| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5,923.0 |
5,895.5 |
-27.5 |
-0.5% |
6,020.0 |
| High |
5,952.0 |
5,980.0 |
28.0 |
0.5% |
6,057.0 |
| Low |
5,872.0 |
5,845.0 |
-27.0 |
-0.5% |
5,836.5 |
| Close |
5,907.0 |
5,955.0 |
48.0 |
0.8% |
5,955.0 |
| Range |
80.0 |
135.0 |
55.0 |
68.8% |
220.5 |
| ATR |
110.1 |
111.9 |
1.8 |
1.6% |
0.0 |
| Volume |
128,758 |
166,624 |
37,866 |
29.4% |
738,049 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,331.7 |
6,278.3 |
6,029.3 |
|
| R3 |
6,196.7 |
6,143.3 |
5,992.1 |
|
| R2 |
6,061.7 |
6,061.7 |
5,979.8 |
|
| R1 |
6,008.3 |
6,008.3 |
5,967.4 |
6,035.0 |
| PP |
5,926.7 |
5,926.7 |
5,926.7 |
5,940.0 |
| S1 |
5,873.3 |
5,873.3 |
5,942.6 |
5,900.0 |
| S2 |
5,791.7 |
5,791.7 |
5,930.3 |
|
| S3 |
5,656.7 |
5,738.3 |
5,917.9 |
|
| S4 |
5,521.7 |
5,603.3 |
5,880.8 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.0 |
6,503.5 |
6,076.3 |
|
| R3 |
6,390.5 |
6,283.0 |
6,015.6 |
|
| R2 |
6,170.0 |
6,170.0 |
5,995.4 |
|
| R1 |
6,062.5 |
6,062.5 |
5,975.2 |
6,006.0 |
| PP |
5,949.5 |
5,949.5 |
5,949.5 |
5,921.3 |
| S1 |
5,842.0 |
5,842.0 |
5,934.8 |
5,785.5 |
| S2 |
5,729.0 |
5,729.0 |
5,914.6 |
|
| S3 |
5,508.5 |
5,621.5 |
5,894.4 |
|
| S4 |
5,288.0 |
5,401.0 |
5,833.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,057.0 |
5,836.5 |
220.5 |
3.7% |
103.6 |
1.7% |
54% |
False |
False |
147,609 |
| 10 |
6,233.5 |
5,836.5 |
397.0 |
6.7% |
106.1 |
1.8% |
30% |
False |
False |
130,358 |
| 20 |
6,391.5 |
5,836.5 |
555.0 |
9.3% |
100.6 |
1.7% |
21% |
False |
False |
123,260 |
| 40 |
6,391.5 |
5,805.0 |
586.5 |
9.8% |
110.7 |
1.9% |
26% |
False |
False |
127,766 |
| 60 |
6,391.5 |
5,805.0 |
586.5 |
9.8% |
114.6 |
1.9% |
26% |
False |
False |
115,637 |
| 80 |
6,391.5 |
5,615.0 |
776.5 |
13.0% |
123.9 |
2.1% |
44% |
False |
False |
86,922 |
| 100 |
6,391.5 |
5,593.5 |
798.0 |
13.4% |
122.2 |
2.1% |
45% |
False |
False |
69,623 |
| 120 |
6,391.5 |
5,593.5 |
798.0 |
13.4% |
111.9 |
1.9% |
45% |
False |
False |
58,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,553.8 |
|
2.618 |
6,333.4 |
|
1.618 |
6,198.4 |
|
1.000 |
6,115.0 |
|
0.618 |
6,063.4 |
|
HIGH |
5,980.0 |
|
0.618 |
5,928.4 |
|
0.500 |
5,912.5 |
|
0.382 |
5,896.6 |
|
LOW |
5,845.0 |
|
0.618 |
5,761.6 |
|
1.000 |
5,710.0 |
|
1.618 |
5,626.6 |
|
2.618 |
5,491.6 |
|
4.250 |
5,271.3 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,940.8 |
5,939.4 |
| PP |
5,926.7 |
5,923.8 |
| S1 |
5,912.5 |
5,908.3 |
|