| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,079.50 |
1,077.50 |
-2.00 |
-0.2% |
1,120.00 |
| High |
1,089.00 |
1,081.50 |
-7.50 |
-0.7% |
1,126.75 |
| Low |
1,072.50 |
1,066.25 |
-6.25 |
-0.6% |
1,070.50 |
| Close |
1,076.00 |
1,077.00 |
1.00 |
0.1% |
1,076.00 |
| Range |
16.50 |
15.25 |
-1.25 |
-7.6% |
56.25 |
| ATR |
20.23 |
19.88 |
-0.36 |
-1.8% |
0.00 |
| Volume |
1,479,393 |
1,609,731 |
130,338 |
8.8% |
9,327,671 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,120.75 |
1,114.00 |
1,085.50 |
|
| R3 |
1,105.50 |
1,098.75 |
1,081.25 |
|
| R2 |
1,090.25 |
1,090.25 |
1,079.75 |
|
| R1 |
1,083.50 |
1,083.50 |
1,078.50 |
1,079.25 |
| PP |
1,075.00 |
1,075.00 |
1,075.00 |
1,072.75 |
| S1 |
1,068.25 |
1,068.25 |
1,075.50 |
1,064.00 |
| S2 |
1,059.75 |
1,059.75 |
1,074.25 |
|
| S3 |
1,044.50 |
1,053.00 |
1,072.75 |
|
| S4 |
1,029.25 |
1,037.75 |
1,068.50 |
|
|
| 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 |
1,125.75 |
1,066.25 |
59.50 |
5.5% |
20.25 |
1.9% |
18% |
False |
True |
1,987,699 |
| 10 |
1,127.75 |
1,066.25 |
61.50 |
5.7% |
17.00 |
1.6% |
17% |
False |
True |
1,753,126 |
| 20 |
1,127.75 |
1,050.75 |
77.00 |
7.1% |
19.50 |
1.8% |
34% |
False |
False |
1,883,511 |
| 40 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
21.25 |
2.0% |
59% |
False |
False |
2,066,694 |
| 60 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
23.00 |
2.1% |
59% |
False |
False |
1,634,690 |
| 80 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
25.25 |
2.3% |
36% |
False |
False |
1,227,197 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
22.50 |
2.1% |
36% |
False |
False |
982,102 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.4% |
20.50 |
1.9% |
36% |
False |
False |
818,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,146.25 |
|
2.618 |
1,121.50 |
|
1.618 |
1,106.25 |
|
1.000 |
1,096.75 |
|
0.618 |
1,091.00 |
|
HIGH |
1,081.50 |
|
0.618 |
1,075.75 |
|
0.500 |
1,074.00 |
|
0.382 |
1,072.00 |
|
LOW |
1,066.25 |
|
0.618 |
1,056.75 |
|
1.000 |
1,051.00 |
|
1.618 |
1,041.50 |
|
2.618 |
1,026.25 |
|
4.250 |
1,001.50 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,076.00 |
1,077.50 |
| PP |
1,075.00 |
1,077.50 |
| S1 |
1,074.00 |
1,077.25 |
|