| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
4,644.5 |
4,644.5 |
0.0 |
0.0% |
4,575.0 |
| High |
4,708.5 |
4,724.0 |
15.5 |
0.3% |
4,724.0 |
| Low |
4,637.5 |
4,608.5 |
-29.0 |
-0.6% |
4,563.0 |
| Close |
4,664.0 |
4,702.5 |
38.5 |
0.8% |
4,702.5 |
| Range |
71.0 |
115.5 |
44.5 |
62.7% |
161.0 |
| ATR |
82.9 |
85.3 |
2.3 |
2.8% |
0.0 |
| Volume |
99,887 |
103,835 |
3,948 |
4.0% |
539,113 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,025.0 |
4,979.0 |
4,766.0 |
|
| R3 |
4,909.5 |
4,863.5 |
4,734.5 |
|
| R2 |
4,794.0 |
4,794.0 |
4,723.5 |
|
| R1 |
4,748.0 |
4,748.0 |
4,713.0 |
4,771.0 |
| PP |
4,678.5 |
4,678.5 |
4,678.5 |
4,690.0 |
| S1 |
4,632.5 |
4,632.5 |
4,692.0 |
4,655.5 |
| S2 |
4,563.0 |
4,563.0 |
4,681.5 |
|
| S3 |
4,447.5 |
4,517.0 |
4,670.5 |
|
| S4 |
4,332.0 |
4,401.5 |
4,639.0 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,146.0 |
5,085.5 |
4,791.0 |
|
| R3 |
4,985.0 |
4,924.5 |
4,747.0 |
|
| R2 |
4,824.0 |
4,824.0 |
4,732.0 |
|
| R1 |
4,763.5 |
4,763.5 |
4,717.5 |
4,794.0 |
| PP |
4,663.0 |
4,663.0 |
4,663.0 |
4,678.5 |
| S1 |
4,602.5 |
4,602.5 |
4,687.5 |
4,633.0 |
| S2 |
4,502.0 |
4,502.0 |
4,673.0 |
|
| S3 |
4,341.0 |
4,441.5 |
4,658.0 |
|
| S4 |
4,180.0 |
4,280.5 |
4,614.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,724.0 |
4,563.0 |
161.0 |
3.4% |
88.5 |
1.9% |
87% |
True |
False |
107,822 |
| 10 |
4,724.0 |
4,484.0 |
240.0 |
5.1% |
83.0 |
1.8% |
91% |
True |
False |
101,793 |
| 20 |
4,724.0 |
4,060.5 |
663.5 |
14.1% |
83.5 |
1.8% |
97% |
True |
False |
98,020 |
| 40 |
4,724.0 |
4,060.5 |
663.5 |
14.1% |
82.5 |
1.8% |
97% |
True |
False |
102,517 |
| 60 |
4,724.0 |
4,060.5 |
663.5 |
14.1% |
81.0 |
1.7% |
97% |
True |
False |
69,057 |
| 80 |
4,724.0 |
3,818.0 |
906.0 |
19.3% |
83.0 |
1.8% |
98% |
True |
False |
51,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,215.0 |
|
2.618 |
5,026.5 |
|
1.618 |
4,911.0 |
|
1.000 |
4,839.5 |
|
0.618 |
4,795.5 |
|
HIGH |
4,724.0 |
|
0.618 |
4,680.0 |
|
0.500 |
4,666.0 |
|
0.382 |
4,652.5 |
|
LOW |
4,608.5 |
|
0.618 |
4,537.0 |
|
1.000 |
4,493.0 |
|
1.618 |
4,421.5 |
|
2.618 |
4,306.0 |
|
4.250 |
4,117.5 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,690.5 |
4,690.5 |
| PP |
4,678.5 |
4,678.0 |
| S1 |
4,666.0 |
4,666.0 |
|