| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,085.00 |
1,079.50 |
-5.50 |
-0.5% |
1,120.00 |
| High |
1,087.50 |
1,089.00 |
1.50 |
0.1% |
1,126.75 |
| Low |
1,070.50 |
1,072.50 |
2.00 |
0.2% |
1,070.50 |
| Close |
1,079.25 |
1,076.00 |
-3.25 |
-0.3% |
1,076.00 |
| Range |
17.00 |
16.50 |
-0.50 |
-2.9% |
56.25 |
| ATR |
20.52 |
20.23 |
-0.29 |
-1.4% |
0.00 |
| Volume |
2,180,592 |
1,479,393 |
-701,199 |
-32.2% |
9,327,671 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.75 |
1,118.75 |
1,085.00 |
|
| R3 |
1,112.25 |
1,102.25 |
1,080.50 |
|
| R2 |
1,095.75 |
1,095.75 |
1,079.00 |
|
| R1 |
1,085.75 |
1,085.75 |
1,077.50 |
1,082.50 |
| PP |
1,079.25 |
1,079.25 |
1,079.25 |
1,077.50 |
| S1 |
1,069.25 |
1,069.25 |
1,074.50 |
1,066.00 |
| S2 |
1,062.75 |
1,062.75 |
1,073.00 |
|
| S3 |
1,046.25 |
1,052.75 |
1,071.50 |
|
| S4 |
1,029.75 |
1,036.25 |
1,067.00 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.75 |
1,224.25 |
1,107.00 |
|
| R3 |
1,203.50 |
1,168.00 |
1,091.50 |
|
| R2 |
1,147.25 |
1,147.25 |
1,086.25 |
|
| R1 |
1,111.75 |
1,111.75 |
1,081.25 |
1,101.50 |
| PP |
1,091.00 |
1,091.00 |
1,091.00 |
1,086.00 |
| S1 |
1,055.50 |
1,055.50 |
1,070.75 |
1,045.00 |
| S2 |
1,034.75 |
1,034.75 |
1,065.75 |
|
| S3 |
978.50 |
999.25 |
1,060.50 |
|
| S4 |
922.25 |
943.00 |
1,045.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,126.75 |
1,070.50 |
56.25 |
5.2% |
19.25 |
1.8% |
10% |
False |
False |
1,865,534 |
| 10 |
1,127.75 |
1,070.50 |
57.25 |
5.3% |
17.75 |
1.7% |
10% |
False |
False |
1,805,511 |
| 20 |
1,127.75 |
1,050.75 |
77.00 |
7.2% |
19.50 |
1.8% |
33% |
False |
False |
1,928,207 |
| 40 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
21.25 |
2.0% |
58% |
False |
False |
2,094,330 |
| 60 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
23.50 |
2.2% |
58% |
False |
False |
1,607,935 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
25.25 |
2.3% |
35% |
False |
False |
1,207,098 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
22.50 |
2.1% |
35% |
False |
False |
966,017 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
20.50 |
1.9% |
35% |
False |
False |
805,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,159.00 |
|
2.618 |
1,132.25 |
|
1.618 |
1,115.75 |
|
1.000 |
1,105.50 |
|
0.618 |
1,099.25 |
|
HIGH |
1,089.00 |
|
0.618 |
1,082.75 |
|
0.500 |
1,080.75 |
|
0.382 |
1,078.75 |
|
LOW |
1,072.50 |
|
0.618 |
1,062.25 |
|
1.000 |
1,056.00 |
|
1.618 |
1,045.75 |
|
2.618 |
1,029.25 |
|
4.250 |
1,002.50 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,080.75 |
1,095.00 |
| PP |
1,079.25 |
1,088.75 |
| S1 |
1,077.50 |
1,082.50 |
|