| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,773.75 |
1,790.00 |
16.25 |
0.9% |
1,817.75 |
| High |
1,798.50 |
1,802.75 |
4.25 |
0.2% |
1,862.25 |
| Low |
1,756.75 |
1,765.00 |
8.25 |
0.5% |
1,800.00 |
| Close |
1,789.75 |
1,767.50 |
-22.25 |
-1.2% |
1,825.50 |
| Range |
41.75 |
37.75 |
-4.00 |
-9.6% |
62.25 |
| ATR |
36.66 |
36.73 |
0.08 |
0.2% |
0.00 |
| Volume |
354,186 |
325,465 |
-28,721 |
-8.1% |
1,468,000 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,891.75 |
1,867.25 |
1,788.25 |
|
| R3 |
1,854.00 |
1,829.50 |
1,778.00 |
|
| R2 |
1,816.25 |
1,816.25 |
1,774.50 |
|
| R1 |
1,791.75 |
1,791.75 |
1,771.00 |
1,785.00 |
| PP |
1,778.50 |
1,778.50 |
1,778.50 |
1,775.00 |
| S1 |
1,754.00 |
1,754.00 |
1,764.00 |
1,747.50 |
| S2 |
1,740.75 |
1,740.75 |
1,760.50 |
|
| S3 |
1,703.00 |
1,716.25 |
1,757.00 |
|
| S4 |
1,665.25 |
1,678.50 |
1,746.75 |
|
|
| 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 |
1,842.75 |
1,756.75 |
86.00 |
4.9% |
36.50 |
2.1% |
13% |
False |
False |
307,340 |
| 10 |
1,862.25 |
1,756.75 |
105.50 |
6.0% |
36.00 |
2.0% |
10% |
False |
False |
297,976 |
| 20 |
1,918.00 |
1,756.75 |
161.25 |
9.1% |
34.25 |
1.9% |
7% |
False |
False |
304,724 |
| 40 |
1,918.00 |
1,698.00 |
220.00 |
12.4% |
37.25 |
2.1% |
32% |
False |
False |
315,698 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.7% |
39.50 |
2.2% |
29% |
False |
False |
286,395 |
| 80 |
1,980.00 |
1,698.00 |
282.00 |
16.0% |
46.50 |
2.6% |
25% |
False |
False |
214,917 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
20.3% |
43.25 |
2.4% |
19% |
False |
False |
171,972 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
20.3% |
38.75 |
2.2% |
19% |
False |
False |
143,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.25 |
|
2.618 |
1,901.50 |
|
1.618 |
1,863.75 |
|
1.000 |
1,840.50 |
|
0.618 |
1,826.00 |
|
HIGH |
1,802.75 |
|
0.618 |
1,788.25 |
|
0.500 |
1,784.00 |
|
0.382 |
1,779.50 |
|
LOW |
1,765.00 |
|
0.618 |
1,741.75 |
|
1.000 |
1,727.25 |
|
1.618 |
1,704.00 |
|
2.618 |
1,666.25 |
|
4.250 |
1,604.50 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,784.00 |
1,783.50 |
| PP |
1,778.50 |
1,778.25 |
| S1 |
1,773.00 |
1,772.75 |
|