| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
999.25 |
1,008.50 |
9.25 |
0.9% |
1,001.00 |
| High |
1,010.50 |
1,010.75 |
0.25 |
0.0% |
1,010.75 |
| Low |
993.75 |
988.00 |
-5.75 |
-0.6% |
981.50 |
| Close |
1,009.00 |
1,001.25 |
-7.75 |
-0.8% |
1,001.25 |
| Range |
16.75 |
22.75 |
6.00 |
35.8% |
29.25 |
| ATR |
17.38 |
17.76 |
0.38 |
2.2% |
0.00 |
| Volume |
3,946 |
5,798 |
1,852 |
46.9% |
15,906 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,068.25 |
1,057.50 |
1,013.75 |
|
| R3 |
1,045.50 |
1,034.75 |
1,007.50 |
|
| R2 |
1,022.75 |
1,022.75 |
1,005.50 |
|
| R1 |
1,012.00 |
1,012.00 |
1,003.25 |
1,006.00 |
| PP |
1,000.00 |
1,000.00 |
1,000.00 |
997.00 |
| S1 |
989.25 |
989.25 |
999.25 |
983.25 |
| S2 |
977.25 |
977.25 |
997.00 |
|
| S3 |
954.50 |
966.50 |
995.00 |
|
| S4 |
931.75 |
943.75 |
988.75 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,085.50 |
1,072.75 |
1,017.25 |
|
| R3 |
1,056.25 |
1,043.50 |
1,009.25 |
|
| R2 |
1,027.00 |
1,027.00 |
1,006.50 |
|
| R1 |
1,014.25 |
1,014.25 |
1,004.00 |
1,020.50 |
| PP |
997.75 |
997.75 |
997.75 |
1,001.00 |
| S1 |
985.00 |
985.00 |
998.50 |
991.50 |
| S2 |
968.50 |
968.50 |
996.00 |
|
| S3 |
939.25 |
955.75 |
993.25 |
|
| S4 |
910.00 |
926.50 |
985.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,010.75 |
981.50 |
29.25 |
2.9% |
18.75 |
1.9% |
68% |
True |
False |
3,181 |
| 10 |
1,011.25 |
978.00 |
33.25 |
3.3% |
18.50 |
1.8% |
70% |
False |
False |
2,513 |
| 20 |
1,011.25 |
929.75 |
81.50 |
8.1% |
17.25 |
1.7% |
88% |
False |
False |
2,169 |
| 40 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.25 |
1.7% |
93% |
False |
False |
2,024 |
| 60 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.00 |
1.7% |
93% |
False |
False |
1,389 |
| 80 |
1,011.25 |
833.50 |
177.75 |
17.8% |
17.50 |
1.8% |
94% |
False |
False |
1,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,107.50 |
|
2.618 |
1,070.25 |
|
1.618 |
1,047.50 |
|
1.000 |
1,033.50 |
|
0.618 |
1,024.75 |
|
HIGH |
1,010.75 |
|
0.618 |
1,002.00 |
|
0.500 |
999.50 |
|
0.382 |
996.75 |
|
LOW |
988.00 |
|
0.618 |
974.00 |
|
1.000 |
965.25 |
|
1.618 |
951.25 |
|
2.618 |
928.50 |
|
4.250 |
891.25 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,000.50 |
999.50 |
| PP |
1,000.00 |
997.75 |
| S1 |
999.50 |
996.00 |
|