| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,805.0 |
2,777.0 |
-28.0 |
-1.0% |
2,750.0 |
| High |
2,807.0 |
2,777.0 |
-30.0 |
-1.1% |
2,834.0 |
| Low |
2,770.0 |
2,702.0 |
-68.0 |
-2.5% |
2,748.0 |
| Close |
2,783.0 |
2,712.0 |
-71.0 |
-2.6% |
2,765.0 |
| Range |
37.0 |
75.0 |
38.0 |
102.7% |
86.0 |
| ATR |
58.6 |
60.2 |
1.6 |
2.7% |
0.0 |
| Volume |
297 |
852 |
555 |
186.9% |
1,792 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,955.3 |
2,908.7 |
2,753.3 |
|
| R3 |
2,880.3 |
2,833.7 |
2,732.6 |
|
| R2 |
2,805.3 |
2,805.3 |
2,725.8 |
|
| R1 |
2,758.7 |
2,758.7 |
2,718.9 |
2,744.5 |
| PP |
2,730.3 |
2,730.3 |
2,730.3 |
2,723.3 |
| S1 |
2,683.7 |
2,683.7 |
2,705.1 |
2,669.5 |
| S2 |
2,655.3 |
2,655.3 |
2,698.3 |
|
| S3 |
2,580.3 |
2,608.7 |
2,691.4 |
|
| S4 |
2,505.3 |
2,533.7 |
2,670.8 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,040.3 |
2,988.7 |
2,812.3 |
|
| R3 |
2,954.3 |
2,902.7 |
2,788.7 |
|
| R2 |
2,868.3 |
2,868.3 |
2,780.8 |
|
| R1 |
2,816.7 |
2,816.7 |
2,772.9 |
2,842.5 |
| PP |
2,782.3 |
2,782.3 |
2,782.3 |
2,795.3 |
| S1 |
2,730.7 |
2,730.7 |
2,757.1 |
2,756.5 |
| S2 |
2,696.3 |
2,696.3 |
2,749.2 |
|
| S3 |
2,610.3 |
2,644.7 |
2,741.4 |
|
| S4 |
2,524.3 |
2,558.7 |
2,717.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,834.0 |
2,702.0 |
132.0 |
4.9% |
48.2 |
1.8% |
8% |
False |
True |
448 |
| 10 |
2,834.0 |
2,694.0 |
140.0 |
5.2% |
53.3 |
2.0% |
13% |
False |
False |
632 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.6% |
56.6 |
2.1% |
53% |
False |
False |
1,524 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
56.7 |
2.1% |
65% |
False |
False |
2,941 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
15.1% |
60.8 |
2.2% |
70% |
False |
False |
3,945 |
| 80 |
2,874.0 |
2,387.0 |
487.0 |
18.0% |
67.6 |
2.5% |
67% |
False |
False |
3,150 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.3% |
58.0 |
2.1% |
59% |
False |
False |
2,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.8 |
|
2.618 |
2,973.4 |
|
1.618 |
2,898.4 |
|
1.000 |
2,852.0 |
|
0.618 |
2,823.4 |
|
HIGH |
2,777.0 |
|
0.618 |
2,748.4 |
|
0.500 |
2,739.5 |
|
0.382 |
2,730.7 |
|
LOW |
2,702.0 |
|
0.618 |
2,655.7 |
|
1.000 |
2,627.0 |
|
1.618 |
2,580.7 |
|
2.618 |
2,505.7 |
|
4.250 |
2,383.3 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.5 |
2,763.5 |
| PP |
2,730.3 |
2,746.3 |
| S1 |
2,721.2 |
2,729.2 |
|