| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,819.25 |
1,840.00 |
20.75 |
1.1% |
1,903.00 |
| High |
1,860.50 |
1,862.25 |
1.75 |
0.1% |
1,918.00 |
| Low |
1,817.00 |
1,831.00 |
14.00 |
0.8% |
1,806.25 |
| Close |
1,839.50 |
1,836.75 |
-2.75 |
-0.1% |
1,815.25 |
| Range |
43.50 |
31.25 |
-12.25 |
-28.2% |
111.75 |
| ATR |
36.67 |
36.28 |
-0.39 |
-1.1% |
0.00 |
| Volume |
271,497 |
298,743 |
27,246 |
10.0% |
1,525,181 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,937.00 |
1,918.25 |
1,854.00 |
|
| R3 |
1,905.75 |
1,887.00 |
1,845.25 |
|
| R2 |
1,874.50 |
1,874.50 |
1,842.50 |
|
| R1 |
1,855.75 |
1,855.75 |
1,839.50 |
1,849.50 |
| PP |
1,843.25 |
1,843.25 |
1,843.25 |
1,840.25 |
| S1 |
1,824.50 |
1,824.50 |
1,834.00 |
1,818.25 |
| S2 |
1,812.00 |
1,812.00 |
1,831.00 |
|
| S3 |
1,780.75 |
1,793.25 |
1,828.25 |
|
| S4 |
1,749.50 |
1,762.00 |
1,819.50 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.75 |
2,110.25 |
1,876.75 |
|
| R3 |
2,070.00 |
1,998.50 |
1,846.00 |
|
| R2 |
1,958.25 |
1,958.25 |
1,835.75 |
|
| R1 |
1,886.75 |
1,886.75 |
1,825.50 |
1,866.50 |
| PP |
1,846.50 |
1,846.50 |
1,846.50 |
1,836.50 |
| S1 |
1,775.00 |
1,775.00 |
1,805.00 |
1,755.00 |
| S2 |
1,734.75 |
1,734.75 |
1,794.75 |
|
| S3 |
1,623.00 |
1,663.25 |
1,784.50 |
|
| S4 |
1,511.25 |
1,551.50 |
1,753.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,862.25 |
1,800.00 |
62.25 |
3.4% |
33.50 |
1.8% |
59% |
True |
False |
289,160 |
| 10 |
1,918.00 |
1,800.00 |
118.00 |
6.4% |
34.00 |
1.8% |
31% |
False |
False |
297,946 |
| 20 |
1,918.00 |
1,800.00 |
118.00 |
6.4% |
33.75 |
1.8% |
31% |
False |
False |
303,335 |
| 40 |
1,918.00 |
1,698.00 |
220.00 |
12.0% |
38.25 |
2.1% |
63% |
False |
False |
320,598 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.2% |
41.50 |
2.3% |
57% |
False |
False |
255,100 |
| 80 |
2,047.75 |
1,698.00 |
349.75 |
19.0% |
47.25 |
2.6% |
40% |
False |
False |
191,386 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
42.00 |
2.3% |
39% |
False |
False |
153,141 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.5% |
36.75 |
2.0% |
39% |
False |
False |
127,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,995.00 |
|
2.618 |
1,944.00 |
|
1.618 |
1,912.75 |
|
1.000 |
1,893.50 |
|
0.618 |
1,881.50 |
|
HIGH |
1,862.25 |
|
0.618 |
1,850.25 |
|
0.500 |
1,846.50 |
|
0.382 |
1,843.00 |
|
LOW |
1,831.00 |
|
0.618 |
1,811.75 |
|
1.000 |
1,799.75 |
|
1.618 |
1,780.50 |
|
2.618 |
1,749.25 |
|
4.250 |
1,698.25 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,846.50 |
1,835.00 |
| PP |
1,843.25 |
1,833.00 |
| S1 |
1,840.00 |
1,831.00 |
|