| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,809.0 |
2,830.0 |
21.0 |
0.7% |
2,742.0 |
| High |
2,840.0 |
2,849.0 |
9.0 |
0.3% |
2,801.0 |
| Low |
2,788.0 |
2,811.0 |
23.0 |
0.8% |
2,706.0 |
| Close |
2,827.0 |
2,819.0 |
-8.0 |
-0.3% |
2,745.0 |
| Range |
52.0 |
38.0 |
-14.0 |
-26.9% |
95.0 |
| ATR |
65.7 |
63.7 |
-2.0 |
-3.0% |
0.0 |
| Volume |
994,053 |
842,975 |
-151,078 |
-15.2% |
5,308,809 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,940.3 |
2,917.7 |
2,839.9 |
|
| R3 |
2,902.3 |
2,879.7 |
2,829.5 |
|
| R2 |
2,864.3 |
2,864.3 |
2,826.0 |
|
| R1 |
2,841.7 |
2,841.7 |
2,822.5 |
2,834.0 |
| PP |
2,826.3 |
2,826.3 |
2,826.3 |
2,822.5 |
| S1 |
2,803.7 |
2,803.7 |
2,815.5 |
2,796.0 |
| S2 |
2,788.3 |
2,788.3 |
2,812.0 |
|
| S3 |
2,750.3 |
2,765.7 |
2,808.6 |
|
| S4 |
2,712.3 |
2,727.7 |
2,798.1 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.7 |
2,985.3 |
2,797.3 |
|
| R3 |
2,940.7 |
2,890.3 |
2,771.1 |
|
| R2 |
2,845.7 |
2,845.7 |
2,762.4 |
|
| R1 |
2,795.3 |
2,795.3 |
2,753.7 |
2,820.5 |
| PP |
2,750.7 |
2,750.7 |
2,750.7 |
2,763.3 |
| S1 |
2,700.3 |
2,700.3 |
2,736.3 |
2,725.5 |
| S2 |
2,655.7 |
2,655.7 |
2,727.6 |
|
| S3 |
2,560.7 |
2,605.3 |
2,718.9 |
|
| S4 |
2,465.7 |
2,510.3 |
2,692.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,707.0 |
142.0 |
5.0% |
52.6 |
1.9% |
79% |
True |
False |
1,023,963 |
| 10 |
2,849.0 |
2,692.0 |
157.0 |
5.6% |
52.5 |
1.9% |
81% |
True |
False |
1,025,744 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.5% |
59.4 |
2.1% |
89% |
True |
False |
1,099,972 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
12.7% |
64.4 |
2.3% |
92% |
True |
False |
1,146,555 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
14.8% |
70.6 |
2.5% |
93% |
True |
False |
772,917 |
| 80 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
75.3 |
2.7% |
78% |
False |
False |
580,168 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
67.2 |
2.4% |
78% |
False |
False |
465,176 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
60.8 |
2.2% |
78% |
False |
False |
388,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.5 |
|
2.618 |
2,948.5 |
|
1.618 |
2,910.5 |
|
1.000 |
2,887.0 |
|
0.618 |
2,872.5 |
|
HIGH |
2,849.0 |
|
0.618 |
2,834.5 |
|
0.500 |
2,830.0 |
|
0.382 |
2,825.5 |
|
LOW |
2,811.0 |
|
0.618 |
2,787.5 |
|
1.000 |
2,773.0 |
|
1.618 |
2,749.5 |
|
2.618 |
2,711.5 |
|
4.250 |
2,649.5 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,830.0 |
2,818.8 |
| PP |
2,826.3 |
2,818.7 |
| S1 |
2,822.7 |
2,818.5 |
|