| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,714.0 |
2,720.0 |
6.0 |
0.2% |
2,814.0 |
| High |
2,740.0 |
2,748.0 |
8.0 |
0.3% |
2,840.0 |
| Low |
2,704.0 |
2,707.0 |
3.0 |
0.1% |
2,686.0 |
| Close |
2,736.0 |
2,730.0 |
-6.0 |
-0.2% |
2,706.0 |
| Range |
36.0 |
41.0 |
5.0 |
13.9% |
154.0 |
| ATR |
60.8 |
59.3 |
-1.4 |
-2.3% |
0.0 |
| Volume |
978,285 |
989,294 |
11,009 |
1.1% |
5,232,257 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.3 |
2,831.7 |
2,752.6 |
|
| R3 |
2,810.3 |
2,790.7 |
2,741.3 |
|
| R2 |
2,769.3 |
2,769.3 |
2,737.5 |
|
| R1 |
2,749.7 |
2,749.7 |
2,733.8 |
2,759.5 |
| PP |
2,728.3 |
2,728.3 |
2,728.3 |
2,733.3 |
| S1 |
2,708.7 |
2,708.7 |
2,726.2 |
2,718.5 |
| S2 |
2,687.3 |
2,687.3 |
2,722.5 |
|
| S3 |
2,646.3 |
2,667.7 |
2,718.7 |
|
| S4 |
2,605.3 |
2,626.7 |
2,707.5 |
|
|
| 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 |
2,748.0 |
2,671.0 |
77.0 |
2.8% |
45.8 |
1.7% |
77% |
True |
False |
1,021,974 |
| 10 |
2,849.0 |
2,671.0 |
178.0 |
6.5% |
50.2 |
1.8% |
33% |
False |
False |
1,009,915 |
| 20 |
2,849.0 |
2,610.0 |
239.0 |
8.8% |
54.9 |
2.0% |
50% |
False |
False |
1,045,203 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.1% |
62.1 |
2.3% |
67% |
False |
False |
1,182,708 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.1% |
64.8 |
2.4% |
69% |
False |
False |
926,678 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
18.3% |
74.2 |
2.7% |
76% |
False |
False |
695,677 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
68.5 |
2.5% |
63% |
False |
False |
556,769 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.0% |
62.4 |
2.3% |
63% |
False |
False |
465,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,922.3 |
|
2.618 |
2,855.3 |
|
1.618 |
2,814.3 |
|
1.000 |
2,789.0 |
|
0.618 |
2,773.3 |
|
HIGH |
2,748.0 |
|
0.618 |
2,732.3 |
|
0.500 |
2,727.5 |
|
0.382 |
2,722.7 |
|
LOW |
2,707.0 |
|
0.618 |
2,681.7 |
|
1.000 |
2,666.0 |
|
1.618 |
2,640.7 |
|
2.618 |
2,599.7 |
|
4.250 |
2,532.8 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,729.2 |
2,723.2 |
| PP |
2,728.3 |
2,716.3 |
| S1 |
2,727.5 |
2,709.5 |
|