| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,595.0 |
2,648.0 |
53.0 |
2.0% |
2,645.0 |
| High |
2,647.0 |
2,652.0 |
5.0 |
0.2% |
2,684.0 |
| Low |
2,575.0 |
2,598.0 |
23.0 |
0.9% |
2,552.0 |
| Close |
2,630.0 |
2,619.0 |
-11.0 |
-0.4% |
2,630.0 |
| Range |
72.0 |
54.0 |
-18.0 |
-25.0% |
132.0 |
| ATR |
61.6 |
61.0 |
-0.5 |
-0.9% |
0.0 |
| Volume |
1,456,710 |
0 |
-1,456,710 |
-100.0% |
6,451,301 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,785.0 |
2,756.0 |
2,648.7 |
|
| R3 |
2,731.0 |
2,702.0 |
2,633.9 |
|
| R2 |
2,677.0 |
2,677.0 |
2,628.9 |
|
| R1 |
2,648.0 |
2,648.0 |
2,624.0 |
2,635.5 |
| PP |
2,623.0 |
2,623.0 |
2,623.0 |
2,616.8 |
| S1 |
2,594.0 |
2,594.0 |
2,614.1 |
2,581.5 |
| S2 |
2,569.0 |
2,569.0 |
2,609.1 |
|
| S3 |
2,515.0 |
2,540.0 |
2,604.2 |
|
| S4 |
2,461.0 |
2,486.0 |
2,589.3 |
|
|
| 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 |
2,652.0 |
2,552.0 |
100.0 |
3.8% |
60.6 |
2.3% |
67% |
True |
False |
1,109,923 |
| 10 |
2,752.0 |
2,552.0 |
200.0 |
7.6% |
58.1 |
2.2% |
34% |
False |
False |
1,028,749 |
| 20 |
2,849.0 |
2,552.0 |
297.0 |
11.3% |
54.6 |
2.1% |
23% |
False |
False |
1,012,626 |
| 40 |
2,849.0 |
2,511.0 |
338.0 |
12.9% |
60.9 |
2.3% |
32% |
False |
False |
1,099,057 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.7% |
62.4 |
2.4% |
40% |
False |
False |
1,064,543 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.9% |
69.3 |
2.6% |
45% |
False |
False |
799,456 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
70.7 |
2.7% |
45% |
False |
False |
639,921 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
22.9% |
64.7 |
2.5% |
45% |
False |
False |
534,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,881.5 |
|
2.618 |
2,793.4 |
|
1.618 |
2,739.4 |
|
1.000 |
2,706.0 |
|
0.618 |
2,685.4 |
|
HIGH |
2,652.0 |
|
0.618 |
2,631.4 |
|
0.500 |
2,625.0 |
|
0.382 |
2,618.6 |
|
LOW |
2,598.0 |
|
0.618 |
2,564.6 |
|
1.000 |
2,544.0 |
|
1.618 |
2,510.6 |
|
2.618 |
2,456.6 |
|
4.250 |
2,368.5 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,625.0 |
2,617.2 |
| PP |
2,623.0 |
2,615.3 |
| S1 |
2,621.0 |
2,613.5 |
|