| 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 |
9,368.41 |
9,334.33 |
-34.08 |
-0.4% |
9,173.65 |
| High |
9,371.96 |
9,334.33 |
-37.63 |
-0.4% |
9,437.71 |
| Low |
9,290.34 |
9,216.88 |
-73.46 |
-0.8% |
9,173.65 |
| Close |
9,337.95 |
9,241.45 |
-96.50 |
-1.0% |
9,370.07 |
| Range |
81.62 |
117.45 |
35.83 |
43.9% |
264.06 |
| ATR |
125.80 |
125.46 |
-0.34 |
-0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,616.57 |
9,546.46 |
9,306.05 |
|
| R3 |
9,499.12 |
9,429.01 |
9,273.75 |
|
| R2 |
9,381.67 |
9,381.67 |
9,262.98 |
|
| R1 |
9,311.56 |
9,311.56 |
9,252.22 |
9,287.89 |
| PP |
9,264.22 |
9,264.22 |
9,264.22 |
9,252.39 |
| S1 |
9,194.11 |
9,194.11 |
9,230.68 |
9,170.44 |
| S2 |
9,146.77 |
9,146.77 |
9,219.92 |
|
| S3 |
9,029.32 |
9,076.66 |
9,209.15 |
|
| S4 |
8,911.87 |
8,959.21 |
9,176.85 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,119.32 |
10,008.76 |
9,515.30 |
|
| R3 |
9,855.26 |
9,744.70 |
9,442.69 |
|
| R2 |
9,591.20 |
9,591.20 |
9,418.48 |
|
| R1 |
9,480.64 |
9,480.64 |
9,394.28 |
9,535.92 |
| PP |
9,327.14 |
9,327.14 |
9,327.14 |
9,354.79 |
| S1 |
9,216.58 |
9,216.58 |
9,345.86 |
9,271.86 |
| S2 |
9,063.08 |
9,063.08 |
9,321.66 |
|
| S3 |
8,799.02 |
8,952.52 |
9,297.45 |
|
| S4 |
8,534.96 |
8,688.46 |
9,224.84 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,437.71 |
9,206.45 |
231.26 |
2.5% |
121.25 |
1.3% |
15% |
False |
False |
|
| 10 |
9,437.71 |
9,014.19 |
423.52 |
4.6% |
114.12 |
1.2% |
54% |
False |
False |
|
| 20 |
9,437.71 |
8,363.95 |
1,073.76 |
11.6% |
124.24 |
1.3% |
82% |
False |
False |
|
| 40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.6% |
130.63 |
1.4% |
85% |
False |
False |
|
| 60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.6% |
141.90 |
1.5% |
85% |
False |
False |
|
| 80 |
9,437.71 |
7,791.95 |
1,645.76 |
17.8% |
149.21 |
1.6% |
88% |
False |
False |
|
| 100 |
9,437.71 |
7,257.83 |
2,179.88 |
23.6% |
162.78 |
1.8% |
91% |
False |
False |
|
| 120 |
9,437.71 |
6,469.95 |
2,967.76 |
32.1% |
176.09 |
1.9% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,833.49 |
|
2.618 |
9,641.81 |
|
1.618 |
9,524.36 |
|
1.000 |
9,451.78 |
|
0.618 |
9,406.91 |
|
HIGH |
9,334.33 |
|
0.618 |
9,289.46 |
|
0.500 |
9,275.61 |
|
0.382 |
9,261.75 |
|
LOW |
9,216.88 |
|
0.618 |
9,144.30 |
|
1.000 |
9,099.43 |
|
1.618 |
9,026.85 |
|
2.618 |
8,909.40 |
|
4.250 |
8,717.72 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,275.61 |
9,327.30 |
| PP |
9,264.22 |
9,298.68 |
| S1 |
9,252.84 |
9,270.07 |
|