| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,329.5 |
6,340.0 |
10.5 |
0.2% |
6,185.5 |
| High |
6,374.0 |
6,342.0 |
-32.0 |
-0.5% |
6,391.5 |
| Low |
6,320.5 |
6,250.5 |
-70.0 |
-1.1% |
6,185.5 |
| Close |
6,354.5 |
6,283.0 |
-71.5 |
-1.1% |
6,266.0 |
| Range |
53.5 |
91.5 |
38.0 |
71.0% |
206.0 |
| ATR |
116.2 |
115.4 |
-0.9 |
-0.8% |
0.0 |
| Volume |
70,317 |
118,928 |
48,611 |
69.1% |
573,121 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,566.3 |
6,516.2 |
6,333.3 |
|
| R3 |
6,474.8 |
6,424.7 |
6,308.2 |
|
| R2 |
6,383.3 |
6,383.3 |
6,299.8 |
|
| R1 |
6,333.2 |
6,333.2 |
6,291.4 |
6,312.5 |
| PP |
6,291.8 |
6,291.8 |
6,291.8 |
6,281.5 |
| S1 |
6,241.7 |
6,241.7 |
6,274.6 |
6,221.0 |
| S2 |
6,200.3 |
6,200.3 |
6,266.2 |
|
| S3 |
6,108.8 |
6,150.2 |
6,257.8 |
|
| S4 |
6,017.3 |
6,058.7 |
6,232.7 |
|
|
| 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% |
92.3 |
1.5% |
25% |
False |
False |
111,202 |
| 10 |
6,391.5 |
6,063.0 |
328.5 |
5.2% |
102.1 |
1.6% |
67% |
False |
False |
114,761 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.6% |
111.4 |
1.8% |
77% |
False |
False |
124,718 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.3% |
112.7 |
1.8% |
82% |
False |
False |
129,093 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.4% |
121.9 |
1.9% |
86% |
False |
False |
87,462 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
129.8 |
2.1% |
86% |
False |
False |
65,705 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.7% |
116.7 |
1.9% |
86% |
False |
False |
52,675 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
13.6% |
108.0 |
1.7% |
87% |
False |
False |
44,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,730.9 |
|
2.618 |
6,581.5 |
|
1.618 |
6,490.0 |
|
1.000 |
6,433.5 |
|
0.618 |
6,398.5 |
|
HIGH |
6,342.0 |
|
0.618 |
6,307.0 |
|
0.500 |
6,296.3 |
|
0.382 |
6,285.5 |
|
LOW |
6,250.5 |
|
0.618 |
6,194.0 |
|
1.000 |
6,159.0 |
|
1.618 |
6,102.5 |
|
2.618 |
6,011.0 |
|
4.250 |
5,861.6 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,296.3 |
6,319.5 |
| PP |
6,291.8 |
6,307.3 |
| S1 |
6,287.4 |
6,295.2 |
|