| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,830.0 |
2,827.0 |
-3.0 |
-0.1% |
2,761.0 |
| High |
2,849.0 |
2,842.0 |
-7.0 |
-0.2% |
2,849.0 |
| Low |
2,811.0 |
2,764.0 |
-47.0 |
-1.7% |
2,755.0 |
| Close |
2,819.0 |
2,779.0 |
-40.0 |
-1.4% |
2,779.0 |
| Range |
38.0 |
78.0 |
40.0 |
105.3% |
94.0 |
| ATR |
63.7 |
64.7 |
1.0 |
1.6% |
0.0 |
| Volume |
842,975 |
1,214,752 |
371,777 |
44.1% |
5,032,435 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,029.0 |
2,982.0 |
2,821.9 |
|
| R3 |
2,951.0 |
2,904.0 |
2,800.5 |
|
| R2 |
2,873.0 |
2,873.0 |
2,793.3 |
|
| R1 |
2,826.0 |
2,826.0 |
2,786.2 |
2,810.5 |
| PP |
2,795.0 |
2,795.0 |
2,795.0 |
2,787.3 |
| S1 |
2,748.0 |
2,748.0 |
2,771.9 |
2,732.5 |
| S2 |
2,717.0 |
2,717.0 |
2,764.7 |
|
| S3 |
2,639.0 |
2,670.0 |
2,757.6 |
|
| S4 |
2,561.0 |
2,592.0 |
2,736.1 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.3 |
3,021.7 |
2,830.7 |
|
| R3 |
2,982.3 |
2,927.7 |
2,804.9 |
|
| R2 |
2,888.3 |
2,888.3 |
2,796.2 |
|
| R1 |
2,833.7 |
2,833.7 |
2,787.6 |
2,861.0 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,808.0 |
| S1 |
2,739.7 |
2,739.7 |
2,770.4 |
2,767.0 |
| S2 |
2,700.3 |
2,700.3 |
2,761.8 |
|
| S3 |
2,606.3 |
2,645.7 |
2,753.2 |
|
| S4 |
2,512.3 |
2,551.7 |
2,727.3 |
|
|
| 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 |
2,755.0 |
94.0 |
3.4% |
56.6 |
2.0% |
26% |
False |
False |
1,006,487 |
| 10 |
2,849.0 |
2,706.0 |
143.0 |
5.1% |
55.6 |
2.0% |
51% |
False |
False |
1,034,124 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.6% |
61.3 |
2.2% |
74% |
False |
False |
1,115,887 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
12.8% |
63.8 |
2.3% |
80% |
False |
False |
1,173,640 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
15.0% |
71.0 |
2.6% |
83% |
False |
False |
793,155 |
| 80 |
2,950.0 |
2,350.0 |
600.0 |
21.6% |
75.8 |
2.7% |
72% |
False |
False |
595,348 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.6% |
67.7 |
2.4% |
71% |
False |
False |
477,126 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.6% |
61.3 |
2.2% |
71% |
False |
False |
398,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,173.5 |
|
2.618 |
3,046.2 |
|
1.618 |
2,968.2 |
|
1.000 |
2,920.0 |
|
0.618 |
2,890.2 |
|
HIGH |
2,842.0 |
|
0.618 |
2,812.2 |
|
0.500 |
2,803.0 |
|
0.382 |
2,793.8 |
|
LOW |
2,764.0 |
|
0.618 |
2,715.8 |
|
1.000 |
2,686.0 |
|
1.618 |
2,637.8 |
|
2.618 |
2,559.8 |
|
4.250 |
2,432.5 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,803.0 |
2,806.5 |
| PP |
2,795.0 |
2,797.3 |
| S1 |
2,787.0 |
2,788.2 |
|