| 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 |
1,120.00 |
1,125.25 |
5.25 |
0.5% |
1,104.50 |
| High |
1,126.75 |
1,125.75 |
-1.00 |
-0.1% |
1,127.75 |
| Low |
1,116.50 |
1,108.25 |
-8.25 |
-0.7% |
1,101.75 |
| Close |
1,125.50 |
1,119.75 |
-5.75 |
-0.5% |
1,119.50 |
| Range |
10.25 |
17.50 |
7.25 |
70.7% |
26.00 |
| ATR |
19.85 |
19.68 |
-0.17 |
-0.8% |
0.00 |
| Volume |
998,906 |
2,030,147 |
1,031,241 |
103.2% |
8,727,443 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.50 |
1,162.50 |
1,129.50 |
|
| R3 |
1,153.00 |
1,145.00 |
1,124.50 |
|
| R2 |
1,135.50 |
1,135.50 |
1,123.00 |
|
| R1 |
1,127.50 |
1,127.50 |
1,121.25 |
1,122.75 |
| PP |
1,118.00 |
1,118.00 |
1,118.00 |
1,115.50 |
| S1 |
1,110.00 |
1,110.00 |
1,118.25 |
1,105.25 |
| S2 |
1,100.50 |
1,100.50 |
1,116.50 |
|
| S3 |
1,083.00 |
1,092.50 |
1,115.00 |
|
| S4 |
1,065.50 |
1,075.00 |
1,110.00 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.25 |
1,183.00 |
1,133.75 |
|
| R3 |
1,168.25 |
1,157.00 |
1,126.75 |
|
| R2 |
1,142.25 |
1,142.25 |
1,124.25 |
|
| R1 |
1,131.00 |
1,131.00 |
1,122.00 |
1,136.50 |
| PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,119.25 |
| S1 |
1,105.00 |
1,105.00 |
1,117.00 |
1,110.50 |
| S2 |
1,090.25 |
1,090.25 |
1,114.75 |
|
| S3 |
1,064.25 |
1,079.00 |
1,112.25 |
|
| S4 |
1,038.25 |
1,053.00 |
1,105.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,127.75 |
1,103.75 |
24.00 |
2.1% |
15.50 |
1.4% |
67% |
False |
False |
1,625,878 |
| 10 |
1,127.75 |
1,083.50 |
44.25 |
4.0% |
17.00 |
1.5% |
82% |
False |
False |
1,747,034 |
| 20 |
1,127.75 |
1,050.75 |
77.00 |
6.9% |
19.75 |
1.8% |
90% |
False |
False |
1,931,192 |
| 40 |
1,129.50 |
1,002.75 |
126.75 |
11.3% |
21.00 |
1.9% |
92% |
False |
False |
2,127,575 |
| 60 |
1,142.75 |
1,002.75 |
140.00 |
12.5% |
23.75 |
2.1% |
84% |
False |
False |
1,503,298 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
24.75 |
2.2% |
56% |
False |
False |
1,128,503 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
22.00 |
2.0% |
56% |
False |
False |
903,064 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
18.6% |
20.25 |
1.8% |
56% |
False |
False |
752,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,200.00 |
|
2.618 |
1,171.50 |
|
1.618 |
1,154.00 |
|
1.000 |
1,143.25 |
|
0.618 |
1,136.50 |
|
HIGH |
1,125.75 |
|
0.618 |
1,119.00 |
|
0.500 |
1,117.00 |
|
0.382 |
1,115.00 |
|
LOW |
1,108.25 |
|
0.618 |
1,097.50 |
|
1.000 |
1,090.75 |
|
1.618 |
1,080.00 |
|
2.618 |
1,062.50 |
|
4.250 |
1,034.00 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,118.75 |
1,118.25 |
| PP |
1,118.00 |
1,116.75 |
| S1 |
1,117.00 |
1,115.50 |
|