| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,725.0 |
2,657.0 |
-68.0 |
-2.5% |
2,701.0 |
| High |
2,737.0 |
2,667.0 |
-70.0 |
-2.6% |
2,737.0 |
| Low |
2,641.0 |
2,620.0 |
-21.0 |
-0.8% |
2,620.0 |
| Close |
2,663.0 |
2,631.0 |
-32.0 |
-1.2% |
2,631.0 |
| Range |
96.0 |
47.0 |
-49.0 |
-51.0% |
117.0 |
| ATR |
58.2 |
57.4 |
-0.8 |
-1.4% |
0.0 |
| Volume |
2,375 |
609 |
-1,766 |
-74.4% |
8,890 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.3 |
2,752.7 |
2,656.9 |
|
| R3 |
2,733.3 |
2,705.7 |
2,643.9 |
|
| R2 |
2,686.3 |
2,686.3 |
2,639.6 |
|
| R1 |
2,658.7 |
2,658.7 |
2,635.3 |
2,649.0 |
| PP |
2,639.3 |
2,639.3 |
2,639.3 |
2,634.5 |
| S1 |
2,611.7 |
2,611.7 |
2,626.7 |
2,602.0 |
| S2 |
2,592.3 |
2,592.3 |
2,622.4 |
|
| S3 |
2,545.3 |
2,564.7 |
2,618.1 |
|
| S4 |
2,498.3 |
2,517.7 |
2,605.2 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.7 |
2,939.3 |
2,695.4 |
|
| R3 |
2,896.7 |
2,822.3 |
2,663.2 |
|
| R2 |
2,779.7 |
2,779.7 |
2,652.5 |
|
| R1 |
2,705.3 |
2,705.3 |
2,641.7 |
2,684.0 |
| PP |
2,662.7 |
2,662.7 |
2,662.7 |
2,652.0 |
| S1 |
2,588.3 |
2,588.3 |
2,620.3 |
2,567.0 |
| S2 |
2,545.7 |
2,545.7 |
2,609.6 |
|
| S3 |
2,428.7 |
2,471.3 |
2,598.8 |
|
| S4 |
2,311.7 |
2,354.3 |
2,566.7 |
|
|
| 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 |
2,620.0 |
117.0 |
4.4% |
52.8 |
2.0% |
9% |
False |
True |
1,778 |
| 10 |
2,825.0 |
2,620.0 |
205.0 |
7.8% |
49.4 |
1.9% |
5% |
False |
True |
2,010 |
| 20 |
2,834.0 |
2,620.0 |
214.0 |
8.1% |
50.1 |
1.9% |
5% |
False |
True |
1,599 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.4% |
56.2 |
2.1% |
42% |
False |
False |
1,862 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.6% |
57.0 |
2.2% |
47% |
False |
False |
4,120 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
17.0% |
66.6 |
2.5% |
55% |
False |
False |
3,315 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.9% |
61.1 |
2.3% |
44% |
False |
False |
2,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.8 |
|
2.618 |
2,790.0 |
|
1.618 |
2,743.0 |
|
1.000 |
2,714.0 |
|
0.618 |
2,696.0 |
|
HIGH |
2,667.0 |
|
0.618 |
2,649.0 |
|
0.500 |
2,643.5 |
|
0.382 |
2,638.0 |
|
LOW |
2,620.0 |
|
0.618 |
2,591.0 |
|
1.000 |
2,573.0 |
|
1.618 |
2,544.0 |
|
2.618 |
2,497.0 |
|
4.250 |
2,420.3 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,643.5 |
2,678.5 |
| PP |
2,639.3 |
2,662.7 |
| S1 |
2,635.2 |
2,646.8 |
|