| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,581.0 |
2,593.0 |
12.0 |
0.5% |
2,701.0 |
| High |
2,606.0 |
2,603.0 |
-3.0 |
-0.1% |
2,737.0 |
| Low |
2,537.0 |
2,563.0 |
26.0 |
1.0% |
2,620.0 |
| Close |
2,576.0 |
2,587.0 |
11.0 |
0.4% |
2,631.0 |
| Range |
69.0 |
40.0 |
-29.0 |
-42.0% |
117.0 |
| ATR |
58.0 |
56.7 |
-1.3 |
-2.2% |
0.0 |
| Volume |
10,724 |
17,320 |
6,596 |
61.5% |
8,890 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,704.3 |
2,685.7 |
2,609.0 |
|
| R3 |
2,664.3 |
2,645.7 |
2,598.0 |
|
| R2 |
2,624.3 |
2,624.3 |
2,594.3 |
|
| R1 |
2,605.7 |
2,605.7 |
2,590.7 |
2,595.0 |
| PP |
2,584.3 |
2,584.3 |
2,584.3 |
2,579.0 |
| S1 |
2,565.7 |
2,565.7 |
2,583.3 |
2,555.0 |
| S2 |
2,544.3 |
2,544.3 |
2,579.7 |
|
| S3 |
2,504.3 |
2,525.7 |
2,576.0 |
|
| S4 |
2,464.3 |
2,485.7 |
2,565.0 |
|
|
| 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 |
2,667.0 |
2,537.0 |
130.0 |
5.0% |
50.8 |
2.0% |
38% |
False |
False |
6,111 |
| 10 |
2,737.0 |
2,537.0 |
200.0 |
7.7% |
52.6 |
2.0% |
25% |
False |
False |
4,259 |
| 20 |
2,834.0 |
2,537.0 |
297.0 |
11.5% |
50.8 |
2.0% |
17% |
False |
False |
2,617 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.6% |
55.2 |
2.1% |
30% |
False |
False |
2,462 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.8% |
57.2 |
2.2% |
36% |
False |
False |
4,453 |
| 80 |
2,834.0 |
2,413.0 |
421.0 |
16.3% |
63.0 |
2.4% |
41% |
False |
False |
3,662 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
21.3% |
62.3 |
2.4% |
36% |
False |
False |
3,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,773.0 |
|
2.618 |
2,707.7 |
|
1.618 |
2,667.7 |
|
1.000 |
2,643.0 |
|
0.618 |
2,627.7 |
|
HIGH |
2,603.0 |
|
0.618 |
2,587.7 |
|
0.500 |
2,583.0 |
|
0.382 |
2,578.3 |
|
LOW |
2,563.0 |
|
0.618 |
2,538.3 |
|
1.000 |
2,523.0 |
|
1.618 |
2,498.3 |
|
2.618 |
2,458.3 |
|
4.250 |
2,393.0 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,585.7 |
2,585.8 |
| PP |
2,584.3 |
2,584.7 |
| S1 |
2,583.0 |
2,583.5 |
|