| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,361.0 |
6,329.5 |
-31.5 |
-0.5% |
6,185.5 |
| High |
6,391.5 |
6,374.0 |
-17.5 |
-0.3% |
6,391.5 |
| Low |
6,247.5 |
6,320.5 |
73.0 |
1.2% |
6,185.5 |
| Close |
6,266.0 |
6,354.5 |
88.5 |
1.4% |
6,266.0 |
| Range |
144.0 |
53.5 |
-90.5 |
-62.8% |
206.0 |
| ATR |
116.9 |
116.2 |
-0.6 |
-0.5% |
0.0 |
| Volume |
144,394 |
70,317 |
-74,077 |
-51.3% |
573,121 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,510.2 |
6,485.8 |
6,383.9 |
|
| R3 |
6,456.7 |
6,432.3 |
6,369.2 |
|
| R2 |
6,403.2 |
6,403.2 |
6,364.3 |
|
| R1 |
6,378.8 |
6,378.8 |
6,359.4 |
6,391.0 |
| PP |
6,349.7 |
6,349.7 |
6,349.7 |
6,355.8 |
| S1 |
6,325.3 |
6,325.3 |
6,349.6 |
6,337.5 |
| S2 |
6,296.2 |
6,296.2 |
6,344.7 |
|
| S3 |
6,242.7 |
6,271.8 |
6,339.8 |
|
| S4 |
6,189.2 |
6,218.3 |
6,325.1 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,899.0 |
6,788.5 |
6,379.3 |
|
| R3 |
6,693.0 |
6,582.5 |
6,322.7 |
|
| R2 |
6,487.0 |
6,487.0 |
6,303.8 |
|
| R1 |
6,376.5 |
6,376.5 |
6,284.9 |
6,431.8 |
| PP |
6,281.0 |
6,281.0 |
6,281.0 |
6,308.6 |
| S1 |
6,170.5 |
6,170.5 |
6,247.1 |
6,225.8 |
| S2 |
6,075.0 |
6,075.0 |
6,228.2 |
|
| S3 |
5,869.0 |
5,964.5 |
6,209.4 |
|
| S4 |
5,663.0 |
5,758.5 |
6,152.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,391.5 |
6,247.5 |
144.0 |
2.3% |
83.5 |
1.3% |
74% |
False |
False |
106,646 |
| 10 |
6,391.5 |
6,063.0 |
328.5 |
5.2% |
100.1 |
1.6% |
89% |
False |
False |
114,913 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.6% |
113.6 |
1.8% |
92% |
False |
False |
125,782 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.2% |
112.0 |
1.8% |
94% |
False |
False |
126,981 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.2% |
123.1 |
1.9% |
95% |
False |
False |
85,488 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
12.6% |
129.3 |
2.0% |
95% |
False |
False |
64,221 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.6% |
116.2 |
1.8% |
95% |
False |
False |
51,572 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
13.5% |
107.8 |
1.7% |
96% |
False |
False |
43,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,601.4 |
|
2.618 |
6,514.1 |
|
1.618 |
6,460.6 |
|
1.000 |
6,427.5 |
|
0.618 |
6,407.1 |
|
HIGH |
6,374.0 |
|
0.618 |
6,353.6 |
|
0.500 |
6,347.3 |
|
0.382 |
6,340.9 |
|
LOW |
6,320.5 |
|
0.618 |
6,287.4 |
|
1.000 |
6,267.0 |
|
1.618 |
6,233.9 |
|
2.618 |
6,180.4 |
|
4.250 |
6,093.1 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,352.1 |
6,342.8 |
| PP |
6,349.7 |
6,331.2 |
| S1 |
6,347.3 |
6,319.5 |
|