| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,734.0 |
2,672.0 |
-62.0 |
-2.3% |
2,712.0 |
| High |
2,752.0 |
2,691.0 |
-61.0 |
-2.2% |
2,752.0 |
| Low |
2,654.0 |
2,633.0 |
-21.0 |
-0.8% |
2,633.0 |
| Close |
2,677.0 |
2,645.0 |
-32.0 |
-1.2% |
2,645.0 |
| Range |
98.0 |
58.0 |
-40.0 |
-40.8% |
119.0 |
| ATR |
62.1 |
61.8 |
-0.3 |
-0.5% |
0.0 |
| Volume |
1,868,613 |
0 |
-1,868,613 |
-100.0% |
4,677,782 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.3 |
2,795.7 |
2,676.9 |
|
| R3 |
2,772.3 |
2,737.7 |
2,661.0 |
|
| R2 |
2,714.3 |
2,714.3 |
2,655.6 |
|
| R1 |
2,679.7 |
2,679.7 |
2,650.3 |
2,668.0 |
| PP |
2,656.3 |
2,656.3 |
2,656.3 |
2,650.5 |
| S1 |
2,621.7 |
2,621.7 |
2,639.7 |
2,610.0 |
| S2 |
2,598.3 |
2,598.3 |
2,634.4 |
|
| S3 |
2,540.3 |
2,563.7 |
2,629.1 |
|
| S4 |
2,482.3 |
2,505.7 |
2,613.1 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
2,958.3 |
2,710.5 |
|
| R3 |
2,914.7 |
2,839.3 |
2,677.7 |
|
| R2 |
2,795.7 |
2,795.7 |
2,666.8 |
|
| R1 |
2,720.3 |
2,720.3 |
2,655.9 |
2,698.5 |
| PP |
2,676.7 |
2,676.7 |
2,676.7 |
2,665.8 |
| S1 |
2,601.3 |
2,601.3 |
2,634.1 |
2,579.5 |
| S2 |
2,557.7 |
2,557.7 |
2,623.2 |
|
| S3 |
2,438.7 |
2,482.3 |
2,612.3 |
|
| S4 |
2,319.7 |
2,363.3 |
2,579.6 |
|
|
| 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 |
2,633.0 |
119.0 |
4.5% |
56.8 |
2.1% |
10% |
False |
True |
935,556 |
| 10 |
2,840.0 |
2,633.0 |
207.0 |
7.8% |
54.2 |
2.0% |
6% |
False |
True |
991,003 |
| 20 |
2,849.0 |
2,633.0 |
216.0 |
8.2% |
54.9 |
2.1% |
6% |
False |
True |
1,012,564 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.5% |
62.4 |
2.4% |
43% |
False |
False |
1,158,514 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.6% |
64.3 |
2.4% |
47% |
False |
False |
957,732 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
18.9% |
74.3 |
2.8% |
59% |
False |
False |
718,922 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.7% |
69.4 |
2.6% |
49% |
False |
False |
575,440 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.7% |
63.3 |
2.4% |
49% |
False |
False |
480,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.5 |
|
2.618 |
2,842.8 |
|
1.618 |
2,784.8 |
|
1.000 |
2,749.0 |
|
0.618 |
2,726.8 |
|
HIGH |
2,691.0 |
|
0.618 |
2,668.8 |
|
0.500 |
2,662.0 |
|
0.382 |
2,655.2 |
|
LOW |
2,633.0 |
|
0.618 |
2,597.2 |
|
1.000 |
2,575.0 |
|
1.618 |
2,539.2 |
|
2.618 |
2,481.2 |
|
4.250 |
2,386.5 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,662.0 |
2,692.5 |
| PP |
2,656.3 |
2,676.7 |
| S1 |
2,650.7 |
2,660.8 |
|