| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,636.0 |
2,564.0 |
-72.0 |
-2.7% |
2,633.0 |
| High |
2,636.0 |
2,615.0 |
-21.0 |
-0.8% |
2,667.0 |
| Low |
2,590.0 |
2,558.0 |
-32.0 |
-1.2% |
2,537.0 |
| Close |
2,604.0 |
2,601.0 |
-3.0 |
-0.1% |
2,616.0 |
| Range |
46.0 |
57.0 |
11.0 |
23.9% |
130.0 |
| ATR |
56.2 |
56.3 |
0.1 |
0.1% |
0.0 |
| Volume |
877 |
30,332 |
29,455 |
3,358.6% |
36,234 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,762.3 |
2,738.7 |
2,632.4 |
|
| R3 |
2,705.3 |
2,681.7 |
2,616.7 |
|
| R2 |
2,648.3 |
2,648.3 |
2,611.5 |
|
| R1 |
2,624.7 |
2,624.7 |
2,606.2 |
2,636.5 |
| PP |
2,591.3 |
2,591.3 |
2,591.3 |
2,597.3 |
| S1 |
2,567.7 |
2,567.7 |
2,595.8 |
2,579.5 |
| S2 |
2,534.3 |
2,534.3 |
2,590.6 |
|
| S3 |
2,477.3 |
2,510.7 |
2,585.3 |
|
| S4 |
2,420.3 |
2,453.7 |
2,569.7 |
|
|
| 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% |
54.6 |
2.1% |
65% |
False |
False |
13,107 |
| 10 |
2,737.0 |
2,537.0 |
200.0 |
7.7% |
55.2 |
2.1% |
32% |
False |
False |
7,068 |
| 20 |
2,834.0 |
2,537.0 |
297.0 |
11.4% |
50.9 |
2.0% |
22% |
False |
False |
4,439 |
| 40 |
2,834.0 |
2,517.0 |
317.0 |
12.2% |
54.8 |
2.1% |
26% |
False |
False |
3,330 |
| 60 |
2,834.0 |
2,480.0 |
354.0 |
13.6% |
56.2 |
2.2% |
34% |
False |
False |
4,864 |
| 80 |
2,834.0 |
2,424.0 |
410.0 |
15.8% |
60.2 |
2.3% |
43% |
False |
False |
4,091 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
21.1% |
63.5 |
2.4% |
39% |
False |
False |
3,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.3 |
|
2.618 |
2,764.2 |
|
1.618 |
2,707.2 |
|
1.000 |
2,672.0 |
|
0.618 |
2,650.2 |
|
HIGH |
2,615.0 |
|
0.618 |
2,593.2 |
|
0.500 |
2,586.5 |
|
0.382 |
2,579.8 |
|
LOW |
2,558.0 |
|
0.618 |
2,522.8 |
|
1.000 |
2,501.0 |
|
1.618 |
2,465.8 |
|
2.618 |
2,408.8 |
|
4.250 |
2,315.8 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.2 |
2,599.7 |
| PP |
2,591.3 |
2,598.3 |
| S1 |
2,586.5 |
2,597.0 |
|