| 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 |
2,701.0 |
2,702.0 |
1.0 |
0.0% |
2,803.0 |
| High |
2,706.0 |
2,723.0 |
17.0 |
0.6% |
2,825.0 |
| Low |
2,656.0 |
2,690.0 |
34.0 |
1.3% |
2,679.0 |
| Close |
2,680.0 |
2,722.0 |
42.0 |
1.6% |
2,692.0 |
| Range |
50.0 |
33.0 |
-17.0 |
-34.0% |
146.0 |
| ATR |
57.7 |
56.7 |
-1.1 |
-1.8% |
0.0 |
| Volume |
5,362 |
286 |
-5,076 |
-94.7% |
11,215 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.7 |
2,799.3 |
2,740.2 |
|
| R3 |
2,777.7 |
2,766.3 |
2,731.1 |
|
| R2 |
2,744.7 |
2,744.7 |
2,728.1 |
|
| R1 |
2,733.3 |
2,733.3 |
2,725.0 |
2,739.0 |
| PP |
2,711.7 |
2,711.7 |
2,711.7 |
2,714.5 |
| S1 |
2,700.3 |
2,700.3 |
2,719.0 |
2,706.0 |
| S2 |
2,678.7 |
2,678.7 |
2,716.0 |
|
| S3 |
2,645.7 |
2,667.3 |
2,712.9 |
|
| S4 |
2,612.7 |
2,634.3 |
2,703.9 |
|
|
| 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 |
2,777.0 |
2,656.0 |
121.0 |
4.4% |
50.2 |
1.8% |
55% |
False |
False |
3,264 |
| 10 |
2,834.0 |
2,656.0 |
178.0 |
6.5% |
46.6 |
1.7% |
37% |
False |
False |
1,810 |
| 20 |
2,834.0 |
2,589.0 |
245.0 |
9.0% |
52.0 |
1.9% |
54% |
False |
False |
2,085 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
56.1 |
2.1% |
68% |
False |
False |
1,835 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.1% |
58.1 |
2.1% |
71% |
False |
False |
4,122 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
16.4% |
66.6 |
2.4% |
75% |
False |
False |
3,330 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.2% |
59.3 |
2.2% |
61% |
False |
False |
2,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,863.3 |
|
2.618 |
2,809.4 |
|
1.618 |
2,776.4 |
|
1.000 |
2,756.0 |
|
0.618 |
2,743.4 |
|
HIGH |
2,723.0 |
|
0.618 |
2,710.4 |
|
0.500 |
2,706.5 |
|
0.382 |
2,702.6 |
|
LOW |
2,690.0 |
|
0.618 |
2,669.6 |
|
1.000 |
2,657.0 |
|
1.618 |
2,636.6 |
|
2.618 |
2,603.6 |
|
4.250 |
2,549.8 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.8 |
2,713.0 |
| PP |
2,711.7 |
2,704.0 |
| S1 |
2,706.5 |
2,695.0 |
|