| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,672.0 |
2,645.0 |
-27.0 |
-1.0% |
2,712.0 |
| High |
2,691.0 |
2,684.0 |
-7.0 |
-0.3% |
2,752.0 |
| Low |
2,633.0 |
2,639.0 |
6.0 |
0.2% |
2,633.0 |
| Close |
2,645.0 |
2,655.0 |
10.0 |
0.4% |
2,645.0 |
| Range |
58.0 |
45.0 |
-13.0 |
-22.4% |
119.0 |
| ATR |
61.8 |
60.6 |
-1.2 |
-1.9% |
0.0 |
| Volume |
0 |
901,683 |
901,683 |
|
4,677,782 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.3 |
2,769.7 |
2,679.8 |
|
| R3 |
2,749.3 |
2,724.7 |
2,667.4 |
|
| R2 |
2,704.3 |
2,704.3 |
2,663.3 |
|
| R1 |
2,679.7 |
2,679.7 |
2,659.1 |
2,692.0 |
| PP |
2,659.3 |
2,659.3 |
2,659.3 |
2,665.5 |
| S1 |
2,634.7 |
2,634.7 |
2,650.9 |
2,647.0 |
| S2 |
2,614.3 |
2,614.3 |
2,646.8 |
|
| S3 |
2,569.3 |
2,589.7 |
2,642.6 |
|
| S4 |
2,524.3 |
2,544.7 |
2,630.3 |
|
|
| 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% |
55.6 |
2.1% |
18% |
False |
False |
947,575 |
| 10 |
2,822.0 |
2,633.0 |
189.0 |
7.1% |
55.5 |
2.1% |
12% |
False |
False |
1,019,417 |
| 20 |
2,849.0 |
2,633.0 |
216.0 |
8.1% |
55.1 |
2.1% |
10% |
False |
False |
1,016,703 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.4% |
62.3 |
2.3% |
46% |
False |
False |
1,149,123 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.5% |
63.8 |
2.4% |
50% |
False |
False |
972,712 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
18.8% |
74.2 |
2.8% |
61% |
False |
False |
730,188 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
69.5 |
2.6% |
51% |
False |
False |
584,455 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.6% |
63.4 |
2.4% |
51% |
False |
False |
488,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.3 |
|
2.618 |
2,801.8 |
|
1.618 |
2,756.8 |
|
1.000 |
2,729.0 |
|
0.618 |
2,711.8 |
|
HIGH |
2,684.0 |
|
0.618 |
2,666.8 |
|
0.500 |
2,661.5 |
|
0.382 |
2,656.2 |
|
LOW |
2,639.0 |
|
0.618 |
2,611.2 |
|
1.000 |
2,594.0 |
|
1.618 |
2,566.2 |
|
2.618 |
2,521.2 |
|
4.250 |
2,447.8 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,661.5 |
2,692.5 |
| PP |
2,659.3 |
2,680.0 |
| S1 |
2,657.2 |
2,667.5 |
|