| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,646.0 |
2,595.0 |
-51.0 |
-1.9% |
2,712.0 |
| High |
2,646.0 |
2,623.0 |
-23.0 |
-0.9% |
2,752.0 |
| Low |
2,584.0 |
2,552.0 |
-32.0 |
-1.2% |
2,633.0 |
| Close |
2,614.0 |
2,590.0 |
-24.0 |
-0.9% |
2,645.0 |
| Range |
62.0 |
71.0 |
9.0 |
14.5% |
119.0 |
| ATR |
61.4 |
62.0 |
0.7 |
1.1% |
0.0 |
| Volume |
1,380,240 |
1,536,792 |
156,552 |
11.3% |
4,677,782 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.3 |
2,766.7 |
2,629.1 |
|
| R3 |
2,730.3 |
2,695.7 |
2,609.5 |
|
| R2 |
2,659.3 |
2,659.3 |
2,603.0 |
|
| R1 |
2,624.7 |
2,624.7 |
2,596.5 |
2,606.5 |
| PP |
2,588.3 |
2,588.3 |
2,588.3 |
2,579.3 |
| S1 |
2,553.7 |
2,553.7 |
2,583.5 |
2,535.5 |
| S2 |
2,517.3 |
2,517.3 |
2,577.0 |
|
| S3 |
2,446.3 |
2,482.7 |
2,570.5 |
|
| S4 |
2,375.3 |
2,411.7 |
2,551.0 |
|
|
| 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 |
2,552.0 |
200.0 |
7.7% |
66.8 |
2.6% |
19% |
False |
True |
1,137,465 |
| 10 |
2,752.0 |
2,552.0 |
200.0 |
7.7% |
56.3 |
2.2% |
19% |
False |
True |
1,079,720 |
| 20 |
2,849.0 |
2,552.0 |
297.0 |
11.5% |
57.2 |
2.2% |
13% |
False |
True |
1,058,796 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.8% |
61.7 |
2.4% |
27% |
False |
False |
1,149,790 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.9% |
64.4 |
2.5% |
33% |
False |
False |
1,021,000 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
19.3% |
73.6 |
2.8% |
48% |
False |
False |
766,626 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
70.1 |
2.7% |
40% |
False |
False |
613,616 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.2% |
63.9 |
2.5% |
40% |
False |
False |
512,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.8 |
|
2.618 |
2,808.9 |
|
1.618 |
2,737.9 |
|
1.000 |
2,694.0 |
|
0.618 |
2,666.9 |
|
HIGH |
2,623.0 |
|
0.618 |
2,595.9 |
|
0.500 |
2,587.5 |
|
0.382 |
2,579.1 |
|
LOW |
2,552.0 |
|
0.618 |
2,508.1 |
|
1.000 |
2,481.0 |
|
1.618 |
2,437.1 |
|
2.618 |
2,366.1 |
|
4.250 |
2,250.3 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.2 |
2,618.0 |
| PP |
2,588.3 |
2,608.7 |
| S1 |
2,587.5 |
2,599.3 |
|