| 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 |
1,837.25 |
1,830.00 |
-7.25 |
-0.4% |
1,903.00 |
| High |
1,838.25 |
1,842.75 |
4.50 |
0.2% |
1,918.00 |
| Low |
1,806.25 |
1,815.25 |
9.00 |
0.5% |
1,806.25 |
| Close |
1,827.25 |
1,815.25 |
-12.00 |
-0.7% |
1,815.25 |
| Range |
32.00 |
27.50 |
-4.50 |
-14.1% |
111.75 |
| ATR |
37.04 |
36.36 |
-0.68 |
-1.8% |
0.00 |
| Volume |
349,332 |
239,248 |
-110,084 |
-31.5% |
1,525,181 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,907.00 |
1,888.50 |
1,830.50 |
|
| R3 |
1,879.50 |
1,861.00 |
1,822.75 |
|
| R2 |
1,852.00 |
1,852.00 |
1,820.25 |
|
| R1 |
1,833.50 |
1,833.50 |
1,817.75 |
1,829.00 |
| PP |
1,824.50 |
1,824.50 |
1,824.50 |
1,822.00 |
| S1 |
1,806.00 |
1,806.00 |
1,812.75 |
1,801.50 |
| S2 |
1,797.00 |
1,797.00 |
1,810.25 |
|
| S3 |
1,769.50 |
1,778.50 |
1,807.75 |
|
| S4 |
1,742.00 |
1,751.00 |
1,800.00 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.75 |
2,110.25 |
1,876.75 |
|
| R3 |
2,070.00 |
1,998.50 |
1,846.00 |
|
| R2 |
1,958.25 |
1,958.25 |
1,835.75 |
|
| R1 |
1,886.75 |
1,886.75 |
1,825.50 |
1,866.50 |
| PP |
1,846.50 |
1,846.50 |
1,846.50 |
1,836.50 |
| S1 |
1,775.00 |
1,775.00 |
1,805.00 |
1,755.00 |
| S2 |
1,734.75 |
1,734.75 |
1,794.75 |
|
| S3 |
1,623.00 |
1,663.25 |
1,784.50 |
|
| S4 |
1,511.25 |
1,551.50 |
1,753.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,918.00 |
1,806.25 |
111.75 |
6.2% |
34.75 |
1.9% |
8% |
False |
False |
305,036 |
| 10 |
1,918.00 |
1,806.25 |
111.75 |
6.2% |
31.50 |
1.7% |
8% |
False |
False |
296,946 |
| 20 |
1,918.00 |
1,781.75 |
136.25 |
7.5% |
35.75 |
2.0% |
25% |
False |
False |
312,962 |
| 40 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
38.50 |
2.1% |
48% |
False |
False |
322,169 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
43.00 |
2.4% |
48% |
False |
False |
240,828 |
| 80 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
47.00 |
2.6% |
33% |
False |
False |
180,694 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
41.75 |
2.3% |
33% |
False |
False |
144,571 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
36.00 |
2.0% |
33% |
False |
False |
120,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,959.50 |
|
2.618 |
1,914.75 |
|
1.618 |
1,887.25 |
|
1.000 |
1,870.25 |
|
0.618 |
1,859.75 |
|
HIGH |
1,842.75 |
|
0.618 |
1,832.25 |
|
0.500 |
1,829.00 |
|
0.382 |
1,825.75 |
|
LOW |
1,815.25 |
|
0.618 |
1,798.25 |
|
1.000 |
1,787.75 |
|
1.618 |
1,770.75 |
|
2.618 |
1,743.25 |
|
4.250 |
1,698.50 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,829.00 |
1,852.00 |
| PP |
1,824.50 |
1,839.75 |
| S1 |
1,819.75 |
1,827.50 |
|