| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,766.00 |
1,790.75 |
24.75 |
1.4% |
1,824.75 |
| High |
1,794.50 |
1,805.50 |
11.00 |
0.6% |
1,842.75 |
| Low |
1,744.00 |
1,768.25 |
24.25 |
1.4% |
1,744.00 |
| Close |
1,789.25 |
1,768.75 |
-20.50 |
-1.1% |
1,789.25 |
| Range |
50.50 |
37.25 |
-13.25 |
-26.2% |
98.75 |
| ATR |
37.72 |
37.68 |
-0.03 |
-0.1% |
0.00 |
| Volume |
391,994 |
255,852 |
-136,142 |
-34.7% |
1,664,513 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,892.50 |
1,868.00 |
1,789.25 |
|
| R3 |
1,855.25 |
1,830.75 |
1,779.00 |
|
| R2 |
1,818.00 |
1,818.00 |
1,775.50 |
|
| R1 |
1,793.50 |
1,793.50 |
1,772.25 |
1,787.00 |
| PP |
1,780.75 |
1,780.75 |
1,780.75 |
1,777.75 |
| S1 |
1,756.25 |
1,756.25 |
1,765.25 |
1,750.00 |
| S2 |
1,743.50 |
1,743.50 |
1,762.00 |
|
| S3 |
1,706.25 |
1,719.00 |
1,758.50 |
|
| S4 |
1,669.00 |
1,681.75 |
1,748.25 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.25 |
2,037.50 |
1,843.50 |
|
| R3 |
1,989.50 |
1,938.75 |
1,816.50 |
|
| R2 |
1,890.75 |
1,890.75 |
1,807.25 |
|
| R1 |
1,840.00 |
1,840.00 |
1,798.25 |
1,816.00 |
| PP |
1,792.00 |
1,792.00 |
1,792.00 |
1,780.00 |
| S1 |
1,741.25 |
1,741.25 |
1,780.25 |
1,717.25 |
| S2 |
1,693.25 |
1,693.25 |
1,771.25 |
|
| S3 |
1,594.50 |
1,642.50 |
1,762.00 |
|
| S4 |
1,495.75 |
1,543.75 |
1,735.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,810.25 |
1,744.00 |
66.25 |
3.7% |
42.25 |
2.4% |
37% |
False |
False |
329,047 |
| 10 |
1,862.25 |
1,744.00 |
118.25 |
6.7% |
38.50 |
2.2% |
21% |
False |
False |
310,138 |
| 20 |
1,918.00 |
1,744.00 |
174.00 |
9.8% |
34.75 |
2.0% |
14% |
False |
False |
300,125 |
| 40 |
1,918.00 |
1,705.75 |
212.25 |
12.0% |
37.25 |
2.1% |
30% |
False |
False |
309,984 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.7% |
39.25 |
2.2% |
29% |
False |
False |
297,165 |
| 80 |
1,980.00 |
1,698.00 |
282.00 |
15.9% |
44.25 |
2.5% |
25% |
False |
False |
223,008 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
20.2% |
43.50 |
2.5% |
20% |
False |
False |
178,450 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
20.2% |
39.25 |
2.2% |
20% |
False |
False |
148,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,963.75 |
|
2.618 |
1,903.00 |
|
1.618 |
1,865.75 |
|
1.000 |
1,842.75 |
|
0.618 |
1,828.50 |
|
HIGH |
1,805.50 |
|
0.618 |
1,791.25 |
|
0.500 |
1,787.00 |
|
0.382 |
1,782.50 |
|
LOW |
1,768.25 |
|
0.618 |
1,745.25 |
|
1.000 |
1,731.00 |
|
1.618 |
1,708.00 |
|
2.618 |
1,670.75 |
|
4.250 |
1,610.00 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,787.00 |
1,774.75 |
| PP |
1,780.75 |
1,772.75 |
| S1 |
1,774.75 |
1,770.75 |
|