| 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 |
1,791.50 |
1,765.00 |
-26.50 |
-1.5% |
1,827.00 |
| High |
1,802.00 |
1,778.50 |
-23.50 |
-1.3% |
1,839.75 |
| Low |
1,765.75 |
1,752.25 |
-13.50 |
-0.8% |
1,741.00 |
| Close |
1,765.75 |
1,763.75 |
-2.00 |
-0.1% |
1,786.75 |
| Range |
36.25 |
26.25 |
-10.00 |
-27.6% |
98.75 |
| ATR |
36.50 |
35.76 |
-0.73 |
-2.0% |
0.00 |
| Volume |
2,656 |
1,748 |
-908 |
-34.2% |
3,359 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.50 |
1,830.00 |
1,778.25 |
|
| R3 |
1,817.25 |
1,803.75 |
1,771.00 |
|
| R2 |
1,791.00 |
1,791.00 |
1,768.50 |
|
| R1 |
1,777.50 |
1,777.50 |
1,766.25 |
1,771.00 |
| PP |
1,764.75 |
1,764.75 |
1,764.75 |
1,761.75 |
| S1 |
1,751.25 |
1,751.25 |
1,761.25 |
1,745.00 |
| S2 |
1,738.50 |
1,738.50 |
1,759.00 |
|
| S3 |
1,712.25 |
1,725.00 |
1,756.50 |
|
| S4 |
1,686.00 |
1,698.75 |
1,749.25 |
|
|
| 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 |
1,802.00 |
1,741.00 |
61.00 |
3.5% |
38.50 |
2.2% |
37% |
False |
False |
1,376 |
| 10 |
1,859.50 |
1,741.00 |
118.50 |
6.7% |
36.00 |
2.0% |
19% |
False |
False |
848 |
| 20 |
1,915.25 |
1,741.00 |
174.25 |
9.9% |
34.00 |
1.9% |
13% |
False |
False |
517 |
| 40 |
1,915.25 |
1,721.50 |
193.75 |
11.0% |
35.00 |
2.0% |
22% |
False |
False |
304 |
| 60 |
1,938.00 |
1,696.25 |
241.75 |
13.7% |
35.00 |
2.0% |
28% |
False |
False |
230 |
| 80 |
1,971.00 |
1,696.25 |
274.75 |
15.6% |
36.00 |
2.0% |
25% |
False |
False |
174 |
| 100 |
2,045.50 |
1,696.25 |
349.25 |
19.8% |
32.25 |
1.8% |
19% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,890.00 |
|
2.618 |
1,847.25 |
|
1.618 |
1,821.00 |
|
1.000 |
1,804.75 |
|
0.618 |
1,794.75 |
|
HIGH |
1,778.50 |
|
0.618 |
1,768.50 |
|
0.500 |
1,765.50 |
|
0.382 |
1,762.25 |
|
LOW |
1,752.25 |
|
0.618 |
1,736.00 |
|
1.000 |
1,726.00 |
|
1.618 |
1,709.75 |
|
2.618 |
1,683.50 |
|
4.250 |
1,640.75 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,765.50 |
1,771.50 |
| PP |
1,764.75 |
1,769.00 |
| S1 |
1,764.25 |
1,766.25 |
|