| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,040.15 |
10,059.90 |
19.75 |
0.2% |
10,303.07 |
| High |
10,097.40 |
10,104.71 |
7.31 |
0.1% |
10,480.44 |
| Low |
9,937.98 |
9,968.10 |
30.12 |
0.3% |
10,147.24 |
| Close |
10,060.06 |
9,985.81 |
-74.25 |
-0.7% |
10,213.62 |
| Range |
159.42 |
136.61 |
-22.81 |
-14.3% |
333.20 |
| ATR |
150.32 |
149.34 |
-0.98 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,429.37 |
10,344.20 |
10,060.95 |
|
| R3 |
10,292.76 |
10,207.59 |
10,023.38 |
|
| R2 |
10,156.15 |
10,156.15 |
10,010.86 |
|
| R1 |
10,070.98 |
10,070.98 |
9,998.33 |
10,045.26 |
| PP |
10,019.54 |
10,019.54 |
10,019.54 |
10,006.68 |
| S1 |
9,934.37 |
9,934.37 |
9,973.29 |
9,908.65 |
| S2 |
9,882.93 |
9,882.93 |
9,960.76 |
|
| S3 |
9,746.32 |
9,797.76 |
9,948.24 |
|
| S4 |
9,609.71 |
9,661.15 |
9,910.67 |
|
|
| 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 |
10,304.70 |
9,937.98 |
366.72 |
3.7% |
147.21 |
1.5% |
13% |
False |
False |
|
| 10 |
10,480.44 |
9,937.98 |
542.46 |
5.4% |
144.93 |
1.5% |
9% |
False |
False |
|
| 20 |
10,719.94 |
9,937.98 |
781.96 |
7.8% |
139.07 |
1.4% |
6% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
11.1% |
149.96 |
1.5% |
34% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
11.1% |
158.96 |
1.6% |
34% |
False |
False |
|
| 80 |
10,946.79 |
9,614.32 |
1,332.47 |
13.3% |
188.42 |
1.9% |
28% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.5% |
175.71 |
1.8% |
23% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.5% |
160.23 |
1.6% |
23% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,685.30 |
|
2.618 |
10,462.35 |
|
1.618 |
10,325.74 |
|
1.000 |
10,241.32 |
|
0.618 |
10,189.13 |
|
HIGH |
10,104.71 |
|
0.618 |
10,052.52 |
|
0.500 |
10,036.41 |
|
0.382 |
10,020.29 |
|
LOW |
9,968.10 |
|
0.618 |
9,883.68 |
|
1.000 |
9,831.49 |
|
1.618 |
9,747.07 |
|
2.618 |
9,610.46 |
|
4.250 |
9,387.51 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,036.41 |
10,055.52 |
| PP |
10,019.54 |
10,032.28 |
| S1 |
10,002.68 |
10,009.05 |
|