |
1.7% |
85% |
False |
False |
1,730 |
| 60 |
1,011.25 |
861.25 |
150.00 |
15.2% |
16.75 |
1.7% |
85% |
False |
False |
1,194 |
| 80 |
1,011.25 |
816.50 |
194.75 |
19.7% |
17.50 |
1.8% |
88% |
False |
False |
900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,092.00 |
|
2.618 |
1,059.00 |
|
1.618 |
1,038.75 |
|
1.000 |
1,026.25 |
|
0.618 |
1,018.50 |
|
HIGH |
1,006.00 |
|
0.618 |
998.25 |
|
0.500 |
996.00 |
|
0.382 |
993.50 |
|
LOW |
985.75 |
|
0.618 |
973.25 |
|
1.000 |
965.50 |
|
1.618 |
953.00 |
|
2.618 |
932.75 |
|
4.250 |
899.75 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
996.00 |
998.00 |
| PP |
993.50 |
994.75 |
| S1 |
991.00 |
991.75 |
|