| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,817.0 |
2,795.0 |
-22.0 |
-0.8% |
2,761.0 |
| High |
2,822.0 |
2,795.0 |
-27.0 |
-1.0% |
2,849.0 |
| Low |
2,781.0 |
2,711.0 |
-70.0 |
-2.5% |
2,755.0 |
| Close |
2,796.0 |
2,726.0 |
-70.0 |
-2.5% |
2,779.0 |
| Range |
41.0 |
84.0 |
43.0 |
104.9% |
94.0 |
| ATR |
63.1 |
64.6 |
1.6 |
2.5% |
0.0 |
| Volume |
991,273 |
1,322,730 |
331,457 |
33.4% |
5,032,435 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.0 |
2,945.0 |
2,772.2 |
|
| R3 |
2,912.0 |
2,861.0 |
2,749.1 |
|
| R2 |
2,828.0 |
2,828.0 |
2,741.4 |
|
| R1 |
2,777.0 |
2,777.0 |
2,733.7 |
2,760.5 |
| PP |
2,744.0 |
2,744.0 |
2,744.0 |
2,735.8 |
| S1 |
2,693.0 |
2,693.0 |
2,718.3 |
2,676.5 |
| S2 |
2,660.0 |
2,660.0 |
2,710.6 |
|
| S3 |
2,576.0 |
2,609.0 |
2,702.9 |
|
| S4 |
2,492.0 |
2,525.0 |
2,679.8 |
|
|
| 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 |
2,711.0 |
138.0 |
5.1% |
54.6 |
2.0% |
11% |
False |
True |
997,855 |
| 10 |
2,849.0 |
2,707.0 |
142.0 |
5.2% |
58.0 |
2.1% |
13% |
False |
False |
1,037,873 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.8% |
61.9 |
2.3% |
54% |
False |
False |
1,107,801 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.1% |
63.2 |
2.3% |
66% |
False |
False |
1,207,041 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
15.3% |
68.6 |
2.5% |
71% |
False |
False |
841,966 |
| 80 |
2,915.0 |
2,350.0 |
565.0 |
20.7% |
75.7 |
2.8% |
67% |
False |
False |
631,931 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
68.3 |
2.5% |
63% |
False |
False |
505,733 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
61.7 |
2.3% |
63% |
False |
False |
422,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,152.0 |
|
2.618 |
3,014.9 |
|
1.618 |
2,930.9 |
|
1.000 |
2,879.0 |
|
0.618 |
2,846.9 |
|
HIGH |
2,795.0 |
|
0.618 |
2,762.9 |
|
0.500 |
2,753.0 |
|
0.382 |
2,743.1 |
|
LOW |
2,711.0 |
|
0.618 |
2,659.1 |
|
1.000 |
2,627.0 |
|
1.618 |
2,575.1 |
|
2.618 |
2,491.1 |
|
4.250 |
2,354.0 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,753.0 |
2,775.5 |
| PP |
2,744.0 |
2,759.0 |
| S1 |
2,735.0 |
2,742.5 |
|