| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,160.0 |
6,127.0 |
-33.0 |
-0.5% |
6,329.5 |
| High |
6,178.5 |
6,159.0 |
-19.5 |
-0.3% |
6,374.0 |
| Low |
6,071.0 |
6,063.5 |
-7.5 |
-0.1% |
6,071.0 |
| Close |
6,113.5 |
6,107.0 |
-6.5 |
-0.1% |
6,113.5 |
| Range |
107.5 |
95.5 |
-12.0 |
-11.2% |
303.0 |
| ATR |
113.7 |
112.4 |
-1.3 |
-1.1% |
0.0 |
| Volume |
128,942 |
110,517 |
-18,425 |
-14.3% |
588,509 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,396.3 |
6,347.2 |
6,159.5 |
|
| R3 |
6,300.8 |
6,251.7 |
6,133.3 |
|
| R2 |
6,205.3 |
6,205.3 |
6,124.5 |
|
| R1 |
6,156.2 |
6,156.2 |
6,115.8 |
6,133.0 |
| PP |
6,109.8 |
6,109.8 |
6,109.8 |
6,098.3 |
| S1 |
6,060.7 |
6,060.7 |
6,098.2 |
6,037.5 |
| S2 |
6,014.3 |
6,014.3 |
6,089.5 |
|
| S3 |
5,918.8 |
5,965.2 |
6,080.7 |
|
| S4 |
5,823.3 |
5,869.7 |
6,054.5 |
|
|
| 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 |
6,342.0 |
6,063.5 |
278.5 |
4.6% |
101.0 |
1.7% |
16% |
False |
True |
125,741 |
| 10 |
6,391.5 |
6,063.5 |
328.0 |
5.4% |
92.3 |
1.5% |
13% |
False |
True |
116,194 |
| 20 |
6,391.5 |
5,911.5 |
480.0 |
7.9% |
107.0 |
1.8% |
41% |
False |
False |
123,386 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.6% |
113.9 |
1.9% |
51% |
False |
False |
132,890 |
| 60 |
6,391.5 |
5,615.0 |
776.5 |
12.7% |
117.4 |
1.9% |
63% |
False |
False |
95,889 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
129.8 |
2.1% |
64% |
False |
False |
72,062 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.1% |
117.7 |
1.9% |
64% |
False |
False |
57,736 |
| 120 |
6,391.5 |
5,536.5 |
855.0 |
14.0% |
108.6 |
1.8% |
67% |
False |
False |
48,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,564.9 |
|
2.618 |
6,409.0 |
|
1.618 |
6,313.5 |
|
1.000 |
6,254.5 |
|
0.618 |
6,218.0 |
|
HIGH |
6,159.0 |
|
0.618 |
6,122.5 |
|
0.500 |
6,111.3 |
|
0.382 |
6,100.0 |
|
LOW |
6,063.5 |
|
0.618 |
6,004.5 |
|
1.000 |
5,968.0 |
|
1.618 |
5,909.0 |
|
2.618 |
5,813.5 |
|
4.250 |
5,657.6 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,111.3 |
6,121.0 |
| PP |
6,109.8 |
6,116.3 |
| S1 |
6,108.4 |
6,111.7 |
|