| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
5,470.0 |
5,548.5 |
78.5 |
1.4% |
5,289.5 |
| High |
5,575.0 |
5,571.0 |
-4.0 |
-0.1% |
5,482.5 |
| Low |
5,462.5 |
5,504.0 |
41.5 |
0.8% |
5,165.0 |
| Close |
5,559.0 |
5,530.0 |
-29.0 |
-0.5% |
5,451.0 |
| Range |
112.5 |
67.0 |
-45.5 |
-40.4% |
317.5 |
| ATR |
114.7 |
111.3 |
-3.4 |
-3.0% |
0.0 |
| Volume |
1,594 |
409 |
-1,185 |
-74.3% |
8,530 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,736.0 |
5,700.0 |
5,566.9 |
|
| R3 |
5,669.0 |
5,633.0 |
5,548.4 |
|
| R2 |
5,602.0 |
5,602.0 |
5,542.3 |
|
| R1 |
5,566.0 |
5,566.0 |
5,536.1 |
5,550.5 |
| PP |
5,535.0 |
5,535.0 |
5,535.0 |
5,527.3 |
| S1 |
5,499.0 |
5,499.0 |
5,523.9 |
5,483.5 |
| S2 |
5,468.0 |
5,468.0 |
5,517.7 |
|
| S3 |
5,401.0 |
5,432.0 |
5,511.6 |
|
| S4 |
5,334.0 |
5,365.0 |
5,493.2 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,318.7 |
6,202.3 |
5,625.6 |
|
| R3 |
6,001.2 |
5,884.8 |
5,538.3 |
|
| R2 |
5,683.7 |
5,683.7 |
5,509.2 |
|
| R1 |
5,567.3 |
5,567.3 |
5,480.1 |
5,625.5 |
| PP |
5,366.2 |
5,366.2 |
5,366.2 |
5,395.3 |
| S1 |
5,249.8 |
5,249.8 |
5,421.9 |
5,308.0 |
| S2 |
5,048.7 |
5,048.7 |
5,392.8 |
|
| S3 |
4,731.2 |
4,932.3 |
5,363.7 |
|
| S4 |
4,413.7 |
4,614.8 |
5,276.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,575.0 |
5,275.0 |
300.0 |
5.4% |
97.7 |
1.8% |
85% |
False |
False |
1,394 |
| 10 |
5,575.0 |
5,165.0 |
410.0 |
7.4% |
99.0 |
1.8% |
89% |
False |
False |
1,378 |
| 20 |
5,575.0 |
5,165.0 |
410.0 |
7.4% |
105.6 |
1.9% |
89% |
False |
False |
1,024 |
| 40 |
5,575.0 |
4,540.0 |
1,035.0 |
18.7% |
105.9 |
1.9% |
96% |
False |
False |
898 |
| 60 |
5,575.0 |
4,540.0 |
1,035.0 |
18.7% |
106.7 |
1.9% |
96% |
False |
False |
1,191 |
| 80 |
5,575.0 |
4,540.0 |
1,035.0 |
18.7% |
108.7 |
2.0% |
96% |
False |
False |
958 |
| 100 |
5,575.0 |
4,266.5 |
1,308.5 |
23.7% |
107.3 |
1.9% |
97% |
False |
False |
783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,855.8 |
|
2.618 |
5,746.4 |
|
1.618 |
5,679.4 |
|
1.000 |
5,638.0 |
|
0.618 |
5,612.4 |
|
HIGH |
5,571.0 |
|
0.618 |
5,545.4 |
|
0.500 |
5,537.5 |
|
0.382 |
5,529.6 |
|
LOW |
5,504.0 |
|
0.618 |
5,462.6 |
|
1.000 |
5,437.0 |
|
1.618 |
5,395.6 |
|
2.618 |
5,328.6 |
|
4.250 |
5,219.3 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,537.5 |
5,526.3 |
| PP |
5,535.0 |
5,522.5 |
| S1 |
5,532.5 |
5,518.8 |
|