| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,065.50 |
1,050.00 |
-15.50 |
-1.5% |
1,077.50 |
| High |
1,065.75 |
1,057.75 |
-8.00 |
-0.8% |
1,098.50 |
| Low |
1,044.00 |
1,037.00 |
-7.00 |
-0.7% |
1,061.75 |
| Close |
1,049.75 |
1,054.50 |
4.75 |
0.5% |
1,070.25 |
| Range |
21.75 |
20.75 |
-1.00 |
-4.6% |
36.75 |
| ATR |
19.72 |
19.79 |
0.07 |
0.4% |
0.00 |
| Volume |
2,463,456 |
2,469,673 |
6,217 |
0.3% |
9,439,919 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.00 |
1,104.00 |
1,066.00 |
|
| R3 |
1,091.25 |
1,083.25 |
1,060.25 |
|
| R2 |
1,070.50 |
1,070.50 |
1,058.25 |
|
| R1 |
1,062.50 |
1,062.50 |
1,056.50 |
1,066.50 |
| PP |
1,049.75 |
1,049.75 |
1,049.75 |
1,051.75 |
| S1 |
1,041.75 |
1,041.75 |
1,052.50 |
1,045.75 |
| S2 |
1,029.00 |
1,029.00 |
1,050.75 |
|
| S3 |
1,008.25 |
1,021.00 |
1,048.75 |
|
| S4 |
987.50 |
1,000.25 |
1,043.00 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.00 |
1,165.50 |
1,090.50 |
|
| R3 |
1,150.25 |
1,128.75 |
1,080.25 |
|
| R2 |
1,113.50 |
1,113.50 |
1,077.00 |
|
| R1 |
1,092.00 |
1,092.00 |
1,073.50 |
1,084.50 |
| PP |
1,076.75 |
1,076.75 |
1,076.75 |
1,073.00 |
| S1 |
1,055.25 |
1,055.25 |
1,067.00 |
1,047.50 |
| S2 |
1,040.00 |
1,040.00 |
1,063.50 |
|
| S3 |
1,003.25 |
1,018.50 |
1,060.25 |
|
| S4 |
966.50 |
981.75 |
1,050.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,095.00 |
1,037.00 |
58.00 |
5.5% |
19.75 |
1.9% |
30% |
False |
True |
2,145,464 |
| 10 |
1,098.50 |
1,037.00 |
61.50 |
5.8% |
18.75 |
1.8% |
28% |
False |
True |
1,958,537 |
| 20 |
1,127.75 |
1,037.00 |
90.75 |
8.6% |
18.75 |
1.8% |
19% |
False |
True |
1,893,605 |
| 40 |
1,127.75 |
1,002.75 |
125.00 |
11.9% |
20.50 |
1.9% |
41% |
False |
False |
2,049,350 |
| 60 |
1,129.50 |
1,002.75 |
126.75 |
12.0% |
21.50 |
2.0% |
41% |
False |
False |
1,870,992 |
| 80 |
1,194.75 |
1,002.75 |
192.00 |
18.2% |
25.25 |
2.4% |
27% |
False |
False |
1,405,972 |
| 100 |
1,211.50 |
1,002.75 |
208.75 |
19.8% |
23.25 |
2.2% |
25% |
False |
False |
1,125,185 |
| 120 |
1,211.50 |
1,002.75 |
208.75 |
19.8% |
21.00 |
2.0% |
25% |
False |
False |
937,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,146.00 |
|
2.618 |
1,112.00 |
|
1.618 |
1,091.25 |
|
1.000 |
1,078.50 |
|
0.618 |
1,070.50 |
|
HIGH |
1,057.75 |
|
0.618 |
1,049.75 |
|
0.500 |
1,047.50 |
|
0.382 |
1,045.00 |
|
LOW |
1,037.00 |
|
0.618 |
1,024.25 |
|
1.000 |
1,016.25 |
|
1.618 |
1,003.50 |
|
2.618 |
982.75 |
|
4.250 |
948.75 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,052.00 |
1,058.50 |
| PP |
1,049.75 |
1,057.25 |
| S1 |
1,047.50 |
1,056.00 |
|