| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
9,334.33 |
9,236.06 |
-98.27 |
-1.1% |
9,173.65 |
| High |
9,334.33 |
9,424.11 |
89.78 |
1.0% |
9,437.71 |
| Low |
9,216.88 |
9,221.02 |
4.14 |
0.0% |
9,173.65 |
| Close |
9,241.45 |
9,361.61 |
120.16 |
1.3% |
9,370.07 |
| Range |
117.45 |
203.09 |
85.64 |
72.9% |
264.06 |
| ATR |
125.46 |
131.00 |
5.55 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,944.85 |
9,856.32 |
9,473.31 |
|
| R3 |
9,741.76 |
9,653.23 |
9,417.46 |
|
| R2 |
9,538.67 |
9,538.67 |
9,398.84 |
|
| R1 |
9,450.14 |
9,450.14 |
9,380.23 |
9,494.41 |
| PP |
9,335.58 |
9,335.58 |
9,335.58 |
9,357.71 |
| S1 |
9,247.05 |
9,247.05 |
9,342.99 |
9,291.32 |
| S2 |
9,132.49 |
9,132.49 |
9,324.38 |
|
| S3 |
8,929.40 |
9,043.96 |
9,305.76 |
|
| S4 |
8,726.31 |
8,840.87 |
9,249.91 |
|
|
| 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 |
9,208.80 |
228.91 |
2.4% |
139.55 |
1.5% |
67% |
False |
False |
|
| 10 |
9,437.71 |
9,072.61 |
365.10 |
3.9% |
126.36 |
1.3% |
79% |
False |
False |
|
| 20 |
9,437.71 |
8,584.40 |
853.31 |
9.1% |
121.18 |
1.3% |
91% |
False |
False |
|
| 40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
132.10 |
1.4% |
94% |
False |
False |
|
| 60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
141.26 |
1.5% |
94% |
False |
False |
|
| 80 |
9,437.71 |
7,791.95 |
1,645.76 |
17.6% |
148.14 |
1.6% |
95% |
False |
False |
|
| 100 |
9,437.71 |
7,278.78 |
2,158.93 |
23.1% |
162.77 |
1.7% |
96% |
False |
False |
|
| 120 |
9,437.71 |
6,469.95 |
2,967.76 |
31.7% |
175.95 |
1.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,287.24 |
|
2.618 |
9,955.80 |
|
1.618 |
9,752.71 |
|
1.000 |
9,627.20 |
|
0.618 |
9,549.62 |
|
HIGH |
9,424.11 |
|
0.618 |
9,346.53 |
|
0.500 |
9,322.57 |
|
0.382 |
9,298.60 |
|
LOW |
9,221.02 |
|
0.618 |
9,095.51 |
|
1.000 |
9,017.93 |
|
1.618 |
8,892.42 |
|
2.618 |
8,689.33 |
|
4.250 |
8,357.89 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,348.60 |
9,347.91 |
| PP |
9,335.58 |
9,334.20 |
| S1 |
9,322.57 |
9,320.50 |
|