| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,648.0 |
2,583.0 |
-65.0 |
-2.5% |
2,645.0 |
| High |
2,652.0 |
2,633.0 |
-19.0 |
-0.7% |
2,684.0 |
| Low |
2,598.0 |
2,569.0 |
-29.0 |
-1.1% |
2,552.0 |
| Close |
2,619.0 |
2,615.0 |
-4.0 |
-0.2% |
2,630.0 |
| Range |
54.0 |
64.0 |
10.0 |
18.5% |
132.0 |
| ATR |
61.0 |
61.2 |
0.2 |
0.3% |
0.0 |
| Volume |
0 |
1,412,211 |
1,412,211 |
|
6,451,301 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.7 |
2,770.3 |
2,650.2 |
|
| R3 |
2,733.7 |
2,706.3 |
2,632.6 |
|
| R2 |
2,669.7 |
2,669.7 |
2,626.7 |
|
| R1 |
2,642.3 |
2,642.3 |
2,620.9 |
2,656.0 |
| PP |
2,605.7 |
2,605.7 |
2,605.7 |
2,612.5 |
| S1 |
2,578.3 |
2,578.3 |
2,609.1 |
2,592.0 |
| S2 |
2,541.7 |
2,541.7 |
2,603.3 |
|
| S3 |
2,477.7 |
2,514.3 |
2,597.4 |
|
| S4 |
2,413.7 |
2,450.3 |
2,579.8 |
|
|
| 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% |
61.0 |
2.3% |
63% |
False |
False |
1,116,317 |
| 10 |
2,752.0 |
2,552.0 |
200.0 |
7.6% |
60.9 |
2.3% |
32% |
False |
False |
1,072,141 |
| 20 |
2,849.0 |
2,552.0 |
297.0 |
11.4% |
56.1 |
2.1% |
21% |
False |
False |
1,041,266 |
| 40 |
2,849.0 |
2,528.0 |
321.0 |
12.3% |
60.3 |
2.3% |
27% |
False |
False |
1,098,523 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.8% |
62.4 |
2.4% |
39% |
False |
False |
1,087,182 |
| 80 |
2,849.0 |
2,432.0 |
417.0 |
15.9% |
68.1 |
2.6% |
44% |
False |
False |
817,056 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
71.1 |
2.7% |
44% |
False |
False |
654,035 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.0% |
65.0 |
2.5% |
44% |
False |
False |
545,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,905.0 |
|
2.618 |
2,800.6 |
|
1.618 |
2,736.6 |
|
1.000 |
2,697.0 |
|
0.618 |
2,672.6 |
|
HIGH |
2,633.0 |
|
0.618 |
2,608.6 |
|
0.500 |
2,601.0 |
|
0.382 |
2,593.4 |
|
LOW |
2,569.0 |
|
0.618 |
2,529.4 |
|
1.000 |
2,505.0 |
|
1.618 |
2,465.4 |
|
2.618 |
2,401.4 |
|
4.250 |
2,297.0 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.3 |
2,613.5 |
| PP |
2,605.7 |
2,612.0 |
| S1 |
2,601.0 |
2,610.5 |
|