| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,707.0 |
2,725.0 |
18.0 |
0.7% |
2,803.0 |
| High |
2,732.0 |
2,737.0 |
5.0 |
0.2% |
2,825.0 |
| Low |
2,694.0 |
2,641.0 |
-53.0 |
-2.0% |
2,679.0 |
| Close |
2,716.0 |
2,663.0 |
-53.0 |
-2.0% |
2,692.0 |
| Range |
38.0 |
96.0 |
58.0 |
152.6% |
146.0 |
| ATR |
55.3 |
58.2 |
2.9 |
5.2% |
0.0 |
| Volume |
258 |
2,375 |
2,117 |
820.5% |
11,215 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,968.3 |
2,911.7 |
2,715.8 |
|
| R3 |
2,872.3 |
2,815.7 |
2,689.4 |
|
| R2 |
2,776.3 |
2,776.3 |
2,680.6 |
|
| R1 |
2,719.7 |
2,719.7 |
2,671.8 |
2,700.0 |
| PP |
2,680.3 |
2,680.3 |
2,680.3 |
2,670.5 |
| S1 |
2,623.7 |
2,623.7 |
2,654.2 |
2,604.0 |
| S2 |
2,584.3 |
2,584.3 |
2,645.4 |
|
| S3 |
2,488.3 |
2,527.7 |
2,636.6 |
|
| S4 |
2,392.3 |
2,431.7 |
2,610.2 |
|
|
| 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 |
2,737.0 |
2,641.0 |
96.0 |
3.6% |
54.4 |
2.0% |
23% |
True |
True |
2,407 |
| 10 |
2,825.0 |
2,641.0 |
184.0 |
6.9% |
51.5 |
1.9% |
12% |
False |
True |
1,997 |
| 20 |
2,834.0 |
2,641.0 |
193.0 |
7.2% |
50.0 |
1.9% |
11% |
False |
True |
1,651 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.3% |
56.0 |
2.1% |
52% |
False |
False |
1,853 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.4% |
57.5 |
2.2% |
55% |
False |
False |
4,135 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
16.8% |
66.7 |
2.5% |
62% |
False |
False |
3,310 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.7% |
60.6 |
2.3% |
50% |
False |
False |
2,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,145.0 |
|
2.618 |
2,988.3 |
|
1.618 |
2,892.3 |
|
1.000 |
2,833.0 |
|
0.618 |
2,796.3 |
|
HIGH |
2,737.0 |
|
0.618 |
2,700.3 |
|
0.500 |
2,689.0 |
|
0.382 |
2,677.7 |
|
LOW |
2,641.0 |
|
0.618 |
2,581.7 |
|
1.000 |
2,545.0 |
|
1.618 |
2,485.7 |
|
2.618 |
2,389.7 |
|
4.250 |
2,233.0 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,689.0 |
2,689.0 |
| PP |
2,680.3 |
2,680.3 |
| S1 |
2,671.7 |
2,671.7 |
|