| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,173.05 |
10,040.15 |
-132.90 |
-1.3% |
10,303.07 |
| High |
10,173.05 |
10,097.40 |
-75.65 |
-0.7% |
10,480.44 |
| Low |
9,991.18 |
9,937.98 |
-53.20 |
-0.5% |
10,147.24 |
| Close |
10,040.45 |
10,060.06 |
19.61 |
0.2% |
10,213.62 |
| Range |
181.87 |
159.42 |
-22.45 |
-12.3% |
333.20 |
| ATR |
149.62 |
150.32 |
0.70 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,510.07 |
10,444.49 |
10,147.74 |
|
| R3 |
10,350.65 |
10,285.07 |
10,103.90 |
|
| R2 |
10,191.23 |
10,191.23 |
10,089.29 |
|
| R1 |
10,125.65 |
10,125.65 |
10,074.67 |
10,158.44 |
| PP |
10,031.81 |
10,031.81 |
10,031.81 |
10,048.21 |
| S1 |
9,966.23 |
9,966.23 |
10,045.45 |
9,999.02 |
| S2 |
9,872.39 |
9,872.39 |
10,030.83 |
|
| S3 |
9,712.97 |
9,806.81 |
10,016.22 |
|
| S4 |
9,553.55 |
9,647.39 |
9,972.38 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,280.03 |
11,080.03 |
10,396.88 |
|
| R3 |
10,946.83 |
10,746.83 |
10,305.25 |
|
| R2 |
10,613.63 |
10,613.63 |
10,274.71 |
|
| R1 |
10,413.63 |
10,413.63 |
10,244.16 |
10,347.03 |
| PP |
10,280.43 |
10,280.43 |
10,280.43 |
10,247.14 |
| S1 |
10,080.43 |
10,080.43 |
10,183.08 |
10,013.83 |
| S2 |
9,947.23 |
9,947.23 |
10,152.53 |
|
| S3 |
9,614.03 |
9,747.23 |
10,121.99 |
|
| S4 |
9,280.83 |
9,414.03 |
10,030.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,411.15 |
9,937.98 |
473.17 |
4.7% |
158.88 |
1.6% |
26% |
False |
True |
|
| 10 |
10,480.44 |
9,937.98 |
542.46 |
5.4% |
140.57 |
1.4% |
23% |
False |
True |
|
| 20 |
10,719.94 |
9,937.98 |
781.96 |
7.8% |
142.12 |
1.4% |
16% |
False |
True |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
11.0% |
150.43 |
1.5% |
40% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
11.0% |
160.49 |
1.6% |
40% |
False |
False |
|
| 80 |
11,149.48 |
9,614.32 |
1,535.16 |
15.3% |
190.22 |
1.9% |
29% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.3% |
174.94 |
1.7% |
27% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.3% |
159.47 |
1.6% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,774.94 |
|
2.618 |
10,514.76 |
|
1.618 |
10,355.34 |
|
1.000 |
10,256.82 |
|
0.618 |
10,195.92 |
|
HIGH |
10,097.40 |
|
0.618 |
10,036.50 |
|
0.500 |
10,017.69 |
|
0.382 |
9,998.88 |
|
LOW |
9,937.98 |
|
0.618 |
9,839.46 |
|
1.000 |
9,778.56 |
|
1.618 |
9,680.04 |
|
2.618 |
9,520.62 |
|
4.250 |
9,260.45 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,045.94 |
10,121.34 |
| PP |
10,031.81 |
10,100.91 |
| S1 |
10,017.69 |
10,080.49 |
|