| 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 |
2,595.0 |
2,601.0 |
6.0 |
0.2% |
2,712.0 |
| High |
2,623.0 |
2,619.0 |
-4.0 |
-0.2% |
2,752.0 |
| Low |
2,552.0 |
2,575.0 |
23.0 |
0.9% |
2,633.0 |
| Close |
2,590.0 |
2,601.0 |
11.0 |
0.4% |
2,645.0 |
| Range |
71.0 |
44.0 |
-27.0 |
-38.0% |
119.0 |
| ATR |
62.0 |
60.8 |
-1.3 |
-2.1% |
0.0 |
| Volume |
1,536,792 |
1,175,876 |
-360,916 |
-23.5% |
4,677,782 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,730.3 |
2,709.7 |
2,625.2 |
|
| R3 |
2,686.3 |
2,665.7 |
2,613.1 |
|
| R2 |
2,642.3 |
2,642.3 |
2,609.1 |
|
| R1 |
2,621.7 |
2,621.7 |
2,605.0 |
2,623.0 |
| PP |
2,598.3 |
2,598.3 |
2,598.3 |
2,599.0 |
| S1 |
2,577.7 |
2,577.7 |
2,597.0 |
2,579.0 |
| S2 |
2,554.3 |
2,554.3 |
2,592.9 |
|
| S3 |
2,510.3 |
2,533.7 |
2,588.9 |
|
| S4 |
2,466.3 |
2,489.7 |
2,576.8 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.7 |
2,958.3 |
2,710.5 |
|
| R3 |
2,914.7 |
2,839.3 |
2,677.7 |
|
| R2 |
2,795.7 |
2,795.7 |
2,666.8 |
|
| R1 |
2,720.3 |
2,720.3 |
2,655.9 |
2,698.5 |
| PP |
2,676.7 |
2,676.7 |
2,676.7 |
2,665.8 |
| S1 |
2,601.3 |
2,601.3 |
2,634.1 |
2,579.5 |
| S2 |
2,557.7 |
2,557.7 |
2,623.2 |
|
| S3 |
2,438.7 |
2,482.3 |
2,612.3 |
|
| S4 |
2,319.7 |
2,363.3 |
2,579.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,691.0 |
2,552.0 |
139.0 |
5.3% |
56.0 |
2.2% |
35% |
False |
False |
998,918 |
| 10 |
2,752.0 |
2,552.0 |
200.0 |
7.7% |
56.8 |
2.2% |
25% |
False |
False |
1,079,482 |
| 20 |
2,849.0 |
2,552.0 |
297.0 |
11.4% |
55.3 |
2.1% |
16% |
False |
False |
1,061,959 |
| 40 |
2,849.0 |
2,492.0 |
357.0 |
13.7% |
61.2 |
2.4% |
31% |
False |
False |
1,139,382 |
| 60 |
2,849.0 |
2,463.0 |
386.0 |
14.8% |
63.6 |
2.4% |
36% |
False |
False |
1,040,515 |
| 80 |
2,849.0 |
2,350.0 |
499.0 |
19.2% |
73.3 |
2.8% |
50% |
False |
False |
781,314 |
| 100 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
70.2 |
2.7% |
42% |
False |
False |
625,372 |
| 120 |
2,951.0 |
2,350.0 |
601.0 |
23.1% |
64.1 |
2.5% |
42% |
False |
False |
522,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,806.0 |
|
2.618 |
2,734.2 |
|
1.618 |
2,690.2 |
|
1.000 |
2,663.0 |
|
0.618 |
2,646.2 |
|
HIGH |
2,619.0 |
|
0.618 |
2,602.2 |
|
0.500 |
2,597.0 |
|
0.382 |
2,591.8 |
|
LOW |
2,575.0 |
|
0.618 |
2,547.8 |
|
1.000 |
2,531.0 |
|
1.618 |
2,503.8 |
|
2.618 |
2,459.8 |
|
4.250 |
2,388.0 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,599.7 |
2,600.3 |
| PP |
2,598.3 |
2,599.7 |
| S1 |
2,597.0 |
2,599.0 |
|