| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,814.0 |
2,817.0 |
3.0 |
0.1% |
2,761.0 |
| High |
2,840.0 |
2,822.0 |
-18.0 |
-0.6% |
2,849.0 |
| Low |
2,808.0 |
2,781.0 |
-27.0 |
-1.0% |
2,755.0 |
| Close |
2,826.0 |
2,796.0 |
-30.0 |
-1.1% |
2,779.0 |
| Range |
32.0 |
41.0 |
9.0 |
28.1% |
94.0 |
| ATR |
64.4 |
63.1 |
-1.4 |
-2.2% |
0.0 |
| Volume |
617,549 |
991,273 |
373,724 |
60.5% |
5,032,435 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.7 |
2,900.3 |
2,818.6 |
|
| R3 |
2,881.7 |
2,859.3 |
2,807.3 |
|
| R2 |
2,840.7 |
2,840.7 |
2,803.5 |
|
| R1 |
2,818.3 |
2,818.3 |
2,799.8 |
2,809.0 |
| PP |
2,799.7 |
2,799.7 |
2,799.7 |
2,795.0 |
| S1 |
2,777.3 |
2,777.3 |
2,792.2 |
2,768.0 |
| S2 |
2,758.7 |
2,758.7 |
2,788.5 |
|
| S3 |
2,717.7 |
2,736.3 |
2,784.7 |
|
| S4 |
2,676.7 |
2,695.3 |
2,773.5 |
|
|
| 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% |
48.2 |
1.7% |
38% |
False |
False |
932,120 |
| 10 |
2,849.0 |
2,707.0 |
142.0 |
5.1% |
53.5 |
1.9% |
63% |
False |
False |
996,193 |
| 20 |
2,849.0 |
2,582.0 |
267.0 |
9.5% |
60.1 |
2.1% |
80% |
False |
False |
1,094,874 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
12.8% |
63.4 |
2.3% |
85% |
False |
False |
1,200,151 |
| 60 |
2,849.0 |
2,432.0 |
417.0 |
14.9% |
68.4 |
2.4% |
87% |
False |
False |
819,938 |
| 80 |
2,915.0 |
2,350.0 |
565.0 |
20.2% |
75.3 |
2.7% |
79% |
False |
False |
615,404 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
21.5% |
67.9 |
2.4% |
74% |
False |
False |
492,629 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
21.5% |
61.3 |
2.2% |
74% |
False |
False |
411,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,996.3 |
|
2.618 |
2,929.3 |
|
1.618 |
2,888.3 |
|
1.000 |
2,863.0 |
|
0.618 |
2,847.3 |
|
HIGH |
2,822.0 |
|
0.618 |
2,806.3 |
|
0.500 |
2,801.5 |
|
0.382 |
2,796.7 |
|
LOW |
2,781.0 |
|
0.618 |
2,755.7 |
|
1.000 |
2,740.0 |
|
1.618 |
2,714.7 |
|
2.618 |
2,673.7 |
|
4.250 |
2,606.8 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,801.5 |
2,803.0 |
| PP |
2,799.7 |
2,800.7 |
| S1 |
2,797.8 |
2,798.3 |
|