| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,630.0 |
2,581.0 |
-49.0 |
-1.9% |
2,701.0 |
| High |
2,630.0 |
2,606.0 |
-24.0 |
-0.9% |
2,737.0 |
| Low |
2,570.0 |
2,537.0 |
-33.0 |
-1.3% |
2,620.0 |
| Close |
2,600.0 |
2,576.0 |
-24.0 |
-0.9% |
2,631.0 |
| Range |
60.0 |
69.0 |
9.0 |
15.0% |
117.0 |
| ATR |
57.1 |
58.0 |
0.8 |
1.5% |
0.0 |
| Volume |
744 |
10,724 |
9,980 |
1,341.4% |
8,890 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,780.0 |
2,747.0 |
2,614.0 |
|
| R3 |
2,711.0 |
2,678.0 |
2,595.0 |
|
| R2 |
2,642.0 |
2,642.0 |
2,588.7 |
|
| R1 |
2,609.0 |
2,609.0 |
2,582.3 |
2,591.0 |
| PP |
2,573.0 |
2,573.0 |
2,573.0 |
2,564.0 |
| S1 |
2,540.0 |
2,540.0 |
2,569.7 |
2,522.0 |
| S2 |
2,504.0 |
2,504.0 |
2,563.4 |
|
| S3 |
2,435.0 |
2,471.0 |
2,557.0 |
|
| S4 |
2,366.0 |
2,402.0 |
2,538.1 |
|
|
| 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 |
2,537.0 |
200.0 |
7.8% |
62.0 |
2.4% |
20% |
False |
True |
3,122 |
| 10 |
2,737.0 |
2,537.0 |
200.0 |
7.8% |
52.4 |
2.0% |
20% |
False |
True |
3,133 |
| 20 |
2,834.0 |
2,537.0 |
297.0 |
11.5% |
52.9 |
2.1% |
13% |
False |
True |
1,883 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.7% |
55.5 |
2.2% |
27% |
False |
False |
2,055 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.9% |
57.4 |
2.2% |
33% |
False |
False |
4,172 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
17.4% |
65.6 |
2.5% |
42% |
False |
False |
3,451 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
21.4% |
62.2 |
2.4% |
34% |
False |
False |
2,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,899.3 |
|
2.618 |
2,786.6 |
|
1.618 |
2,717.6 |
|
1.000 |
2,675.0 |
|
0.618 |
2,648.6 |
|
HIGH |
2,606.0 |
|
0.618 |
2,579.6 |
|
0.500 |
2,571.5 |
|
0.382 |
2,563.4 |
|
LOW |
2,537.0 |
|
0.618 |
2,494.4 |
|
1.000 |
2,468.0 |
|
1.618 |
2,425.4 |
|
2.618 |
2,356.4 |
|
4.250 |
2,243.8 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,574.5 |
2,602.0 |
| PP |
2,573.0 |
2,593.3 |
| S1 |
2,571.5 |
2,584.7 |
|