| 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 |
9,208.68 |
9,278.55 |
69.87 |
0.8% |
9,368.41 |
| High |
9,313.09 |
9,363.95 |
50.86 |
0.5% |
9,424.11 |
| Low |
9,131.94 |
9,267.97 |
136.03 |
1.5% |
9,216.88 |
| Close |
9,279.16 |
9,350.05 |
70.89 |
0.8% |
9,321.40 |
| Range |
181.15 |
95.98 |
-85.17 |
-47.0% |
207.23 |
| ATR |
137.62 |
134.65 |
-2.97 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,615.26 |
9,578.64 |
9,402.84 |
|
| R3 |
9,519.28 |
9,482.66 |
9,376.44 |
|
| R2 |
9,423.30 |
9,423.30 |
9,367.65 |
|
| R1 |
9,386.68 |
9,386.68 |
9,358.85 |
9,404.99 |
| PP |
9,327.32 |
9,327.32 |
9,327.32 |
9,336.48 |
| S1 |
9,290.70 |
9,290.70 |
9,341.25 |
9,309.01 |
| S2 |
9,231.34 |
9,231.34 |
9,332.45 |
|
| S3 |
9,135.36 |
9,194.72 |
9,323.66 |
|
| S4 |
9,039.38 |
9,098.74 |
9,297.26 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,942.49 |
9,839.17 |
9,435.38 |
|
| R3 |
9,735.26 |
9,631.94 |
9,378.39 |
|
| R2 |
9,528.03 |
9,528.03 |
9,359.39 |
|
| R1 |
9,424.71 |
9,424.71 |
9,340.40 |
9,372.76 |
| PP |
9,320.80 |
9,320.80 |
9,320.80 |
9,294.82 |
| S1 |
9,217.48 |
9,217.48 |
9,302.40 |
9,165.53 |
| S2 |
9,113.57 |
9,113.57 |
9,283.41 |
|
| S3 |
8,906.34 |
9,010.25 |
9,264.41 |
|
| S4 |
8,699.11 |
8,803.02 |
9,207.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,401.97 |
9,116.52 |
285.45 |
3.1% |
148.55 |
1.6% |
82% |
False |
False |
|
| 10 |
9,437.71 |
9,116.52 |
321.19 |
3.4% |
142.54 |
1.5% |
73% |
False |
False |
|
| 20 |
9,437.71 |
9,007.39 |
430.32 |
4.6% |
124.40 |
1.3% |
80% |
False |
False |
|
| 40 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
133.34 |
1.4% |
94% |
False |
False |
|
| 60 |
9,437.71 |
8,087.19 |
1,350.52 |
14.4% |
138.01 |
1.5% |
94% |
False |
False |
|
| 80 |
9,437.71 |
8,017.91 |
1,419.80 |
15.2% |
146.23 |
1.6% |
94% |
False |
False |
|
| 100 |
9,437.71 |
7,483.87 |
1,953.84 |
20.9% |
154.55 |
1.7% |
96% |
False |
False |
|
| 120 |
9,437.71 |
6,469.95 |
2,967.76 |
31.7% |
170.13 |
1.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,771.87 |
|
2.618 |
9,615.23 |
|
1.618 |
9,519.25 |
|
1.000 |
9,459.93 |
|
0.618 |
9,423.27 |
|
HIGH |
9,363.95 |
|
0.618 |
9,327.29 |
|
0.500 |
9,315.96 |
|
0.382 |
9,304.63 |
|
LOW |
9,267.97 |
|
0.618 |
9,208.65 |
|
1.000 |
9,171.99 |
|
1.618 |
9,112.67 |
|
2.618 |
9,016.69 |
|
4.250 |
8,860.06 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,338.69 |
9,316.02 |
| PP |
9,327.32 |
9,281.98 |
| S1 |
9,315.96 |
9,247.95 |
|