| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,734.0 |
14.0 |
0.5% |
2,814.0 |
| High |
2,748.0 |
2,752.0 |
4.0 |
0.1% |
2,840.0 |
| Low |
2,707.0 |
2,654.0 |
-53.0 |
-2.0% |
2,686.0 |
| Close |
2,730.0 |
2,677.0 |
-53.0 |
-1.9% |
2,706.0 |
| Range |
41.0 |
98.0 |
57.0 |
139.0% |
154.0 |
| ATR |
59.3 |
62.1 |
2.8 |
4.7% |
0.0 |
| Volume |
989,294 |
1,868,613 |
879,319 |
88.9% |
5,232,257 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,988.3 |
2,930.7 |
2,730.9 |
|
| R3 |
2,890.3 |
2,832.7 |
2,704.0 |
|
| R2 |
2,792.3 |
2,792.3 |
2,695.0 |
|
| R1 |
2,734.7 |
2,734.7 |
2,686.0 |
2,714.5 |
| PP |
2,694.3 |
2,694.3 |
2,694.3 |
2,684.3 |
| S1 |
2,636.7 |
2,636.7 |
2,668.0 |
2,616.5 |
| S2 |
2,596.3 |
2,596.3 |
2,659.0 |
|
| S3 |
2,498.3 |
2,538.7 |
2,650.1 |
|
| S4 |
2,400.3 |
2,440.7 |
2,623.1 |
|
|
| 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 |
2,752.0 |
2,654.0 |
98.0 |
3.7% |
57.6 |
2.2% |
23% |
True |
True |
1,160,047 |
| 10 |
2,842.0 |
2,654.0 |
188.0 |
7.0% |
56.2 |
2.1% |
12% |
False |
True |
1,112,479 |
| 20 |
2,849.0 |
2,654.0 |
195.0 |
7.3% |
54.4 |
2.0% |
12% |
False |
True |
1,069,111 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.3% |
63.3 |
2.4% |
52% |
False |
False |
1,197,798 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.4% |
65.2 |
2.4% |
55% |
False |
False |
957,746 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
18.6% |
74.4 |
2.8% |
66% |
False |
False |
718,927 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
69.1 |
2.6% |
54% |
False |
False |
575,441 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.5% |
63.0 |
2.4% |
54% |
False |
False |
480,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,168.5 |
|
2.618 |
3,008.6 |
|
1.618 |
2,910.6 |
|
1.000 |
2,850.0 |
|
0.618 |
2,812.6 |
|
HIGH |
2,752.0 |
|
0.618 |
2,714.6 |
|
0.500 |
2,703.0 |
|
0.382 |
2,691.4 |
|
LOW |
2,654.0 |
|
0.618 |
2,593.4 |
|
1.000 |
2,556.0 |
|
1.618 |
2,495.4 |
|
2.618 |
2,397.4 |
|
4.250 |
2,237.5 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.0 |
2,703.0 |
| PP |
2,694.3 |
2,694.3 |
| S1 |
2,685.7 |
2,685.7 |
|