| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,702.0 |
2,707.0 |
5.0 |
0.2% |
2,803.0 |
| High |
2,723.0 |
2,732.0 |
9.0 |
0.3% |
2,825.0 |
| Low |
2,690.0 |
2,694.0 |
4.0 |
0.1% |
2,679.0 |
| Close |
2,722.0 |
2,716.0 |
-6.0 |
-0.2% |
2,692.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
146.0 |
| ATR |
56.7 |
55.3 |
-1.3 |
-2.4% |
0.0 |
| Volume |
286 |
258 |
-28 |
-9.8% |
11,215 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.0 |
2,810.0 |
2,736.9 |
|
| R3 |
2,790.0 |
2,772.0 |
2,726.5 |
|
| R2 |
2,752.0 |
2,752.0 |
2,723.0 |
|
| R1 |
2,734.0 |
2,734.0 |
2,719.5 |
2,743.0 |
| PP |
2,714.0 |
2,714.0 |
2,714.0 |
2,718.5 |
| S1 |
2,696.0 |
2,696.0 |
2,712.5 |
2,705.0 |
| S2 |
2,676.0 |
2,676.0 |
2,709.0 |
|
| S3 |
2,638.0 |
2,658.0 |
2,705.6 |
|
| S4 |
2,600.0 |
2,620.0 |
2,695.1 |
|
|
| 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 |
2,734.0 |
2,656.0 |
78.0 |
2.9% |
42.8 |
1.6% |
77% |
False |
False |
3,145 |
| 10 |
2,834.0 |
2,656.0 |
178.0 |
6.6% |
45.5 |
1.7% |
34% |
False |
False |
1,796 |
| 20 |
2,834.0 |
2,598.0 |
236.0 |
8.7% |
50.4 |
1.9% |
50% |
False |
False |
1,715 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.0% |
55.9 |
2.1% |
67% |
False |
False |
1,825 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.1% |
57.6 |
2.1% |
69% |
False |
False |
4,113 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
16.5% |
66.1 |
2.4% |
74% |
False |
False |
3,285 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.3% |
59.6 |
2.2% |
60% |
False |
False |
2,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.5 |
|
2.618 |
2,831.5 |
|
1.618 |
2,793.5 |
|
1.000 |
2,770.0 |
|
0.618 |
2,755.5 |
|
HIGH |
2,732.0 |
|
0.618 |
2,717.5 |
|
0.500 |
2,713.0 |
|
0.382 |
2,708.5 |
|
LOW |
2,694.0 |
|
0.618 |
2,670.5 |
|
1.000 |
2,656.0 |
|
1.618 |
2,632.5 |
|
2.618 |
2,594.5 |
|
4.250 |
2,532.5 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.0 |
2,708.7 |
| PP |
2,714.0 |
2,701.3 |
| S1 |
2,713.0 |
2,694.0 |
|