| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,730.0 |
2,701.0 |
-29.0 |
-1.1% |
2,803.0 |
| High |
2,734.0 |
2,706.0 |
-28.0 |
-1.0% |
2,825.0 |
| Low |
2,679.0 |
2,656.0 |
-23.0 |
-0.9% |
2,679.0 |
| Close |
2,692.0 |
2,680.0 |
-12.0 |
-0.4% |
2,692.0 |
| Range |
55.0 |
50.0 |
-5.0 |
-9.1% |
146.0 |
| ATR |
58.3 |
57.7 |
-0.6 |
-1.0% |
0.0 |
| Volume |
3,758 |
5,362 |
1,604 |
42.7% |
11,215 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.7 |
2,805.3 |
2,707.5 |
|
| R3 |
2,780.7 |
2,755.3 |
2,693.8 |
|
| R2 |
2,730.7 |
2,730.7 |
2,689.2 |
|
| R1 |
2,705.3 |
2,705.3 |
2,684.6 |
2,693.0 |
| PP |
2,680.7 |
2,680.7 |
2,680.7 |
2,674.5 |
| S1 |
2,655.3 |
2,655.3 |
2,675.4 |
2,643.0 |
| S2 |
2,630.7 |
2,630.7 |
2,670.8 |
|
| S3 |
2,580.7 |
2,605.3 |
2,666.3 |
|
| S4 |
2,530.7 |
2,555.3 |
2,652.5 |
|
|
| 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 |
2,807.0 |
2,656.0 |
151.0 |
5.6% |
51.0 |
1.9% |
16% |
False |
True |
3,266 |
| 10 |
2,834.0 |
2,656.0 |
178.0 |
6.6% |
46.4 |
1.7% |
13% |
False |
True |
1,824 |
| 20 |
2,834.0 |
2,575.0 |
259.0 |
9.7% |
53.7 |
2.0% |
41% |
False |
False |
2,081 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.2% |
56.9 |
2.1% |
56% |
False |
False |
1,876 |
| 60 |
2,834.0 |
2,424.0 |
410.0 |
15.3% |
58.8 |
2.2% |
62% |
False |
False |
4,147 |
| 80 |
2,846.0 |
2,387.0 |
459.0 |
17.1% |
67.7 |
2.5% |
64% |
False |
False |
3,331 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.5% |
59.1 |
2.2% |
53% |
False |
False |
2,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.5 |
|
2.618 |
2,836.9 |
|
1.618 |
2,786.9 |
|
1.000 |
2,756.0 |
|
0.618 |
2,736.9 |
|
HIGH |
2,706.0 |
|
0.618 |
2,686.9 |
|
0.500 |
2,681.0 |
|
0.382 |
2,675.1 |
|
LOW |
2,656.0 |
|
0.618 |
2,625.1 |
|
1.000 |
2,606.0 |
|
1.618 |
2,575.1 |
|
2.618 |
2,525.1 |
|
4.250 |
2,443.5 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,681.0 |
2,695.0 |
| PP |
2,680.7 |
2,690.0 |
| S1 |
2,680.3 |
2,685.0 |
|