| 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 |
1,762.00 |
1,791.50 |
29.50 |
1.7% |
1,827.00 |
| High |
1,791.75 |
1,802.00 |
10.25 |
0.6% |
1,839.75 |
| Low |
1,741.00 |
1,765.75 |
24.75 |
1.4% |
1,741.00 |
| Close |
1,786.75 |
1,765.75 |
-21.00 |
-1.2% |
1,786.75 |
| Range |
50.75 |
36.25 |
-14.50 |
-28.6% |
98.75 |
| ATR |
36.51 |
36.50 |
-0.02 |
-0.1% |
0.00 |
| Volume |
999 |
2,656 |
1,657 |
165.9% |
3,359 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,886.50 |
1,862.50 |
1,785.75 |
|
| R3 |
1,850.25 |
1,826.25 |
1,775.75 |
|
| R2 |
1,814.00 |
1,814.00 |
1,772.50 |
|
| R1 |
1,790.00 |
1,790.00 |
1,769.00 |
1,784.00 |
| PP |
1,777.75 |
1,777.75 |
1,777.75 |
1,774.75 |
| S1 |
1,753.75 |
1,753.75 |
1,762.50 |
1,747.50 |
| S2 |
1,741.50 |
1,741.50 |
1,759.00 |
|
| S3 |
1,705.25 |
1,717.50 |
1,755.75 |
|
| S4 |
1,669.00 |
1,681.25 |
1,745.75 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,085.50 |
2,034.75 |
1,841.00 |
|
| R3 |
1,986.75 |
1,936.00 |
1,814.00 |
|
| R2 |
1,888.00 |
1,888.00 |
1,804.75 |
|
| R1 |
1,837.25 |
1,837.25 |
1,795.75 |
1,813.25 |
| PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,777.00 |
| S1 |
1,738.50 |
1,738.50 |
1,777.75 |
1,714.50 |
| S2 |
1,690.50 |
1,690.50 |
1,768.75 |
|
| S3 |
1,591.75 |
1,639.75 |
1,759.50 |
|
| S4 |
1,493.00 |
1,541.00 |
1,732.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,806.25 |
1,741.00 |
65.25 |
3.7% |
41.75 |
2.4% |
38% |
False |
False |
1,136 |
| 10 |
1,859.50 |
1,741.00 |
118.50 |
6.7% |
37.75 |
2.1% |
21% |
False |
False |
693 |
| 20 |
1,915.25 |
1,741.00 |
174.25 |
9.9% |
33.50 |
1.9% |
14% |
False |
False |
431 |
| 40 |
1,915.25 |
1,704.75 |
210.50 |
11.9% |
35.75 |
2.0% |
29% |
False |
False |
269 |
| 60 |
1,938.00 |
1,696.25 |
241.75 |
13.7% |
35.50 |
2.0% |
29% |
False |
False |
200 |
| 80 |
1,971.00 |
1,696.25 |
274.75 |
15.6% |
36.50 |
2.1% |
25% |
False |
False |
152 |
| 100 |
2,045.50 |
1,696.25 |
349.25 |
19.8% |
32.00 |
1.8% |
20% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.00 |
|
2.618 |
1,897.00 |
|
1.618 |
1,860.75 |
|
1.000 |
1,838.25 |
|
0.618 |
1,824.50 |
|
HIGH |
1,802.00 |
|
0.618 |
1,788.25 |
|
0.500 |
1,784.00 |
|
0.382 |
1,779.50 |
|
LOW |
1,765.75 |
|
0.618 |
1,743.25 |
|
1.000 |
1,729.50 |
|
1.618 |
1,707.00 |
|
2.618 |
1,670.75 |
|
4.250 |
1,611.75 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,784.00 |
1,771.50 |
| PP |
1,777.75 |
1,769.50 |
| S1 |
1,771.75 |
1,767.75 |
|