| 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 |
1,830.00 |
1,817.75 |
-12.25 |
-0.7% |
1,903.00 |
| High |
1,842.75 |
1,833.25 |
-9.50 |
-0.5% |
1,918.00 |
| Low |
1,815.25 |
1,800.00 |
-15.25 |
-0.8% |
1,806.25 |
| Close |
1,815.25 |
1,820.00 |
4.75 |
0.3% |
1,815.25 |
| Range |
27.50 |
33.25 |
5.75 |
20.9% |
111.75 |
| ATR |
36.36 |
36.14 |
-0.22 |
-0.6% |
0.00 |
| Volume |
239,248 |
286,982 |
47,734 |
20.0% |
1,525,181 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.50 |
1,902.00 |
1,838.25 |
|
| R3 |
1,884.25 |
1,868.75 |
1,829.25 |
|
| R2 |
1,851.00 |
1,851.00 |
1,826.00 |
|
| R1 |
1,835.50 |
1,835.50 |
1,823.00 |
1,843.25 |
| PP |
1,817.75 |
1,817.75 |
1,817.75 |
1,821.50 |
| S1 |
1,802.25 |
1,802.25 |
1,817.00 |
1,810.00 |
| S2 |
1,784.50 |
1,784.50 |
1,814.00 |
|
| S3 |
1,751.25 |
1,769.00 |
1,810.75 |
|
| S4 |
1,718.00 |
1,735.75 |
1,801.75 |
|
|
| 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 |
1,914.00 |
1,800.00 |
114.00 |
6.3% |
37.50 |
2.1% |
18% |
False |
True |
325,563 |
| 10 |
1,918.00 |
1,800.00 |
118.00 |
6.5% |
31.00 |
1.7% |
17% |
False |
True |
290,112 |
| 20 |
1,918.00 |
1,781.75 |
136.25 |
7.5% |
35.50 |
1.9% |
28% |
False |
False |
307,425 |
| 40 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
38.75 |
2.1% |
50% |
False |
False |
320,717 |
| 60 |
1,941.00 |
1,698.00 |
243.00 |
13.4% |
42.00 |
2.3% |
50% |
False |
False |
245,607 |
| 80 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
46.75 |
2.6% |
34% |
False |
False |
184,266 |
| 100 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
41.75 |
2.3% |
34% |
False |
False |
147,439 |
| 120 |
2,056.00 |
1,698.00 |
358.00 |
19.7% |
36.25 |
2.0% |
34% |
False |
False |
122,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,974.50 |
|
2.618 |
1,920.25 |
|
1.618 |
1,887.00 |
|
1.000 |
1,866.50 |
|
0.618 |
1,853.75 |
|
HIGH |
1,833.25 |
|
0.618 |
1,820.50 |
|
0.500 |
1,816.50 |
|
0.382 |
1,812.75 |
|
LOW |
1,800.00 |
|
0.618 |
1,779.50 |
|
1.000 |
1,766.75 |
|
1.618 |
1,746.25 |
|
2.618 |
1,713.00 |
|
4.250 |
1,658.75 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.00 |
1,821.50 |
| PP |
1,817.75 |
1,821.00 |
| S1 |
1,816.50 |
1,820.50 |
|