| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,216.5 |
1,227.0 |
10.5 |
0.9% |
1,206.3 |
| High |
1,229.5 |
1,231.1 |
1.6 |
0.1% |
1,219.8 |
| Low |
1,216.2 |
1,224.3 |
8.1 |
0.7% |
1,192.5 |
| Close |
1,226.2 |
1,228.3 |
2.1 |
0.2% |
1,216.6 |
| Range |
13.3 |
6.8 |
-6.5 |
-48.9% |
27.3 |
| ATR |
16.3 |
15.6 |
-0.7 |
-4.2% |
0.0 |
| Volume |
68,550 |
54,742 |
-13,808 |
-20.1% |
439,626 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,248.3 |
1,245.1 |
1,232.0 |
|
| R3 |
1,241.5 |
1,238.3 |
1,230.2 |
|
| R2 |
1,234.7 |
1,234.7 |
1,229.5 |
|
| R1 |
1,231.5 |
1,231.5 |
1,228.9 |
1,233.1 |
| PP |
1,227.9 |
1,227.9 |
1,227.9 |
1,228.7 |
| S1 |
1,224.7 |
1,224.7 |
1,227.7 |
1,226.3 |
| S2 |
1,221.1 |
1,221.1 |
1,227.1 |
|
| S3 |
1,214.3 |
1,217.9 |
1,226.4 |
|
| S4 |
1,207.5 |
1,211.1 |
1,224.6 |
|
|
| 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 |
1,231.1 |
1,194.2 |
36.9 |
3.0% |
12.5 |
1.0% |
92% |
True |
False |
81,308 |
| 10 |
1,231.1 |
1,187.0 |
44.1 |
3.6% |
13.9 |
1.1% |
94% |
True |
False |
82,791 |
| 20 |
1,231.1 |
1,159.3 |
71.8 |
5.8% |
15.3 |
1.2% |
96% |
True |
False |
86,633 |
| 40 |
1,267.5 |
1,159.3 |
108.2 |
8.8% |
17.5 |
1.4% |
64% |
False |
False |
49,752 |
| 60 |
1,270.6 |
1,159.3 |
111.3 |
9.1% |
18.0 |
1.5% |
62% |
False |
False |
35,084 |
| 80 |
1,270.6 |
1,150.7 |
119.9 |
9.8% |
19.0 |
1.5% |
65% |
False |
False |
27,371 |
| 100 |
1,270.6 |
1,094.0 |
176.6 |
14.4% |
18.1 |
1.5% |
76% |
False |
False |
22,231 |
| 120 |
1,270.6 |
1,089.9 |
180.7 |
14.7% |
17.6 |
1.4% |
77% |
False |
False |
18,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.0 |
|
2.618 |
1,248.9 |
|
1.618 |
1,242.1 |
|
1.000 |
1,237.9 |
|
0.618 |
1,235.3 |
|
HIGH |
1,231.1 |
|
0.618 |
1,228.5 |
|
0.500 |
1,227.7 |
|
0.382 |
1,226.9 |
|
LOW |
1,224.3 |
|
0.618 |
1,220.1 |
|
1.000 |
1,217.5 |
|
1.618 |
1,213.3 |
|
2.618 |
1,206.5 |
|
4.250 |
1,195.4 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.1 |
1,226.1 |
| PP |
1,227.9 |
1,223.9 |
| S1 |
1,227.7 |
1,221.7 |
|