| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,578.0 |
2,636.0 |
58.0 |
2.2% |
2,633.0 |
| High |
2,629.0 |
2,636.0 |
7.0 |
0.3% |
2,667.0 |
| Low |
2,568.0 |
2,590.0 |
22.0 |
0.9% |
2,537.0 |
| Close |
2,616.0 |
2,604.0 |
-12.0 |
-0.5% |
2,616.0 |
| Range |
61.0 |
46.0 |
-15.0 |
-24.6% |
130.0 |
| ATR |
57.0 |
56.2 |
-0.8 |
-1.4% |
0.0 |
| Volume |
6,285 |
877 |
-5,408 |
-86.0% |
36,234 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.0 |
2,722.0 |
2,629.3 |
|
| R3 |
2,702.0 |
2,676.0 |
2,616.7 |
|
| R2 |
2,656.0 |
2,656.0 |
2,612.4 |
|
| R1 |
2,630.0 |
2,630.0 |
2,608.2 |
2,620.0 |
| PP |
2,610.0 |
2,610.0 |
2,610.0 |
2,605.0 |
| S1 |
2,584.0 |
2,584.0 |
2,599.8 |
2,574.0 |
| S2 |
2,564.0 |
2,564.0 |
2,595.6 |
|
| S3 |
2,518.0 |
2,538.0 |
2,591.4 |
|
| S4 |
2,472.0 |
2,492.0 |
2,578.7 |
|
|
| 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 |
2,636.0 |
2,537.0 |
99.0 |
3.8% |
55.2 |
2.1% |
68% |
True |
False |
7,190 |
| 10 |
2,737.0 |
2,537.0 |
200.0 |
7.7% |
52.8 |
2.0% |
34% |
False |
False |
4,063 |
| 20 |
2,834.0 |
2,537.0 |
297.0 |
11.4% |
49.6 |
1.9% |
23% |
False |
False |
2,944 |
| 40 |
2,834.0 |
2,504.0 |
330.0 |
12.7% |
55.4 |
2.1% |
30% |
False |
False |
2,603 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.7% |
56.4 |
2.2% |
40% |
False |
False |
4,446 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.7% |
60.6 |
2.3% |
44% |
False |
False |
3,722 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
21.1% |
62.9 |
2.4% |
39% |
False |
False |
3,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,831.5 |
|
2.618 |
2,756.4 |
|
1.618 |
2,710.4 |
|
1.000 |
2,682.0 |
|
0.618 |
2,664.4 |
|
HIGH |
2,636.0 |
|
0.618 |
2,618.4 |
|
0.500 |
2,613.0 |
|
0.382 |
2,607.6 |
|
LOW |
2,590.0 |
|
0.618 |
2,561.6 |
|
1.000 |
2,544.0 |
|
1.618 |
2,515.6 |
|
2.618 |
2,469.6 |
|
4.250 |
2,394.5 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,613.0 |
2,602.5 |
| PP |
2,610.0 |
2,601.0 |
| S1 |
2,607.0 |
2,599.5 |
|