| 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 |
2,699.0 |
2,730.0 |
31.0 |
1.1% |
2,803.0 |
| High |
2,722.0 |
2,734.0 |
12.0 |
0.4% |
2,825.0 |
| Low |
2,684.0 |
2,679.0 |
-5.0 |
-0.2% |
2,679.0 |
| Close |
2,710.0 |
2,692.0 |
-18.0 |
-0.7% |
2,692.0 |
| Range |
38.0 |
55.0 |
17.0 |
44.7% |
146.0 |
| ATR |
58.6 |
58.3 |
-0.3 |
-0.4% |
0.0 |
| Volume |
6,062 |
3,758 |
-2,304 |
-38.0% |
11,215 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,866.7 |
2,834.3 |
2,722.3 |
|
| R3 |
2,811.7 |
2,779.3 |
2,707.1 |
|
| R2 |
2,756.7 |
2,756.7 |
2,702.1 |
|
| R1 |
2,724.3 |
2,724.3 |
2,697.0 |
2,713.0 |
| PP |
2,701.7 |
2,701.7 |
2,701.7 |
2,696.0 |
| S1 |
2,669.3 |
2,669.3 |
2,687.0 |
2,658.0 |
| S2 |
2,646.7 |
2,646.7 |
2,681.9 |
|
| S3 |
2,591.7 |
2,614.3 |
2,676.9 |
|
| S4 |
2,536.7 |
2,559.3 |
2,661.8 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,077.0 |
2,772.3 |
|
| R3 |
3,024.0 |
2,931.0 |
2,732.2 |
|
| R2 |
2,878.0 |
2,878.0 |
2,718.8 |
|
| R1 |
2,785.0 |
2,785.0 |
2,705.4 |
2,758.5 |
| PP |
2,732.0 |
2,732.0 |
2,732.0 |
2,718.8 |
| S1 |
2,639.0 |
2,639.0 |
2,678.6 |
2,612.5 |
| S2 |
2,586.0 |
2,586.0 |
2,665.2 |
|
| S3 |
2,440.0 |
2,493.0 |
2,651.9 |
|
| S4 |
2,294.0 |
2,347.0 |
2,611.7 |
|
|
| 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 |
2,679.0 |
146.0 |
5.4% |
46.0 |
1.7% |
9% |
False |
True |
2,243 |
| 10 |
2,834.0 |
2,679.0 |
155.0 |
5.8% |
48.8 |
1.8% |
8% |
False |
True |
1,300 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.6% |
53.4 |
2.0% |
45% |
False |
False |
1,820 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.1% |
57.2 |
2.1% |
60% |
False |
False |
1,750 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
15.2% |
58.7 |
2.2% |
65% |
False |
False |
4,077 |
| 80 |
2,864.0 |
2,387.0 |
477.0 |
17.7% |
67.2 |
2.5% |
64% |
False |
False |
3,264 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.4% |
59.0 |
2.2% |
55% |
False |
False |
2,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.8 |
|
2.618 |
2,878.0 |
|
1.618 |
2,823.0 |
|
1.000 |
2,789.0 |
|
0.618 |
2,768.0 |
|
HIGH |
2,734.0 |
|
0.618 |
2,713.0 |
|
0.500 |
2,706.5 |
|
0.382 |
2,700.0 |
|
LOW |
2,679.0 |
|
0.618 |
2,645.0 |
|
1.000 |
2,624.0 |
|
1.618 |
2,590.0 |
|
2.618 |
2,535.0 |
|
4.250 |
2,445.3 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,706.5 |
2,728.0 |
| PP |
2,701.7 |
2,716.0 |
| S1 |
2,696.8 |
2,704.0 |
|