| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,838.75 |
1,820.00 |
-18.75 |
-1.0% |
1,817.75 |
| High |
1,850.50 |
1,829.75 |
-20.75 |
-1.1% |
1,862.25 |
| Low |
1,810.25 |
1,808.50 |
-1.75 |
-0.1% |
1,800.00 |
| Close |
1,820.00 |
1,825.50 |
5.50 |
0.3% |
1,825.50 |
| Range |
40.25 |
21.25 |
-19.00 |
-47.2% |
62.25 |
| ATR |
36.56 |
35.47 |
-1.09 |
-3.0% |
0.00 |
| Volume |
346,596 |
264,182 |
-82,414 |
-23.8% |
1,468,000 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,885.00 |
1,876.50 |
1,837.25 |
|
| R3 |
1,863.75 |
1,855.25 |
1,831.25 |
|
| R2 |
1,842.50 |
1,842.50 |
1,829.50 |
|
| R1 |
1,834.00 |
1,834.00 |
1,827.50 |
1,838.25 |
| PP |
1,821.25 |
1,821.25 |
1,821.25 |
1,823.50 |
| S1 |
1,812.75 |
1,812.75 |
1,823.50 |
1,817.00 |
| S2 |
1,800.00 |
1,800.00 |
1,821.50 |
|
| S3 |
1,778.75 |
1,791.50 |
1,819.75 |
|
| S4 |
1,757.50 |
1,770.25 |
1,813.75 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,016.00 |
1,983.00 |
1,859.75 |
|
| R3 |
1,953.75 |
1,920.75 |
1,842.50 |
|
| R2 |
1,891.50 |
1,891.50 |
1,837.00 |
|
| R1 |
1,858.50 |
1,858.50 |
1,831.25 |
1,875.00 |
| PP |
1,829.25 |
1,829.25 |
1,829.25 |
1,837.50 |
| S1 |
1,796.25 |
1,796.25 |
1,819.75 |
1,812.75 |
| S2 |
1,767.00 |
1,767.00 |
1,814.00 |
|
| S3 |
1,704.75 |
1,734.00 |
1,808.50 |
|
| S4 |
1,642.50 |
1,671.75 |
1,791.25 |
|
|
| 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% |
34.00 |
1.9% |
41% |
False |
False |
293,600 |
| 10 |
1,918.00 |
1,800.00 |
118.00 |
6.5% |
34.25 |
1.9% |
22% |
False |
False |
299,318 |
| 20 |
1,918.00 |
1,800.00 |
118.00 |
6.5% |
32.50 |
1.8% |
22% |
False |
False |
296,330 |
| 40 |
1,918.00 |
1,698.00 |
220.00 |
12.1% |
38.00 |
2.1% |
58% |
False |
False |
319,440 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.3% |
40.50 |
2.2% |
52% |
False |
False |
265,266 |
| 80 |
2,044.50 |
1,698.00 |
346.50 |
19.0% |
47.00 |
2.6% |
37% |
False |
False |
199,015 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.6% |
42.50 |
2.3% |
36% |
False |
False |
159,248 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.6% |
37.25 |
2.0% |
36% |
False |
False |
132,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,920.00 |
|
2.618 |
1,885.50 |
|
1.618 |
1,864.25 |
|
1.000 |
1,851.00 |
|
0.618 |
1,843.00 |
|
HIGH |
1,829.75 |
|
0.618 |
1,821.75 |
|
0.500 |
1,819.00 |
|
0.382 |
1,816.50 |
|
LOW |
1,808.50 |
|
0.618 |
1,795.25 |
|
1.000 |
1,787.25 |
|
1.618 |
1,774.00 |
|
2.618 |
1,752.75 |
|
4.250 |
1,718.25 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,823.50 |
1,835.50 |
| PP |
1,821.25 |
1,832.00 |
| S1 |
1,819.00 |
1,828.75 |
|