| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
6,073.0 |
6,020.0 |
-53.0 |
-0.9% |
6,127.0 |
| High |
6,100.0 |
6,057.0 |
-43.0 |
-0.7% |
6,233.5 |
| Low |
5,990.0 |
5,996.5 |
6.5 |
0.1% |
5,990.0 |
| Close |
6,011.5 |
6,006.5 |
-5.0 |
-0.1% |
6,011.5 |
| Range |
110.0 |
60.5 |
-49.5 |
-45.0% |
243.5 |
| ATR |
113.7 |
109.9 |
-3.8 |
-3.3% |
0.0 |
| Volume |
0 |
107,625 |
107,625 |
|
565,539 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,201.5 |
6,164.5 |
6,039.8 |
|
| R3 |
6,141.0 |
6,104.0 |
6,023.1 |
|
| R2 |
6,080.5 |
6,080.5 |
6,017.6 |
|
| R1 |
6,043.5 |
6,043.5 |
6,012.0 |
6,031.8 |
| PP |
6,020.0 |
6,020.0 |
6,020.0 |
6,014.1 |
| S1 |
5,983.0 |
5,983.0 |
6,001.0 |
5,971.3 |
| S2 |
5,959.5 |
5,959.5 |
5,995.4 |
|
| S3 |
5,899.0 |
5,922.5 |
5,989.9 |
|
| S4 |
5,838.5 |
5,862.0 |
5,973.2 |
|
|
| 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% |
101.5 |
1.7% |
7% |
False |
False |
112,529 |
| 10 |
6,342.0 |
5,990.0 |
352.0 |
5.9% |
101.3 |
1.7% |
5% |
False |
False |
119,135 |
| 20 |
6,391.5 |
5,990.0 |
401.5 |
6.7% |
100.7 |
1.7% |
4% |
False |
False |
117,024 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.8% |
111.9 |
1.9% |
34% |
False |
False |
128,610 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.8% |
114.6 |
1.9% |
34% |
False |
False |
105,175 |
| 80 |
6,391.5 |
5,593.5 |
798.0 |
13.3% |
128.5 |
2.1% |
52% |
False |
False |
79,063 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.3% |
119.9 |
2.0% |
52% |
False |
False |
63,329 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
13.3% |
109.8 |
1.8% |
52% |
False |
False |
53,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,314.1 |
|
2.618 |
6,215.4 |
|
1.618 |
6,154.9 |
|
1.000 |
6,117.5 |
|
0.618 |
6,094.4 |
|
HIGH |
6,057.0 |
|
0.618 |
6,033.9 |
|
0.500 |
6,026.8 |
|
0.382 |
6,019.6 |
|
LOW |
5,996.5 |
|
0.618 |
5,959.1 |
|
1.000 |
5,936.0 |
|
1.618 |
5,898.6 |
|
2.618 |
5,838.1 |
|
4.250 |
5,739.4 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,026.8 |
6,111.8 |
| PP |
6,020.0 |
6,076.7 |
| S1 |
6,013.3 |
6,041.6 |
|