| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,143.0 |
6,175.5 |
32.5 |
0.5% |
6,329.5 |
| High |
6,219.5 |
6,220.0 |
0.5 |
0.0% |
6,374.0 |
| Low |
6,125.5 |
6,157.0 |
31.5 |
0.5% |
6,071.0 |
| Close |
6,210.0 |
6,193.5 |
-16.5 |
-0.3% |
6,113.5 |
| Range |
94.0 |
63.0 |
-31.0 |
-33.0% |
303.0 |
| ATR |
112.4 |
108.9 |
-3.5 |
-3.1% |
0.0 |
| Volume |
123,999 |
124,706 |
707 |
0.6% |
588,509 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,379.2 |
6,349.3 |
6,228.2 |
|
| R3 |
6,316.2 |
6,286.3 |
6,210.8 |
|
| R2 |
6,253.2 |
6,253.2 |
6,205.1 |
|
| R1 |
6,223.3 |
6,223.3 |
6,199.3 |
6,238.3 |
| PP |
6,190.2 |
6,190.2 |
6,190.2 |
6,197.6 |
| S1 |
6,160.3 |
6,160.3 |
6,187.7 |
6,175.3 |
| S2 |
6,127.2 |
6,127.2 |
6,182.0 |
|
| S3 |
6,064.2 |
6,097.3 |
6,176.2 |
|
| S4 |
6,001.2 |
6,034.3 |
6,158.9 |
|
|
| 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 |
6,220.0 |
6,063.5 |
156.5 |
2.5% |
87.5 |
1.4% |
83% |
True |
False |
124,376 |
| 10 |
6,391.5 |
6,063.5 |
328.0 |
5.3% |
92.3 |
1.5% |
40% |
False |
False |
119,327 |
| 20 |
6,391.5 |
5,954.5 |
437.0 |
7.1% |
101.5 |
1.6% |
55% |
False |
False |
120,901 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.5% |
112.1 |
1.8% |
66% |
False |
False |
132,425 |
| 60 |
6,391.5 |
5,710.0 |
681.5 |
11.0% |
115.7 |
1.9% |
71% |
False |
False |
99,992 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
128.2 |
2.1% |
75% |
False |
False |
75,164 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
118.0 |
1.9% |
75% |
False |
False |
60,208 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
12.9% |
108.4 |
1.8% |
75% |
False |
False |
50,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,487.8 |
|
2.618 |
6,384.9 |
|
1.618 |
6,321.9 |
|
1.000 |
6,283.0 |
|
0.618 |
6,258.9 |
|
HIGH |
6,220.0 |
|
0.618 |
6,195.9 |
|
0.500 |
6,188.5 |
|
0.382 |
6,181.1 |
|
LOW |
6,157.0 |
|
0.618 |
6,118.1 |
|
1.000 |
6,094.0 |
|
1.618 |
6,055.1 |
|
2.618 |
5,992.1 |
|
4.250 |
5,889.3 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,191.8 |
6,176.3 |
| PP |
6,190.2 |
6,159.0 |
| S1 |
6,188.5 |
6,141.8 |
|