| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,661 |
10,617 |
-44 |
-0.4% |
10,459 |
| High |
10,665 |
10,624 |
-41 |
-0.4% |
10,685 |
| Low |
10,511 |
10,334 |
-177 |
-1.7% |
10,448 |
| Close |
10,618 |
10,337 |
-281 |
-2.6% |
10,613 |
| Range |
154 |
290 |
136 |
88.3% |
237 |
| ATR |
165 |
174 |
9 |
5.4% |
0 |
| Volume |
127,782 |
148,797 |
21,015 |
16.4% |
580,732 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,302 |
11,109 |
10,497 |
|
| R3 |
11,012 |
10,819 |
10,417 |
|
| R2 |
10,722 |
10,722 |
10,390 |
|
| R1 |
10,529 |
10,529 |
10,364 |
10,481 |
| PP |
10,432 |
10,432 |
10,432 |
10,407 |
| S1 |
10,239 |
10,239 |
10,311 |
10,191 |
| S2 |
10,142 |
10,142 |
10,284 |
|
| S3 |
9,852 |
9,949 |
10,257 |
|
| S4 |
9,562 |
9,659 |
10,178 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,293 |
11,190 |
10,743 |
|
| R3 |
11,056 |
10,953 |
10,678 |
|
| R2 |
10,819 |
10,819 |
10,657 |
|
| R1 |
10,716 |
10,716 |
10,635 |
10,768 |
| PP |
10,582 |
10,582 |
10,582 |
10,608 |
| S1 |
10,479 |
10,479 |
10,591 |
10,531 |
| S2 |
10,345 |
10,345 |
10,570 |
|
| S3 |
10,108 |
10,242 |
10,548 |
|
| S4 |
9,871 |
10,005 |
10,483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,685 |
10,334 |
351 |
3.4% |
169 |
1.6% |
1% |
False |
True |
113,858 |
| 10 |
10,685 |
10,286 |
399 |
3.9% |
160 |
1.5% |
13% |
False |
False |
120,277 |
| 20 |
10,685 |
9,946 |
739 |
7.1% |
171 |
1.7% |
53% |
False |
False |
134,041 |
| 40 |
10,685 |
9,506 |
1,179 |
11.4% |
175 |
1.7% |
70% |
False |
False |
142,924 |
| 60 |
10,685 |
9,506 |
1,179 |
11.4% |
198 |
1.9% |
70% |
False |
False |
101,314 |
| 80 |
11,144 |
9,506 |
1,638 |
15.8% |
206 |
2.0% |
51% |
False |
False |
76,018 |
| 100 |
11,144 |
9,506 |
1,638 |
15.8% |
181 |
1.8% |
51% |
False |
False |
60,821 |
| 120 |
11,144 |
9,506 |
1,638 |
15.8% |
155 |
1.5% |
51% |
False |
False |
50,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,857 |
|
2.618 |
11,383 |
|
1.618 |
11,093 |
|
1.000 |
10,914 |
|
0.618 |
10,803 |
|
HIGH |
10,624 |
|
0.618 |
10,513 |
|
0.500 |
10,479 |
|
0.382 |
10,445 |
|
LOW |
10,334 |
|
0.618 |
10,155 |
|
1.000 |
10,044 |
|
1.618 |
9,865 |
|
2.618 |
9,575 |
|
4.250 |
9,102 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,479 |
10,508 |
| PP |
10,432 |
10,451 |
| S1 |
10,384 |
10,394 |
|