| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,200.5 |
6,073.0 |
-127.5 |
-2.1% |
6,127.0 |
| High |
6,233.5 |
6,100.0 |
-133.5 |
-2.1% |
6,233.5 |
| Low |
6,053.5 |
5,990.0 |
-63.5 |
-1.0% |
5,990.0 |
| Close |
6,083.5 |
6,011.5 |
-72.0 |
-1.2% |
6,011.5 |
| Range |
180.0 |
110.0 |
-70.0 |
-38.9% |
243.5 |
| ATR |
114.0 |
113.7 |
-0.3 |
-0.3% |
0.0 |
| Volume |
206,317 |
0 |
-206,317 |
-100.0% |
565,539 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,363.8 |
6,297.7 |
6,072.0 |
|
| R3 |
6,253.8 |
6,187.7 |
6,041.8 |
|
| R2 |
6,143.8 |
6,143.8 |
6,031.7 |
|
| R1 |
6,077.7 |
6,077.7 |
6,021.6 |
6,055.8 |
| PP |
6,033.8 |
6,033.8 |
6,033.8 |
6,022.9 |
| S1 |
5,967.7 |
5,967.7 |
6,001.4 |
5,945.8 |
| S2 |
5,923.8 |
5,923.8 |
5,991.3 |
|
| S3 |
5,813.8 |
5,857.7 |
5,981.3 |
|
| S4 |
5,703.8 |
5,747.7 |
5,951.0 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,808.8 |
6,653.7 |
6,145.4 |
|
| R3 |
6,565.3 |
6,410.2 |
6,078.5 |
|
| R2 |
6,321.8 |
6,321.8 |
6,056.1 |
|
| R1 |
6,166.7 |
6,166.7 |
6,033.8 |
6,122.5 |
| PP |
6,078.3 |
6,078.3 |
6,078.3 |
6,056.3 |
| S1 |
5,923.2 |
5,923.2 |
5,989.2 |
5,879.0 |
| S2 |
5,834.8 |
5,834.8 |
5,966.9 |
|
| S3 |
5,591.3 |
5,679.7 |
5,944.5 |
|
| S4 |
5,347.8 |
5,436.2 |
5,877.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,233.5 |
5,990.0 |
243.5 |
4.1% |
108.5 |
1.8% |
9% |
False |
True |
113,107 |
| 10 |
6,374.0 |
5,990.0 |
384.0 |
6.4% |
100.6 |
1.7% |
6% |
False |
True |
115,404 |
| 20 |
6,391.5 |
5,990.0 |
401.5 |
6.7% |
101.9 |
1.7% |
5% |
False |
True |
116,802 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.8% |
113.2 |
1.9% |
35% |
False |
False |
129,749 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.8% |
115.1 |
1.9% |
35% |
False |
False |
103,404 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
13.3% |
129.2 |
2.1% |
52% |
False |
False |
77,722 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.3% |
119.8 |
2.0% |
52% |
False |
False |
62,255 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
13.3% |
109.9 |
1.8% |
52% |
False |
False |
52,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,567.5 |
|
2.618 |
6,388.0 |
|
1.618 |
6,278.0 |
|
1.000 |
6,210.0 |
|
0.618 |
6,168.0 |
|
HIGH |
6,100.0 |
|
0.618 |
6,058.0 |
|
0.500 |
6,045.0 |
|
0.382 |
6,032.0 |
|
LOW |
5,990.0 |
|
0.618 |
5,922.0 |
|
1.000 |
5,880.0 |
|
1.618 |
5,812.0 |
|
2.618 |
5,702.0 |
|
4.250 |
5,522.5 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,045.0 |
6,111.8 |
| PP |
6,033.8 |
6,078.3 |
| S1 |
6,022.7 |
6,044.9 |
|