| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,277.0 |
6,134.5 |
-142.5 |
-2.3% |
6,185.5 |
| High |
6,277.0 |
6,178.0 |
-99.0 |
-1.6% |
6,391.5 |
| Low |
6,144.0 |
6,100.5 |
-43.5 |
-0.7% |
6,185.5 |
| Close |
6,164.5 |
6,142.0 |
-22.5 |
-0.4% |
6,266.0 |
| Range |
133.0 |
77.5 |
-55.5 |
-41.7% |
206.0 |
| ATR |
117.1 |
114.2 |
-2.8 |
-2.4% |
0.0 |
| Volume |
136,604 |
133,718 |
-2,886 |
-2.1% |
573,121 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,372.7 |
6,334.8 |
6,184.6 |
|
| R3 |
6,295.2 |
6,257.3 |
6,163.3 |
|
| R2 |
6,217.7 |
6,217.7 |
6,156.2 |
|
| R1 |
6,179.8 |
6,179.8 |
6,149.1 |
6,198.8 |
| PP |
6,140.2 |
6,140.2 |
6,140.2 |
6,149.6 |
| S1 |
6,102.3 |
6,102.3 |
6,134.9 |
6,121.3 |
| S2 |
6,062.7 |
6,062.7 |
6,127.8 |
|
| S3 |
5,985.2 |
6,024.8 |
6,120.7 |
|
| S4 |
5,907.7 |
5,947.3 |
6,099.4 |
|
|
| 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 |
6,100.5 |
291.0 |
4.7% |
99.9 |
1.6% |
14% |
False |
True |
120,792 |
| 10 |
6,391.5 |
6,063.0 |
328.5 |
5.3% |
97.1 |
1.6% |
24% |
False |
False |
117,856 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.8% |
111.3 |
1.8% |
48% |
False |
False |
124,966 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.5% |
112.5 |
1.8% |
57% |
False |
False |
132,623 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.6% |
121.3 |
2.0% |
68% |
False |
False |
91,946 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
130.4 |
2.1% |
69% |
False |
False |
69,074 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.0% |
117.1 |
1.9% |
69% |
False |
False |
55,357 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
13.9% |
108.6 |
1.8% |
71% |
False |
False |
46,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,507.4 |
|
2.618 |
6,380.9 |
|
1.618 |
6,303.4 |
|
1.000 |
6,255.5 |
|
0.618 |
6,225.9 |
|
HIGH |
6,178.0 |
|
0.618 |
6,148.4 |
|
0.500 |
6,139.3 |
|
0.382 |
6,130.1 |
|
LOW |
6,100.5 |
|
0.618 |
6,052.6 |
|
1.000 |
6,023.0 |
|
1.618 |
5,975.1 |
|
2.618 |
5,897.6 |
|
4.250 |
5,771.1 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,141.1 |
6,221.3 |
| PP |
6,140.2 |
6,194.8 |
| S1 |
6,139.3 |
6,168.4 |
|