| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,340.0 |
6,277.0 |
-63.0 |
-1.0% |
6,185.5 |
| High |
6,342.0 |
6,277.0 |
-65.0 |
-1.0% |
6,391.5 |
| Low |
6,250.5 |
6,144.0 |
-106.5 |
-1.7% |
6,185.5 |
| Close |
6,283.0 |
6,164.5 |
-118.5 |
-1.9% |
6,266.0 |
| Range |
91.5 |
133.0 |
41.5 |
45.4% |
206.0 |
| ATR |
115.4 |
117.1 |
1.7 |
1.5% |
0.0 |
| Volume |
118,928 |
136,604 |
17,676 |
14.9% |
573,121 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,594.2 |
6,512.3 |
6,237.7 |
|
| R3 |
6,461.2 |
6,379.3 |
6,201.1 |
|
| R2 |
6,328.2 |
6,328.2 |
6,188.9 |
|
| R1 |
6,246.3 |
6,246.3 |
6,176.7 |
6,220.8 |
| PP |
6,195.2 |
6,195.2 |
6,195.2 |
6,182.4 |
| S1 |
6,113.3 |
6,113.3 |
6,152.3 |
6,087.8 |
| S2 |
6,062.2 |
6,062.2 |
6,140.1 |
|
| S3 |
5,929.2 |
5,980.3 |
6,127.9 |
|
| S4 |
5,796.2 |
5,847.3 |
6,091.4 |
|
|
| 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 |
6,144.0 |
247.5 |
4.0% |
97.1 |
1.6% |
8% |
False |
True |
114,279 |
| 10 |
6,391.5 |
6,063.0 |
328.5 |
5.3% |
105.1 |
1.7% |
31% |
False |
False |
117,545 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.8% |
114.1 |
1.9% |
53% |
False |
False |
125,817 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.5% |
112.4 |
1.8% |
61% |
False |
False |
131,045 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.6% |
122.6 |
2.0% |
71% |
False |
False |
89,735 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
130.3 |
2.1% |
72% |
False |
False |
67,405 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
117.2 |
1.9% |
72% |
False |
False |
54,021 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
13.9% |
108.5 |
1.8% |
73% |
False |
False |
45,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,842.3 |
|
2.618 |
6,625.2 |
|
1.618 |
6,492.2 |
|
1.000 |
6,410.0 |
|
0.618 |
6,359.2 |
|
HIGH |
6,277.0 |
|
0.618 |
6,226.2 |
|
0.500 |
6,210.5 |
|
0.382 |
6,194.8 |
|
LOW |
6,144.0 |
|
0.618 |
6,061.8 |
|
1.000 |
6,011.0 |
|
1.618 |
5,928.8 |
|
2.618 |
5,795.8 |
|
4.250 |
5,578.8 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,210.5 |
6,259.0 |
| PP |
6,195.2 |
6,227.5 |
| S1 |
6,179.8 |
6,196.0 |
|