| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,633.0 |
2,630.0 |
-3.0 |
-0.1% |
2,701.0 |
| High |
2,667.0 |
2,630.0 |
-37.0 |
-1.4% |
2,737.0 |
| Low |
2,629.0 |
2,570.0 |
-59.0 |
-2.2% |
2,620.0 |
| Close |
2,641.0 |
2,600.0 |
-41.0 |
-1.6% |
2,631.0 |
| Range |
38.0 |
60.0 |
22.0 |
57.9% |
117.0 |
| ATR |
56.1 |
57.1 |
1.1 |
1.9% |
0.0 |
| Volume |
1,161 |
744 |
-417 |
-35.9% |
8,890 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.0 |
2,750.0 |
2,633.0 |
|
| R3 |
2,720.0 |
2,690.0 |
2,616.5 |
|
| R2 |
2,660.0 |
2,660.0 |
2,611.0 |
|
| R1 |
2,630.0 |
2,630.0 |
2,605.5 |
2,615.0 |
| PP |
2,600.0 |
2,600.0 |
2,600.0 |
2,592.5 |
| S1 |
2,570.0 |
2,570.0 |
2,594.5 |
2,555.0 |
| S2 |
2,540.0 |
2,540.0 |
2,589.0 |
|
| S3 |
2,480.0 |
2,510.0 |
2,583.5 |
|
| S4 |
2,420.0 |
2,450.0 |
2,567.0 |
|
|
| 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 |
2,570.0 |
167.0 |
6.4% |
55.8 |
2.1% |
18% |
False |
True |
1,029 |
| 10 |
2,777.0 |
2,570.0 |
207.0 |
8.0% |
53.0 |
2.0% |
14% |
False |
True |
2,146 |
| 20 |
2,834.0 |
2,570.0 |
264.0 |
10.2% |
51.0 |
2.0% |
11% |
False |
True |
1,515 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.6% |
55.3 |
2.1% |
34% |
False |
False |
1,791 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.8% |
57.3 |
2.2% |
39% |
False |
False |
4,097 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
17.2% |
65.6 |
2.5% |
48% |
False |
False |
3,332 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
21.2% |
61.8 |
2.4% |
39% |
False |
False |
2,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.0 |
|
2.618 |
2,787.1 |
|
1.618 |
2,727.1 |
|
1.000 |
2,690.0 |
|
0.618 |
2,667.1 |
|
HIGH |
2,630.0 |
|
0.618 |
2,607.1 |
|
0.500 |
2,600.0 |
|
0.382 |
2,592.9 |
|
LOW |
2,570.0 |
|
0.618 |
2,532.9 |
|
1.000 |
2,510.0 |
|
1.618 |
2,472.9 |
|
2.618 |
2,412.9 |
|
4.250 |
2,315.0 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,600.0 |
2,618.5 |
| PP |
2,600.0 |
2,612.3 |
| S1 |
2,600.0 |
2,606.2 |
|