| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,631.82 |
10,361.58 |
-270.24 |
-2.5% |
10,468.82 |
| High |
10,631.90 |
10,361.65 |
-270.25 |
-2.5% |
10,702.99 |
| Low |
10,367.33 |
10,268.71 |
-98.62 |
-1.0% |
10,468.59 |
| Close |
10,378.83 |
10,319.95 |
-58.88 |
-0.6% |
10,653.56 |
| Range |
264.57 |
92.94 |
-171.63 |
-64.9% |
234.40 |
| ATR |
154.00 |
150.87 |
-3.13 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,595.59 |
10,550.71 |
10,371.07 |
|
| R3 |
10,502.65 |
10,457.77 |
10,345.51 |
|
| R2 |
10,409.71 |
10,409.71 |
10,336.99 |
|
| R1 |
10,364.83 |
10,364.83 |
10,328.47 |
10,340.80 |
| PP |
10,316.77 |
10,316.77 |
10,316.77 |
10,304.76 |
| S1 |
10,271.89 |
10,271.89 |
10,311.43 |
10,247.86 |
| S2 |
10,223.83 |
10,223.83 |
10,302.91 |
|
| S3 |
10,130.89 |
10,178.95 |
10,294.39 |
|
| S4 |
10,037.95 |
10,086.01 |
10,268.83 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,311.58 |
11,216.97 |
10,782.48 |
|
| R3 |
11,077.18 |
10,982.57 |
10,718.02 |
|
| R2 |
10,842.78 |
10,842.78 |
10,696.53 |
|
| R1 |
10,748.17 |
10,748.17 |
10,675.05 |
10,795.48 |
| PP |
10,608.38 |
10,608.38 |
10,608.38 |
10,632.03 |
| S1 |
10,513.77 |
10,513.77 |
10,632.07 |
10,561.08 |
| S2 |
10,373.98 |
10,373.98 |
10,610.59 |
|
| S3 |
10,139.58 |
10,279.37 |
10,589.10 |
|
| S4 |
9,905.18 |
10,044.97 |
10,524.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,719.94 |
10,268.71 |
451.23 |
4.4% |
146.09 |
1.4% |
11% |
False |
True |
|
| 10 |
10,719.94 |
10,268.71 |
451.23 |
4.4% |
133.21 |
1.3% |
11% |
False |
True |
|
| 20 |
10,719.94 |
10,007.76 |
712.18 |
6.9% |
151.28 |
1.5% |
44% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
153.76 |
1.5% |
64% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
174.76 |
1.7% |
64% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
189.64 |
1.8% |
43% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
169.46 |
1.6% |
43% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.9% |
156.46 |
1.5% |
43% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,756.65 |
|
2.618 |
10,604.97 |
|
1.618 |
10,512.03 |
|
1.000 |
10,454.59 |
|
0.618 |
10,419.09 |
|
HIGH |
10,361.65 |
|
0.618 |
10,326.15 |
|
0.500 |
10,315.18 |
|
0.382 |
10,304.21 |
|
LOW |
10,268.71 |
|
0.618 |
10,211.27 |
|
1.000 |
10,175.77 |
|
1.618 |
10,118.33 |
|
2.618 |
10,025.39 |
|
4.250 |
9,873.72 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,318.36 |
10,484.71 |
| PP |
10,316.77 |
10,429.79 |
| S1 |
10,315.18 |
10,374.87 |
|