| 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 |
983.75 |
992.00 |
8.25 |
0.8% |
1,001.00 |
| High |
994.00 |
1,003.25 |
9.25 |
0.9% |
1,010.75 |
| Low |
972.50 |
990.00 |
17.50 |
1.8% |
981.50 |
| Close |
992.50 |
1,000.00 |
7.50 |
0.8% |
1,001.25 |
| Range |
21.50 |
13.25 |
-8.25 |
-38.4% |
29.25 |
| ATR |
18.49 |
18.11 |
-0.37 |
-2.0% |
0.00 |
| Volume |
2,409 |
4,424 |
2,015 |
83.6% |
15,906 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,037.50 |
1,032.00 |
1,007.25 |
|
| R3 |
1,024.25 |
1,018.75 |
1,003.75 |
|
| R2 |
1,011.00 |
1,011.00 |
1,002.50 |
|
| R1 |
1,005.50 |
1,005.50 |
1,001.25 |
1,008.25 |
| PP |
997.75 |
997.75 |
997.75 |
999.00 |
| S1 |
992.25 |
992.25 |
998.75 |
995.00 |
| S2 |
984.50 |
984.50 |
997.50 |
|
| S3 |
971.25 |
979.00 |
996.25 |
|
| S4 |
958.00 |
965.75 |
992.75 |
|
|
| 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 |
971.25 |
39.50 |
4.0% |
20.25 |
2.0% |
73% |
False |
False |
4,357 |
| 10 |
1,011.25 |
971.25 |
40.00 |
4.0% |
19.75 |
2.0% |
72% |
False |
False |
3,356 |
| 20 |
1,011.25 |
958.50 |
52.75 |
5.3% |
17.50 |
1.8% |
79% |
False |
False |
2,672 |
| 40 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.25 |
1.7% |
93% |
False |
False |
2,231 |
| 60 |
1,011.25 |
861.25 |
150.00 |
15.0% |
17.00 |
1.7% |
93% |
False |
False |
1,655 |
| 80 |
1,011.25 |
857.00 |
154.25 |
15.4% |
18.00 |
1.8% |
93% |
False |
False |
1,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,059.50 |
|
2.618 |
1,038.00 |
|
1.618 |
1,024.75 |
|
1.000 |
1,016.50 |
|
0.618 |
1,011.50 |
|
HIGH |
1,003.25 |
|
0.618 |
998.25 |
|
0.500 |
996.50 |
|
0.382 |
995.00 |
|
LOW |
990.00 |
|
0.618 |
981.75 |
|
1.000 |
976.75 |
|
1.618 |
968.50 |
|
2.618 |
955.25 |
|
4.250 |
933.75 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
999.00 |
996.00 |
| PP |
997.75 |
991.75 |
| S1 |
996.50 |
987.50 |
|