| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,059.90 |
9,982.18 |
-77.72 |
-0.8% |
10,215.51 |
| High |
10,104.71 |
10,159.88 |
55.17 |
0.5% |
10,304.70 |
| Low |
9,968.10 |
9,936.62 |
-31.48 |
-0.3% |
9,936.62 |
| Close |
9,985.81 |
10,150.65 |
164.84 |
1.7% |
10,150.65 |
| Range |
136.61 |
223.26 |
86.65 |
63.4% |
368.08 |
| ATR |
149.34 |
154.62 |
5.28 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,752.16 |
10,674.67 |
10,273.44 |
|
| R3 |
10,528.90 |
10,451.41 |
10,212.05 |
|
| R2 |
10,305.64 |
10,305.64 |
10,191.58 |
|
| R1 |
10,228.15 |
10,228.15 |
10,171.12 |
10,266.90 |
| PP |
10,082.38 |
10,082.38 |
10,082.38 |
10,101.76 |
| S1 |
10,004.89 |
10,004.89 |
10,130.18 |
10,043.64 |
| S2 |
9,859.12 |
9,859.12 |
10,109.72 |
|
| S3 |
9,635.86 |
9,781.63 |
10,089.25 |
|
| S4 |
9,412.60 |
9,558.37 |
10,027.86 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,234.90 |
11,060.85 |
10,353.09 |
|
| R3 |
10,866.82 |
10,692.77 |
10,251.87 |
|
| R2 |
10,498.74 |
10,498.74 |
10,218.13 |
|
| R1 |
10,324.69 |
10,324.69 |
10,184.39 |
10,227.68 |
| PP |
10,130.66 |
10,130.66 |
10,130.66 |
10,082.15 |
| S1 |
9,956.61 |
9,956.61 |
10,116.91 |
9,859.60 |
| S2 |
9,762.58 |
9,762.58 |
10,083.17 |
|
| S3 |
9,394.50 |
9,588.53 |
10,049.43 |
|
| S4 |
9,026.42 |
9,220.45 |
9,948.21 |
|
|
| 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 |
9,936.62 |
368.08 |
3.6% |
167.11 |
1.6% |
58% |
False |
True |
|
| 10 |
10,480.44 |
9,936.62 |
543.82 |
5.4% |
160.31 |
1.6% |
39% |
False |
True |
|
| 20 |
10,719.94 |
9,936.62 |
783.32 |
7.7% |
142.25 |
1.4% |
27% |
False |
True |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.9% |
151.21 |
1.5% |
49% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.9% |
160.34 |
1.6% |
49% |
False |
False |
|
| 80 |
10,920.27 |
9,614.32 |
1,305.95 |
12.9% |
189.56 |
1.9% |
41% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
176.77 |
1.7% |
33% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
161.43 |
1.6% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,108.74 |
|
2.618 |
10,744.37 |
|
1.618 |
10,521.11 |
|
1.000 |
10,383.14 |
|
0.618 |
10,297.85 |
|
HIGH |
10,159.88 |
|
0.618 |
10,074.59 |
|
0.500 |
10,048.25 |
|
0.382 |
10,021.91 |
|
LOW |
9,936.62 |
|
0.618 |
9,798.65 |
|
1.000 |
9,713.36 |
|
1.618 |
9,575.39 |
|
2.618 |
9,352.13 |
|
4.250 |
8,987.77 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,116.52 |
10,116.52 |
| PP |
10,082.38 |
10,082.38 |
| S1 |
10,048.25 |
10,048.25 |
|