| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,601.0 |
2,595.0 |
-6.0 |
-0.2% |
2,645.0 |
| High |
2,619.0 |
2,647.0 |
28.0 |
1.1% |
2,684.0 |
| Low |
2,575.0 |
2,575.0 |
0.0 |
0.0% |
2,552.0 |
| Close |
2,601.0 |
2,630.0 |
29.0 |
1.1% |
2,630.0 |
| Range |
44.0 |
72.0 |
28.0 |
63.6% |
132.0 |
| ATR |
60.8 |
61.6 |
0.8 |
1.3% |
0.0 |
| Volume |
1,175,876 |
1,456,710 |
280,834 |
23.9% |
6,451,301 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.3 |
2,803.7 |
2,669.6 |
|
| R3 |
2,761.3 |
2,731.7 |
2,649.8 |
|
| R2 |
2,689.3 |
2,689.3 |
2,643.2 |
|
| R1 |
2,659.7 |
2,659.7 |
2,636.6 |
2,674.5 |
| PP |
2,617.3 |
2,617.3 |
2,617.3 |
2,624.8 |
| S1 |
2,587.7 |
2,587.7 |
2,623.4 |
2,602.5 |
| S2 |
2,545.3 |
2,545.3 |
2,616.8 |
|
| S3 |
2,473.3 |
2,515.7 |
2,610.2 |
|
| S4 |
2,401.3 |
2,443.7 |
2,590.4 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,018.0 |
2,956.0 |
2,702.6 |
|
| R3 |
2,886.0 |
2,824.0 |
2,666.3 |
|
| R2 |
2,754.0 |
2,754.0 |
2,654.2 |
|
| R1 |
2,692.0 |
2,692.0 |
2,642.1 |
2,657.0 |
| PP |
2,622.0 |
2,622.0 |
2,622.0 |
2,604.5 |
| S1 |
2,560.0 |
2,560.0 |
2,617.9 |
2,525.0 |
| S2 |
2,490.0 |
2,490.0 |
2,605.8 |
|
| S3 |
2,358.0 |
2,428.0 |
2,593.7 |
|
| S4 |
2,226.0 |
2,296.0 |
2,557.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,684.0 |
2,552.0 |
132.0 |
5.0% |
58.8 |
2.2% |
59% |
False |
False |
1,290,260 |
| 10 |
2,752.0 |
2,552.0 |
200.0 |
7.6% |
57.8 |
2.2% |
39% |
False |
False |
1,112,908 |
| 20 |
2,849.0 |
2,552.0 |
297.0 |
11.3% |
56.0 |
2.1% |
26% |
False |
False |
1,069,688 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.6% |
61.4 |
2.3% |
39% |
False |
False |
1,130,510 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.7% |
63.9 |
2.4% |
43% |
False |
False |
1,064,731 |
| 80 |
2,849.0 |
2,419.0 |
430.0 |
16.3% |
70.4 |
2.7% |
49% |
False |
False |
799,487 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
70.5 |
2.7% |
47% |
False |
False |
639,928 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
64.5 |
2.5% |
47% |
False |
False |
534,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,953.0 |
|
2.618 |
2,835.5 |
|
1.618 |
2,763.5 |
|
1.000 |
2,719.0 |
|
0.618 |
2,691.5 |
|
HIGH |
2,647.0 |
|
0.618 |
2,619.5 |
|
0.500 |
2,611.0 |
|
0.382 |
2,602.5 |
|
LOW |
2,575.0 |
|
0.618 |
2,530.5 |
|
1.000 |
2,503.0 |
|
1.618 |
2,458.5 |
|
2.618 |
2,386.5 |
|
4.250 |
2,269.0 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,623.7 |
2,619.8 |
| PP |
2,617.3 |
2,609.7 |
| S1 |
2,611.0 |
2,599.5 |
|