| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,711.0 |
2,737.0 |
26.0 |
1.0% |
2,814.0 |
| High |
2,736.0 |
2,748.0 |
12.0 |
0.4% |
2,840.0 |
| Low |
2,697.0 |
2,686.0 |
-11.0 |
-0.4% |
2,686.0 |
| Close |
2,724.0 |
2,706.0 |
-18.0 |
-0.7% |
2,706.0 |
| Range |
39.0 |
62.0 |
23.0 |
59.0% |
154.0 |
| ATR |
62.8 |
62.7 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1,178,252 |
1,122,453 |
-55,799 |
-4.7% |
5,232,257 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.3 |
2,864.7 |
2,740.1 |
|
| R3 |
2,837.3 |
2,802.7 |
2,723.1 |
|
| R2 |
2,775.3 |
2,775.3 |
2,717.4 |
|
| R1 |
2,740.7 |
2,740.7 |
2,711.7 |
2,727.0 |
| PP |
2,713.3 |
2,713.3 |
2,713.3 |
2,706.5 |
| S1 |
2,678.7 |
2,678.7 |
2,700.3 |
2,665.0 |
| S2 |
2,651.3 |
2,651.3 |
2,694.6 |
|
| S3 |
2,589.3 |
2,616.7 |
2,689.0 |
|
| S4 |
2,527.3 |
2,554.7 |
2,671.9 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.0 |
3,110.0 |
2,790.7 |
|
| R3 |
3,052.0 |
2,956.0 |
2,748.4 |
|
| R2 |
2,898.0 |
2,898.0 |
2,734.2 |
|
| R1 |
2,802.0 |
2,802.0 |
2,720.1 |
2,773.0 |
| PP |
2,744.0 |
2,744.0 |
2,744.0 |
2,729.5 |
| S1 |
2,648.0 |
2,648.0 |
2,691.9 |
2,619.0 |
| S2 |
2,590.0 |
2,590.0 |
2,677.8 |
|
| S3 |
2,436.0 |
2,494.0 |
2,663.7 |
|
| S4 |
2,282.0 |
2,340.0 |
2,621.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,840.0 |
2,686.0 |
154.0 |
5.7% |
51.6 |
1.9% |
13% |
False |
True |
1,046,451 |
| 10 |
2,849.0 |
2,686.0 |
163.0 |
6.0% |
54.1 |
2.0% |
12% |
False |
True |
1,026,469 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.9% |
58.3 |
2.2% |
46% |
False |
False |
1,084,193 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.2% |
63.3 |
2.3% |
60% |
False |
False |
1,199,180 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
15.4% |
66.8 |
2.5% |
66% |
False |
False |
880,269 |
| 80 |
2,890.0 |
2,350.0 |
540.0 |
20.0% |
75.3 |
2.8% |
66% |
False |
False |
660,625 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
68.4 |
2.5% |
59% |
False |
False |
528,701 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.2% |
62.2 |
2.3% |
59% |
False |
False |
441,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.5 |
|
2.618 |
2,910.3 |
|
1.618 |
2,848.3 |
|
1.000 |
2,810.0 |
|
0.618 |
2,786.3 |
|
HIGH |
2,748.0 |
|
0.618 |
2,724.3 |
|
0.500 |
2,717.0 |
|
0.382 |
2,709.7 |
|
LOW |
2,686.0 |
|
0.618 |
2,647.7 |
|
1.000 |
2,624.0 |
|
1.618 |
2,585.7 |
|
2.618 |
2,523.7 |
|
4.250 |
2,422.5 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.0 |
2,740.5 |
| PP |
2,713.3 |
2,729.0 |
| S1 |
2,709.7 |
2,717.5 |
|