| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,238.9 |
1,238.7 |
-0.2 |
0.0% |
1,229.2 |
| High |
1,240.4 |
1,251.8 |
11.4 |
0.9% |
1,246.0 |
| Low |
1,235.0 |
1,233.5 |
-1.5 |
-0.1% |
1,211.7 |
| Close |
1,239.2 |
1,250.3 |
11.1 |
0.9% |
1,237.9 |
| Range |
5.4 |
18.3 |
12.9 |
238.9% |
34.3 |
| ATR |
14.0 |
14.3 |
0.3 |
2.2% |
0.0 |
| Volume |
36,244 |
100,976 |
64,732 |
178.6% |
433,849 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.1 |
1,293.5 |
1,260.4 |
|
| R3 |
1,281.8 |
1,275.2 |
1,255.3 |
|
| R2 |
1,263.5 |
1,263.5 |
1,253.7 |
|
| R1 |
1,256.9 |
1,256.9 |
1,252.0 |
1,260.2 |
| PP |
1,245.2 |
1,245.2 |
1,245.2 |
1,246.9 |
| S1 |
1,238.6 |
1,238.6 |
1,248.6 |
1,241.9 |
| S2 |
1,226.9 |
1,226.9 |
1,246.9 |
|
| S3 |
1,208.6 |
1,220.3 |
1,245.3 |
|
| S4 |
1,190.3 |
1,202.0 |
1,240.2 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.8 |
1,320.6 |
1,256.8 |
|
| R3 |
1,300.5 |
1,286.3 |
1,247.3 |
|
| R2 |
1,266.2 |
1,266.2 |
1,244.2 |
|
| R1 |
1,252.0 |
1,252.0 |
1,241.0 |
1,259.1 |
| PP |
1,231.9 |
1,231.9 |
1,231.9 |
1,235.4 |
| S1 |
1,217.7 |
1,217.7 |
1,234.8 |
1,224.8 |
| S2 |
1,197.6 |
1,197.6 |
1,231.6 |
|
| S3 |
1,163.3 |
1,183.4 |
1,228.5 |
|
| S4 |
1,129.0 |
1,149.1 |
1,219.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,251.8 |
1,230.9 |
20.9 |
1.7% |
11.6 |
0.9% |
93% |
True |
False |
77,042 |
| 10 |
1,251.8 |
1,211.7 |
40.1 |
3.2% |
13.2 |
1.1% |
96% |
True |
False |
81,656 |
| 20 |
1,251.8 |
1,187.0 |
64.8 |
5.2% |
13.5 |
1.1% |
98% |
True |
False |
82,223 |
| 40 |
1,251.8 |
1,159.3 |
92.5 |
7.4% |
15.5 |
1.2% |
98% |
True |
False |
67,967 |
| 60 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
17.1 |
1.4% |
82% |
False |
False |
47,852 |
| 80 |
1,270.6 |
1,159.3 |
111.3 |
8.9% |
18.3 |
1.5% |
82% |
False |
False |
37,186 |
| 100 |
1,270.6 |
1,127.8 |
142.8 |
11.4% |
18.0 |
1.4% |
86% |
False |
False |
30,244 |
| 120 |
1,270.6 |
1,089.9 |
180.7 |
14.5% |
17.4 |
1.4% |
89% |
False |
False |
25,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,329.6 |
|
2.618 |
1,299.7 |
|
1.618 |
1,281.4 |
|
1.000 |
1,270.1 |
|
0.618 |
1,263.1 |
|
HIGH |
1,251.8 |
|
0.618 |
1,244.8 |
|
0.500 |
1,242.7 |
|
0.382 |
1,240.5 |
|
LOW |
1,233.5 |
|
0.618 |
1,222.2 |
|
1.000 |
1,215.2 |
|
1.618 |
1,203.9 |
|
2.618 |
1,185.6 |
|
4.250 |
1,155.7 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.8 |
1,247.8 |
| PP |
1,245.2 |
1,245.2 |
| S1 |
1,242.7 |
1,242.7 |
|