| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,645.0 |
2,646.0 |
1.0 |
0.0% |
2,712.0 |
| High |
2,684.0 |
2,646.0 |
-38.0 |
-1.4% |
2,752.0 |
| Low |
2,639.0 |
2,584.0 |
-55.0 |
-2.1% |
2,633.0 |
| Close |
2,655.0 |
2,614.0 |
-41.0 |
-1.5% |
2,645.0 |
| Range |
45.0 |
62.0 |
17.0 |
37.8% |
119.0 |
| ATR |
60.6 |
61.4 |
0.7 |
1.2% |
0.0 |
| Volume |
901,683 |
1,380,240 |
478,557 |
53.1% |
4,677,782 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.7 |
2,769.3 |
2,648.1 |
|
| R3 |
2,738.7 |
2,707.3 |
2,631.1 |
|
| R2 |
2,676.7 |
2,676.7 |
2,625.4 |
|
| R1 |
2,645.3 |
2,645.3 |
2,619.7 |
2,630.0 |
| PP |
2,614.7 |
2,614.7 |
2,614.7 |
2,607.0 |
| S1 |
2,583.3 |
2,583.3 |
2,608.3 |
2,568.0 |
| S2 |
2,552.7 |
2,552.7 |
2,602.6 |
|
| S3 |
2,490.7 |
2,521.3 |
2,597.0 |
|
| S4 |
2,428.7 |
2,459.3 |
2,579.9 |
|
|
| 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 |
2,584.0 |
168.0 |
6.4% |
60.8 |
2.3% |
18% |
False |
True |
1,027,966 |
| 10 |
2,795.0 |
2,584.0 |
211.0 |
8.1% |
57.6 |
2.2% |
14% |
False |
True |
1,058,314 |
| 20 |
2,849.0 |
2,584.0 |
265.0 |
10.1% |
55.6 |
2.1% |
11% |
False |
True |
1,027,253 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.7% |
62.3 |
2.4% |
34% |
False |
False |
1,156,125 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.8% |
64.5 |
2.5% |
39% |
False |
False |
995,702 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
19.1% |
74.3 |
2.8% |
53% |
False |
False |
747,437 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
69.7 |
2.7% |
44% |
False |
False |
598,255 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
63.7 |
2.4% |
44% |
False |
False |
499,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.5 |
|
2.618 |
2,808.3 |
|
1.618 |
2,746.3 |
|
1.000 |
2,708.0 |
|
0.618 |
2,684.3 |
|
HIGH |
2,646.0 |
|
0.618 |
2,622.3 |
|
0.500 |
2,615.0 |
|
0.382 |
2,607.7 |
|
LOW |
2,584.0 |
|
0.618 |
2,545.7 |
|
1.000 |
2,522.0 |
|
1.618 |
2,483.7 |
|
2.618 |
2,421.7 |
|
4.250 |
2,320.5 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,615.0 |
2,637.5 |
| PP |
2,614.7 |
2,629.7 |
| S1 |
2,614.3 |
2,621.8 |
|