| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,777.0 |
2,699.0 |
-78.0 |
-2.8% |
2,750.0 |
| High |
2,777.0 |
2,722.0 |
-55.0 |
-2.0% |
2,834.0 |
| Low |
2,702.0 |
2,684.0 |
-18.0 |
-0.7% |
2,748.0 |
| Close |
2,712.0 |
2,710.0 |
-2.0 |
-0.1% |
2,765.0 |
| Range |
75.0 |
38.0 |
-37.0 |
-49.3% |
86.0 |
| ATR |
60.2 |
58.6 |
-1.6 |
-2.6% |
0.0 |
| Volume |
852 |
6,062 |
5,210 |
611.5% |
1,792 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,819.3 |
2,802.7 |
2,730.9 |
|
| R3 |
2,781.3 |
2,764.7 |
2,720.5 |
|
| R2 |
2,743.3 |
2,743.3 |
2,717.0 |
|
| R1 |
2,726.7 |
2,726.7 |
2,713.5 |
2,735.0 |
| PP |
2,705.3 |
2,705.3 |
2,705.3 |
2,709.5 |
| S1 |
2,688.7 |
2,688.7 |
2,706.5 |
2,697.0 |
| S2 |
2,667.3 |
2,667.3 |
2,703.0 |
|
| S3 |
2,629.3 |
2,650.7 |
2,699.6 |
|
| S4 |
2,591.3 |
2,612.7 |
2,689.1 |
|
|
| 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 |
2,825.0 |
2,684.0 |
141.0 |
5.2% |
48.6 |
1.8% |
18% |
False |
True |
1,586 |
| 10 |
2,834.0 |
2,684.0 |
150.0 |
5.5% |
48.9 |
1.8% |
17% |
False |
True |
975 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.6% |
55.5 |
2.0% |
52% |
False |
False |
1,740 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
56.7 |
2.1% |
65% |
False |
False |
2,088 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
15.1% |
59.4 |
2.2% |
70% |
False |
False |
4,045 |
| 80 |
2,864.0 |
2,387.0 |
477.0 |
17.6% |
67.1 |
2.5% |
68% |
False |
False |
3,221 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.3% |
58.4 |
2.2% |
59% |
False |
False |
2,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,883.5 |
|
2.618 |
2,821.5 |
|
1.618 |
2,783.5 |
|
1.000 |
2,760.0 |
|
0.618 |
2,745.5 |
|
HIGH |
2,722.0 |
|
0.618 |
2,707.5 |
|
0.500 |
2,703.0 |
|
0.382 |
2,698.5 |
|
LOW |
2,684.0 |
|
0.618 |
2,660.5 |
|
1.000 |
2,646.0 |
|
1.618 |
2,622.5 |
|
2.618 |
2,584.5 |
|
4.250 |
2,522.5 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,707.7 |
2,745.5 |
| PP |
2,705.3 |
2,733.7 |
| S1 |
2,703.0 |
2,721.8 |
|