| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,795.0 |
2,711.0 |
-84.0 |
-3.0% |
2,761.0 |
| High |
2,795.0 |
2,736.0 |
-59.0 |
-2.1% |
2,849.0 |
| Low |
2,711.0 |
2,697.0 |
-14.0 |
-0.5% |
2,755.0 |
| Close |
2,726.0 |
2,724.0 |
-2.0 |
-0.1% |
2,779.0 |
| Range |
84.0 |
39.0 |
-45.0 |
-53.6% |
94.0 |
| ATR |
64.6 |
62.8 |
-1.8 |
-2.8% |
0.0 |
| Volume |
1,322,730 |
1,178,252 |
-144,478 |
-10.9% |
5,032,435 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,836.0 |
2,819.0 |
2,745.5 |
|
| R3 |
2,797.0 |
2,780.0 |
2,734.7 |
|
| R2 |
2,758.0 |
2,758.0 |
2,731.2 |
|
| R1 |
2,741.0 |
2,741.0 |
2,727.6 |
2,749.5 |
| PP |
2,719.0 |
2,719.0 |
2,719.0 |
2,723.3 |
| S1 |
2,702.0 |
2,702.0 |
2,720.4 |
2,710.5 |
| S2 |
2,680.0 |
2,680.0 |
2,716.9 |
|
| S3 |
2,641.0 |
2,663.0 |
2,713.3 |
|
| S4 |
2,602.0 |
2,624.0 |
2,702.6 |
|
|
| 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 |
2,842.0 |
2,697.0 |
145.0 |
5.3% |
54.8 |
2.0% |
19% |
False |
True |
1,064,911 |
| 10 |
2,849.0 |
2,697.0 |
152.0 |
5.6% |
53.7 |
2.0% |
18% |
False |
True |
1,044,437 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.8% |
60.6 |
2.2% |
53% |
False |
False |
1,100,137 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.1% |
62.8 |
2.3% |
65% |
False |
False |
1,202,420 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
15.3% |
68.1 |
2.5% |
70% |
False |
False |
861,594 |
| 80 |
2,890.0 |
2,350.0 |
540.0 |
19.8% |
75.6 |
2.8% |
69% |
False |
False |
646,607 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
68.2 |
2.5% |
62% |
False |
False |
517,479 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.1% |
61.8 |
2.3% |
62% |
False |
False |
432,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,901.8 |
|
2.618 |
2,838.1 |
|
1.618 |
2,799.1 |
|
1.000 |
2,775.0 |
|
0.618 |
2,760.1 |
|
HIGH |
2,736.0 |
|
0.618 |
2,721.1 |
|
0.500 |
2,716.5 |
|
0.382 |
2,711.9 |
|
LOW |
2,697.0 |
|
0.618 |
2,672.9 |
|
1.000 |
2,658.0 |
|
1.618 |
2,633.9 |
|
2.618 |
2,594.9 |
|
4.250 |
2,531.3 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,721.5 |
2,759.5 |
| PP |
2,719.0 |
2,747.7 |
| S1 |
2,716.5 |
2,735.8 |
|