| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,089.00 |
1,087.00 |
-2.00 |
-0.2% |
1,120.00 |
| High |
1,098.50 |
1,095.00 |
-3.50 |
-0.3% |
1,126.75 |
| Low |
1,083.75 |
1,068.50 |
-15.25 |
-1.4% |
1,070.50 |
| Close |
1,086.75 |
1,071.25 |
-15.50 |
-1.4% |
1,076.00 |
| Range |
14.75 |
26.50 |
11.75 |
79.7% |
56.25 |
| ATR |
19.78 |
20.26 |
0.48 |
2.4% |
0.00 |
| Volume |
1,808,554 |
2,435,373 |
626,819 |
34.7% |
9,327,671 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,157.75 |
1,141.00 |
1,085.75 |
|
| R3 |
1,131.25 |
1,114.50 |
1,078.50 |
|
| R2 |
1,104.75 |
1,104.75 |
1,076.00 |
|
| R1 |
1,088.00 |
1,088.00 |
1,073.75 |
1,083.00 |
| PP |
1,078.25 |
1,078.25 |
1,078.25 |
1,075.75 |
| S1 |
1,061.50 |
1,061.50 |
1,068.75 |
1,056.50 |
| S2 |
1,051.75 |
1,051.75 |
1,066.50 |
|
| S3 |
1,025.25 |
1,035.00 |
1,064.00 |
|
| S4 |
998.75 |
1,008.50 |
1,056.75 |
|
|
| 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 |
1,098.50 |
1,066.25 |
32.25 |
3.0% |
19.50 |
1.8% |
16% |
False |
False |
1,822,566 |
| 10 |
1,127.00 |
1,066.25 |
60.75 |
5.7% |
20.00 |
1.9% |
8% |
False |
False |
1,913,837 |
| 20 |
1,127.75 |
1,066.25 |
61.50 |
5.7% |
18.25 |
1.7% |
8% |
False |
False |
1,860,814 |
| 40 |
1,127.75 |
1,002.75 |
125.00 |
11.7% |
21.25 |
2.0% |
55% |
False |
False |
2,065,278 |
| 60 |
1,129.50 |
1,002.75 |
126.75 |
11.8% |
22.50 |
2.1% |
54% |
False |
False |
1,734,684 |
| 80 |
1,203.25 |
1,002.75 |
200.50 |
18.7% |
25.25 |
2.4% |
34% |
False |
False |
1,302,448 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
22.75 |
2.1% |
33% |
False |
False |
1,042,291 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.5% |
20.75 |
1.9% |
33% |
False |
False |
868,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,207.50 |
|
2.618 |
1,164.50 |
|
1.618 |
1,138.00 |
|
1.000 |
1,121.50 |
|
0.618 |
1,111.50 |
|
HIGH |
1,095.00 |
|
0.618 |
1,085.00 |
|
0.500 |
1,081.75 |
|
0.382 |
1,078.50 |
|
LOW |
1,068.50 |
|
0.618 |
1,052.00 |
|
1.000 |
1,042.00 |
|
1.618 |
1,025.50 |
|
2.618 |
999.00 |
|
4.250 |
956.00 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,081.75 |
1,083.50 |
| PP |
1,078.25 |
1,079.50 |
| S1 |
1,074.75 |
1,075.25 |
|