| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,809.25 |
1,773.75 |
-35.50 |
-2.0% |
1,817.75 |
| High |
1,810.25 |
1,798.50 |
-11.75 |
-0.6% |
1,862.25 |
| Low |
1,766.00 |
1,756.75 |
-9.25 |
-0.5% |
1,800.00 |
| Close |
1,773.75 |
1,789.75 |
16.00 |
0.9% |
1,825.50 |
| Range |
44.25 |
41.75 |
-2.50 |
-5.6% |
62.25 |
| ATR |
36.26 |
36.66 |
0.39 |
1.1% |
0.00 |
| Volume |
317,739 |
354,186 |
36,447 |
11.5% |
1,468,000 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.00 |
1,890.00 |
1,812.75 |
|
| R3 |
1,865.25 |
1,848.25 |
1,801.25 |
|
| R2 |
1,823.50 |
1,823.50 |
1,797.50 |
|
| R1 |
1,806.50 |
1,806.50 |
1,793.50 |
1,815.00 |
| PP |
1,781.75 |
1,781.75 |
1,781.75 |
1,786.00 |
| S1 |
1,764.75 |
1,764.75 |
1,786.00 |
1,773.25 |
| S2 |
1,740.00 |
1,740.00 |
1,782.00 |
|
| S3 |
1,698.25 |
1,723.00 |
1,778.25 |
|
| S4 |
1,656.50 |
1,681.25 |
1,766.75 |
|
|
| 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 |
1,850.50 |
1,756.75 |
93.75 |
5.2% |
37.00 |
2.1% |
35% |
False |
True |
311,566 |
| 10 |
1,862.25 |
1,756.75 |
105.50 |
5.9% |
35.25 |
2.0% |
31% |
False |
True |
300,363 |
| 20 |
1,918.00 |
1,756.75 |
161.25 |
9.0% |
35.00 |
1.9% |
20% |
False |
True |
301,120 |
| 40 |
1,918.00 |
1,698.00 |
220.00 |
12.3% |
37.50 |
2.1% |
42% |
False |
False |
319,510 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.6% |
39.75 |
2.2% |
38% |
False |
False |
281,018 |
| 80 |
2,026.00 |
1,698.00 |
328.00 |
18.3% |
47.00 |
2.6% |
28% |
False |
False |
210,849 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
43.00 |
2.4% |
26% |
False |
False |
168,717 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
20.0% |
38.25 |
2.1% |
26% |
False |
False |
140,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,976.00 |
|
2.618 |
1,907.75 |
|
1.618 |
1,866.00 |
|
1.000 |
1,840.25 |
|
0.618 |
1,824.25 |
|
HIGH |
1,798.50 |
|
0.618 |
1,782.50 |
|
0.500 |
1,777.50 |
|
0.382 |
1,772.75 |
|
LOW |
1,756.75 |
|
0.618 |
1,731.00 |
|
1.000 |
1,715.00 |
|
1.618 |
1,689.25 |
|
2.618 |
1,647.50 |
|
4.250 |
1,579.25 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,785.75 |
1,799.75 |
| PP |
1,781.75 |
1,796.50 |
| S1 |
1,777.50 |
1,793.00 |
|