| 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 |
1,200.6 |
1,216.1 |
15.5 |
1.3% |
1,206.3 |
| High |
1,218.5 |
1,219.8 |
1.3 |
0.1% |
1,219.8 |
| Low |
1,199.5 |
1,212.3 |
12.8 |
1.1% |
1,192.5 |
| Close |
1,216.7 |
1,216.6 |
-0.1 |
0.0% |
1,216.6 |
| Range |
19.0 |
7.5 |
-11.5 |
-60.5% |
27.3 |
| ATR |
17.2 |
16.5 |
-0.7 |
-4.0% |
0.0 |
| Volume |
106,009 |
66,513 |
-39,496 |
-37.3% |
439,626 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.7 |
1,235.2 |
1,220.7 |
|
| R3 |
1,231.2 |
1,227.7 |
1,218.7 |
|
| R2 |
1,223.7 |
1,223.7 |
1,218.0 |
|
| R1 |
1,220.2 |
1,220.2 |
1,217.3 |
1,222.0 |
| PP |
1,216.2 |
1,216.2 |
1,216.2 |
1,217.1 |
| S1 |
1,212.7 |
1,212.7 |
1,215.9 |
1,214.5 |
| S2 |
1,208.7 |
1,208.7 |
1,215.2 |
|
| S3 |
1,201.2 |
1,205.2 |
1,214.5 |
|
| S4 |
1,193.7 |
1,197.7 |
1,212.5 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,291.5 |
1,281.4 |
1,231.6 |
|
| R3 |
1,264.2 |
1,254.1 |
1,224.1 |
|
| R2 |
1,236.9 |
1,236.9 |
1,221.6 |
|
| R1 |
1,226.8 |
1,226.8 |
1,219.1 |
1,231.9 |
| PP |
1,209.6 |
1,209.6 |
1,209.6 |
1,212.2 |
| S1 |
1,199.5 |
1,199.5 |
1,214.1 |
1,204.6 |
| S2 |
1,182.3 |
1,182.3 |
1,211.6 |
|
| S3 |
1,155.0 |
1,172.2 |
1,209.1 |
|
| S4 |
1,127.7 |
1,144.9 |
1,201.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,219.8 |
1,192.5 |
27.3 |
2.2% |
14.2 |
1.2% |
88% |
True |
False |
87,925 |
| 10 |
1,219.8 |
1,176.7 |
43.1 |
3.5% |
14.8 |
1.2% |
93% |
True |
False |
91,351 |
| 20 |
1,219.8 |
1,159.3 |
60.5 |
5.0% |
16.1 |
1.3% |
95% |
True |
False |
82,300 |
| 40 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.4 |
1.5% |
51% |
False |
False |
47,169 |
| 60 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.4 |
1.5% |
51% |
False |
False |
33,208 |
| 80 |
1,270.6 |
1,135.9 |
134.7 |
11.1% |
19.2 |
1.6% |
60% |
False |
False |
25,890 |
| 100 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
18.1 |
1.5% |
70% |
False |
False |
21,032 |
| 120 |
1,270.6 |
1,089.9 |
180.7 |
14.9% |
17.7 |
1.5% |
70% |
False |
False |
17,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,251.7 |
|
2.618 |
1,239.4 |
|
1.618 |
1,231.9 |
|
1.000 |
1,227.3 |
|
0.618 |
1,224.4 |
|
HIGH |
1,219.8 |
|
0.618 |
1,216.9 |
|
0.500 |
1,216.1 |
|
0.382 |
1,215.2 |
|
LOW |
1,212.3 |
|
0.618 |
1,207.7 |
|
1.000 |
1,204.8 |
|
1.618 |
1,200.2 |
|
2.618 |
1,192.7 |
|
4.250 |
1,180.4 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,216.4 |
1,213.4 |
| PP |
1,216.2 |
1,210.2 |
| S1 |
1,216.1 |
1,207.0 |
|