| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5,216.0 |
5,191.5 |
-24.5 |
-0.5% |
5,279.0 |
| High |
5,266.5 |
5,197.5 |
-69.0 |
-1.3% |
5,347.0 |
| Low |
5,181.5 |
5,103.5 |
-78.0 |
-1.5% |
5,155.5 |
| Close |
5,220.5 |
5,157.0 |
-63.5 |
-1.2% |
5,194.0 |
| Range |
85.0 |
94.0 |
9.0 |
10.6% |
191.5 |
| ATR |
96.9 |
98.3 |
1.4 |
1.5% |
0.0 |
| Volume |
72,290 |
97,534 |
25,244 |
34.9% |
478,250 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,434.5 |
5,390.0 |
5,208.5 |
|
| R3 |
5,340.5 |
5,296.0 |
5,183.0 |
|
| R2 |
5,246.5 |
5,246.5 |
5,174.0 |
|
| R1 |
5,202.0 |
5,202.0 |
5,165.5 |
5,177.0 |
| PP |
5,152.5 |
5,152.5 |
5,152.5 |
5,140.5 |
| S1 |
5,108.0 |
5,108.0 |
5,148.5 |
5,083.0 |
| S2 |
5,058.5 |
5,058.5 |
5,140.0 |
|
| S3 |
4,964.5 |
5,014.0 |
5,131.0 |
|
| S4 |
4,870.5 |
4,920.0 |
5,105.5 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,806.5 |
5,692.0 |
5,299.5 |
|
| R3 |
5,615.0 |
5,500.5 |
5,246.5 |
|
| R2 |
5,423.5 |
5,423.5 |
5,229.0 |
|
| R1 |
5,309.0 |
5,309.0 |
5,211.5 |
5,270.5 |
| PP |
5,232.0 |
5,232.0 |
5,232.0 |
5,213.0 |
| S1 |
5,117.5 |
5,117.5 |
5,176.5 |
5,079.0 |
| S2 |
5,040.5 |
5,040.5 |
5,159.0 |
|
| S3 |
4,849.0 |
4,926.0 |
5,141.5 |
|
| S4 |
4,657.5 |
4,734.5 |
5,088.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,335.5 |
5,103.5 |
232.0 |
4.5% |
95.5 |
1.8% |
23% |
False |
True |
99,084 |
| 10 |
5,347.0 |
5,103.5 |
243.5 |
4.7% |
92.0 |
1.8% |
22% |
False |
True |
93,853 |
| 20 |
5,414.5 |
5,103.5 |
311.0 |
6.0% |
88.0 |
1.7% |
17% |
False |
True |
89,838 |
| 40 |
5,414.5 |
4,757.0 |
657.5 |
12.7% |
95.5 |
1.9% |
61% |
False |
False |
94,557 |
| 60 |
5,414.5 |
4,757.0 |
657.5 |
12.7% |
98.0 |
1.9% |
61% |
False |
False |
89,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,597.0 |
|
2.618 |
5,443.5 |
|
1.618 |
5,349.5 |
|
1.000 |
5,291.5 |
|
0.618 |
5,255.5 |
|
HIGH |
5,197.5 |
|
0.618 |
5,161.5 |
|
0.500 |
5,150.5 |
|
0.382 |
5,139.5 |
|
LOW |
5,103.5 |
|
0.618 |
5,045.5 |
|
1.000 |
5,009.5 |
|
1.618 |
4,951.5 |
|
2.618 |
4,857.5 |
|
4.250 |
4,704.0 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,155.0 |
5,185.0 |
| PP |
5,152.5 |
5,175.5 |
| S1 |
5,150.5 |
5,166.5 |
|