| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,737.0 |
2,712.0 |
-25.0 |
-0.9% |
2,814.0 |
| High |
2,748.0 |
2,722.0 |
-26.0 |
-0.9% |
2,840.0 |
| Low |
2,686.0 |
2,671.0 |
-15.0 |
-0.6% |
2,686.0 |
| Close |
2,706.0 |
2,694.0 |
-12.0 |
-0.4% |
2,706.0 |
| Range |
62.0 |
51.0 |
-11.0 |
-17.7% |
154.0 |
| ATR |
62.7 |
61.9 |
-0.8 |
-1.3% |
0.0 |
| Volume |
1,122,453 |
841,590 |
-280,863 |
-25.0% |
5,232,257 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,848.7 |
2,822.3 |
2,722.1 |
|
| R3 |
2,797.7 |
2,771.3 |
2,708.0 |
|
| R2 |
2,746.7 |
2,746.7 |
2,703.4 |
|
| R1 |
2,720.3 |
2,720.3 |
2,698.7 |
2,708.0 |
| PP |
2,695.7 |
2,695.7 |
2,695.7 |
2,689.5 |
| S1 |
2,669.3 |
2,669.3 |
2,689.3 |
2,657.0 |
| S2 |
2,644.7 |
2,644.7 |
2,684.7 |
|
| S3 |
2,593.7 |
2,618.3 |
2,680.0 |
|
| S4 |
2,542.7 |
2,567.3 |
2,666.0 |
|
|
| 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 |
2,822.0 |
2,671.0 |
151.0 |
5.6% |
55.4 |
2.1% |
15% |
False |
True |
1,091,259 |
| 10 |
2,849.0 |
2,671.0 |
178.0 |
6.6% |
51.0 |
1.9% |
13% |
False |
True |
996,504 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.9% |
58.4 |
2.2% |
42% |
False |
False |
1,073,683 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.3% |
63.7 |
2.4% |
57% |
False |
False |
1,188,318 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
15.5% |
66.1 |
2.5% |
63% |
False |
False |
894,254 |
| 80 |
2,890.0 |
2,350.0 |
540.0 |
20.0% |
75.3 |
2.8% |
64% |
False |
False |
671,100 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
68.4 |
2.5% |
57% |
False |
False |
537,112 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.3% |
62.5 |
2.3% |
57% |
False |
False |
448,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,938.8 |
|
2.618 |
2,855.5 |
|
1.618 |
2,804.5 |
|
1.000 |
2,773.0 |
|
0.618 |
2,753.5 |
|
HIGH |
2,722.0 |
|
0.618 |
2,702.5 |
|
0.500 |
2,696.5 |
|
0.382 |
2,690.5 |
|
LOW |
2,671.0 |
|
0.618 |
2,639.5 |
|
1.000 |
2,620.0 |
|
1.618 |
2,588.5 |
|
2.618 |
2,537.5 |
|
4.250 |
2,454.3 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.5 |
2,709.5 |
| PP |
2,695.7 |
2,704.3 |
| S1 |
2,694.8 |
2,699.2 |
|