| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,827.0 |
2,814.0 |
-13.0 |
-0.5% |
2,761.0 |
| High |
2,842.0 |
2,840.0 |
-2.0 |
-0.1% |
2,849.0 |
| Low |
2,764.0 |
2,808.0 |
44.0 |
1.6% |
2,755.0 |
| Close |
2,779.0 |
2,826.0 |
47.0 |
1.7% |
2,779.0 |
| Range |
78.0 |
32.0 |
-46.0 |
-59.0% |
94.0 |
| ATR |
64.7 |
64.4 |
-0.3 |
-0.4% |
0.0 |
| Volume |
1,214,752 |
617,549 |
-597,203 |
-49.2% |
5,032,435 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,920.7 |
2,905.3 |
2,843.6 |
|
| R3 |
2,888.7 |
2,873.3 |
2,834.8 |
|
| R2 |
2,856.7 |
2,856.7 |
2,831.9 |
|
| R1 |
2,841.3 |
2,841.3 |
2,828.9 |
2,849.0 |
| PP |
2,824.7 |
2,824.7 |
2,824.7 |
2,828.5 |
| S1 |
2,809.3 |
2,809.3 |
2,823.1 |
2,817.0 |
| S2 |
2,792.7 |
2,792.7 |
2,820.1 |
|
| S3 |
2,760.7 |
2,777.3 |
2,817.2 |
|
| S4 |
2,728.7 |
2,745.3 |
2,808.4 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.3 |
3,021.7 |
2,830.7 |
|
| R3 |
2,982.3 |
2,927.7 |
2,804.9 |
|
| R2 |
2,888.3 |
2,888.3 |
2,796.2 |
|
| R1 |
2,833.7 |
2,833.7 |
2,787.6 |
2,861.0 |
| PP |
2,794.3 |
2,794.3 |
2,794.3 |
2,808.0 |
| S1 |
2,739.7 |
2,739.7 |
2,770.4 |
2,767.0 |
| S2 |
2,700.3 |
2,700.3 |
2,761.8 |
|
| S3 |
2,606.3 |
2,645.7 |
2,753.2 |
|
| S4 |
2,512.3 |
2,551.7 |
2,727.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,849.0 |
2,764.0 |
85.0 |
3.0% |
46.6 |
1.6% |
73% |
False |
False |
901,748 |
| 10 |
2,849.0 |
2,707.0 |
142.0 |
5.0% |
54.6 |
1.9% |
84% |
False |
False |
1,013,990 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.4% |
61.2 |
2.2% |
91% |
False |
False |
1,104,934 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
12.6% |
63.3 |
2.2% |
94% |
False |
False |
1,186,211 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
14.8% |
69.3 |
2.5% |
94% |
False |
False |
803,424 |
| 80 |
2,915.0 |
2,350.0 |
565.0 |
20.0% |
75.1 |
2.7% |
84% |
False |
False |
603,027 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
67.8 |
2.4% |
79% |
False |
False |
483,164 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.3% |
61.3 |
2.2% |
79% |
False |
False |
403,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,976.0 |
|
2.618 |
2,923.8 |
|
1.618 |
2,891.8 |
|
1.000 |
2,872.0 |
|
0.618 |
2,859.8 |
|
HIGH |
2,840.0 |
|
0.618 |
2,827.8 |
|
0.500 |
2,824.0 |
|
0.382 |
2,820.2 |
|
LOW |
2,808.0 |
|
0.618 |
2,788.2 |
|
1.000 |
2,776.0 |
|
1.618 |
2,756.2 |
|
2.618 |
2,724.2 |
|
4.250 |
2,672.0 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,825.3 |
2,819.5 |
| PP |
2,824.7 |
2,813.0 |
| S1 |
2,824.0 |
2,806.5 |
|