| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,134.5 |
6,160.0 |
25.5 |
0.4% |
6,329.5 |
| High |
6,178.0 |
6,178.5 |
0.5 |
0.0% |
6,374.0 |
| Low |
6,100.5 |
6,071.0 |
-29.5 |
-0.5% |
6,071.0 |
| Close |
6,142.0 |
6,113.5 |
-28.5 |
-0.5% |
6,113.5 |
| Range |
77.5 |
107.5 |
30.0 |
38.7% |
303.0 |
| ATR |
114.2 |
113.7 |
-0.5 |
-0.4% |
0.0 |
| Volume |
133,718 |
128,942 |
-4,776 |
-3.6% |
588,509 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,443.5 |
6,386.0 |
6,172.6 |
|
| R3 |
6,336.0 |
6,278.5 |
6,143.1 |
|
| R2 |
6,228.5 |
6,228.5 |
6,133.2 |
|
| R1 |
6,171.0 |
6,171.0 |
6,123.4 |
6,146.0 |
| PP |
6,121.0 |
6,121.0 |
6,121.0 |
6,108.5 |
| S1 |
6,063.5 |
6,063.5 |
6,103.6 |
6,038.5 |
| S2 |
6,013.5 |
6,013.5 |
6,093.8 |
|
| S3 |
5,906.0 |
5,956.0 |
6,083.9 |
|
| S4 |
5,798.5 |
5,848.5 |
6,054.4 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,095.2 |
6,907.3 |
6,280.2 |
|
| R3 |
6,792.2 |
6,604.3 |
6,196.8 |
|
| R2 |
6,489.2 |
6,489.2 |
6,169.1 |
|
| R1 |
6,301.3 |
6,301.3 |
6,141.3 |
6,243.8 |
| PP |
6,186.2 |
6,186.2 |
6,186.2 |
6,157.4 |
| S1 |
5,998.3 |
5,998.3 |
6,085.7 |
5,940.8 |
| S2 |
5,883.2 |
5,883.2 |
6,058.0 |
|
| S3 |
5,580.2 |
5,695.3 |
6,030.2 |
|
| S4 |
5,277.2 |
5,392.3 |
5,946.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,374.0 |
6,071.0 |
303.0 |
5.0% |
92.6 |
1.5% |
14% |
False |
True |
117,701 |
| 10 |
6,391.5 |
6,071.0 |
320.5 |
5.2% |
95.2 |
1.6% |
13% |
False |
True |
116,163 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.9% |
106.8 |
1.7% |
42% |
False |
False |
123,407 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.6% |
113.2 |
1.9% |
53% |
False |
False |
133,597 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.7% |
118.7 |
1.9% |
64% |
False |
False |
94,063 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
130.0 |
2.1% |
65% |
False |
False |
70,683 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
117.5 |
1.9% |
65% |
False |
False |
56,643 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
14.0% |
108.3 |
1.8% |
67% |
False |
False |
47,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,635.4 |
|
2.618 |
6,459.9 |
|
1.618 |
6,352.4 |
|
1.000 |
6,286.0 |
|
0.618 |
6,244.9 |
|
HIGH |
6,178.5 |
|
0.618 |
6,137.4 |
|
0.500 |
6,124.8 |
|
0.382 |
6,112.1 |
|
LOW |
6,071.0 |
|
0.618 |
6,004.6 |
|
1.000 |
5,963.5 |
|
1.618 |
5,897.1 |
|
2.618 |
5,789.6 |
|
4.250 |
5,614.1 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,124.8 |
6,174.0 |
| PP |
6,121.0 |
6,153.8 |
| S1 |
6,117.3 |
6,133.7 |
|