| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,712.0 |
2,714.0 |
2.0 |
0.1% |
2,814.0 |
| High |
2,722.0 |
2,740.0 |
18.0 |
0.7% |
2,840.0 |
| Low |
2,671.0 |
2,704.0 |
33.0 |
1.2% |
2,686.0 |
| Close |
2,694.0 |
2,736.0 |
42.0 |
1.6% |
2,706.0 |
| Range |
51.0 |
36.0 |
-15.0 |
-29.4% |
154.0 |
| ATR |
61.9 |
60.8 |
-1.1 |
-1.8% |
0.0 |
| Volume |
841,590 |
978,285 |
136,695 |
16.2% |
5,232,257 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.7 |
2,821.3 |
2,755.8 |
|
| R3 |
2,798.7 |
2,785.3 |
2,745.9 |
|
| R2 |
2,762.7 |
2,762.7 |
2,742.6 |
|
| R1 |
2,749.3 |
2,749.3 |
2,739.3 |
2,756.0 |
| PP |
2,726.7 |
2,726.7 |
2,726.7 |
2,730.0 |
| S1 |
2,713.3 |
2,713.3 |
2,732.7 |
2,720.0 |
| S2 |
2,690.7 |
2,690.7 |
2,729.4 |
|
| S3 |
2,654.7 |
2,677.3 |
2,726.1 |
|
| S4 |
2,618.7 |
2,641.3 |
2,716.2 |
|
|
| 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 |
2,795.0 |
2,671.0 |
124.0 |
4.5% |
54.4 |
2.0% |
52% |
False |
False |
1,088,662 |
| 10 |
2,849.0 |
2,671.0 |
178.0 |
6.5% |
51.3 |
1.9% |
37% |
False |
False |
1,010,391 |
| 20 |
2,849.0 |
2,601.0 |
248.0 |
9.1% |
56.4 |
2.1% |
54% |
False |
False |
1,059,548 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.0% |
62.9 |
2.3% |
68% |
False |
False |
1,187,339 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
15.2% |
65.5 |
2.4% |
73% |
False |
False |
910,405 |
| 80 |
2,864.0 |
2,350.0 |
514.0 |
18.8% |
75.4 |
2.8% |
75% |
False |
False |
683,327 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
68.3 |
2.5% |
64% |
False |
False |
546,883 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
62.3 |
2.3% |
64% |
False |
False |
456,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.0 |
|
2.618 |
2,834.2 |
|
1.618 |
2,798.2 |
|
1.000 |
2,776.0 |
|
0.618 |
2,762.2 |
|
HIGH |
2,740.0 |
|
0.618 |
2,726.2 |
|
0.500 |
2,722.0 |
|
0.382 |
2,717.8 |
|
LOW |
2,704.0 |
|
0.618 |
2,681.8 |
|
1.000 |
2,668.0 |
|
1.618 |
2,645.8 |
|
2.618 |
2,609.8 |
|
4.250 |
2,551.0 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.3 |
2,727.2 |
| PP |
2,726.7 |
2,718.3 |
| S1 |
2,722.0 |
2,709.5 |
|