| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,593.0 |
2,578.0 |
-15.0 |
-0.6% |
2,633.0 |
| High |
2,603.0 |
2,629.0 |
26.0 |
1.0% |
2,667.0 |
| Low |
2,563.0 |
2,568.0 |
5.0 |
0.2% |
2,537.0 |
| Close |
2,587.0 |
2,616.0 |
29.0 |
1.1% |
2,616.0 |
| Range |
40.0 |
61.0 |
21.0 |
52.5% |
130.0 |
| ATR |
56.7 |
57.0 |
0.3 |
0.5% |
0.0 |
| Volume |
17,320 |
6,285 |
-11,035 |
-63.7% |
36,234 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.3 |
2,762.7 |
2,649.6 |
|
| R3 |
2,726.3 |
2,701.7 |
2,632.8 |
|
| R2 |
2,665.3 |
2,665.3 |
2,627.2 |
|
| R1 |
2,640.7 |
2,640.7 |
2,621.6 |
2,653.0 |
| PP |
2,604.3 |
2,604.3 |
2,604.3 |
2,610.5 |
| S1 |
2,579.7 |
2,579.7 |
2,610.4 |
2,592.0 |
| S2 |
2,543.3 |
2,543.3 |
2,604.8 |
|
| S3 |
2,482.3 |
2,518.7 |
2,599.2 |
|
| S4 |
2,421.3 |
2,457.7 |
2,582.5 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,936.3 |
2,687.5 |
|
| R3 |
2,866.7 |
2,806.3 |
2,651.8 |
|
| R2 |
2,736.7 |
2,736.7 |
2,639.8 |
|
| R1 |
2,676.3 |
2,676.3 |
2,627.9 |
2,641.5 |
| PP |
2,606.7 |
2,606.7 |
2,606.7 |
2,589.3 |
| S1 |
2,546.3 |
2,546.3 |
2,604.1 |
2,511.5 |
| S2 |
2,476.7 |
2,476.7 |
2,592.2 |
|
| S3 |
2,346.7 |
2,416.3 |
2,580.3 |
|
| S4 |
2,216.7 |
2,286.3 |
2,544.5 |
|
|
| 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% |
53.6 |
2.0% |
61% |
False |
False |
7,246 |
| 10 |
2,737.0 |
2,537.0 |
200.0 |
7.6% |
53.2 |
2.0% |
40% |
False |
False |
4,512 |
| 20 |
2,834.0 |
2,537.0 |
297.0 |
11.4% |
51.0 |
1.9% |
27% |
False |
False |
2,906 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.5% |
55.1 |
2.1% |
38% |
False |
False |
2,615 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.7% |
56.7 |
2.2% |
43% |
False |
False |
4,475 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.7% |
62.1 |
2.4% |
47% |
False |
False |
3,727 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
21.0% |
62.6 |
2.4% |
42% |
False |
False |
3,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,888.3 |
|
2.618 |
2,788.7 |
|
1.618 |
2,727.7 |
|
1.000 |
2,690.0 |
|
0.618 |
2,666.7 |
|
HIGH |
2,629.0 |
|
0.618 |
2,605.7 |
|
0.500 |
2,598.5 |
|
0.382 |
2,591.3 |
|
LOW |
2,568.0 |
|
0.618 |
2,530.3 |
|
1.000 |
2,507.0 |
|
1.618 |
2,469.3 |
|
2.618 |
2,408.3 |
|
4.250 |
2,308.8 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,610.2 |
2,605.0 |
| PP |
2,604.3 |
2,594.0 |
| S1 |
2,598.5 |
2,583.0 |
|