| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
2,657.0 |
2,633.0 |
-24.0 |
-0.9% |
2,701.0 |
| High |
2,667.0 |
2,667.0 |
0.0 |
0.0% |
2,737.0 |
| Low |
2,620.0 |
2,629.0 |
9.0 |
0.3% |
2,620.0 |
| Close |
2,631.0 |
2,641.0 |
10.0 |
0.4% |
2,631.0 |
| Range |
47.0 |
38.0 |
-9.0 |
-19.1% |
117.0 |
| ATR |
57.4 |
56.1 |
-1.4 |
-2.4% |
0.0 |
| Volume |
609 |
1,161 |
552 |
90.6% |
8,890 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,759.7 |
2,738.3 |
2,661.9 |
|
| R3 |
2,721.7 |
2,700.3 |
2,651.5 |
|
| R2 |
2,683.7 |
2,683.7 |
2,648.0 |
|
| R1 |
2,662.3 |
2,662.3 |
2,644.5 |
2,673.0 |
| PP |
2,645.7 |
2,645.7 |
2,645.7 |
2,651.0 |
| S1 |
2,624.3 |
2,624.3 |
2,637.5 |
2,635.0 |
| S2 |
2,607.7 |
2,607.7 |
2,634.0 |
|
| S3 |
2,569.7 |
2,586.3 |
2,630.6 |
|
| S4 |
2,531.7 |
2,548.3 |
2,620.1 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.7 |
2,939.3 |
2,695.4 |
|
| R3 |
2,896.7 |
2,822.3 |
2,663.2 |
|
| R2 |
2,779.7 |
2,779.7 |
2,652.5 |
|
| R1 |
2,705.3 |
2,705.3 |
2,641.7 |
2,684.0 |
| PP |
2,662.7 |
2,662.7 |
2,662.7 |
2,652.0 |
| S1 |
2,588.3 |
2,588.3 |
2,620.3 |
2,567.0 |
| S2 |
2,545.7 |
2,545.7 |
2,609.6 |
|
| S3 |
2,428.7 |
2,471.3 |
2,598.8 |
|
| S4 |
2,311.7 |
2,354.3 |
2,566.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,737.0 |
2,620.0 |
117.0 |
4.4% |
50.4 |
1.9% |
18% |
False |
False |
937 |
| 10 |
2,807.0 |
2,620.0 |
187.0 |
7.1% |
50.7 |
1.9% |
11% |
False |
False |
2,102 |
| 20 |
2,834.0 |
2,620.0 |
214.0 |
8.1% |
50.2 |
1.9% |
10% |
False |
False |
1,613 |
| 40 |
2,834.0 |
2,481.0 |
353.0 |
13.4% |
55.9 |
2.1% |
45% |
False |
False |
1,876 |
| 60 |
2,834.0 |
2,450.0 |
384.0 |
14.5% |
57.6 |
2.2% |
50% |
False |
False |
4,132 |
| 80 |
2,834.0 |
2,387.0 |
447.0 |
16.9% |
66.4 |
2.5% |
57% |
False |
False |
3,327 |
| 100 |
2,937.0 |
2,387.0 |
550.0 |
20.8% |
61.4 |
2.3% |
46% |
False |
False |
2,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.5 |
|
2.618 |
2,766.5 |
|
1.618 |
2,728.5 |
|
1.000 |
2,705.0 |
|
0.618 |
2,690.5 |
|
HIGH |
2,667.0 |
|
0.618 |
2,652.5 |
|
0.500 |
2,648.0 |
|
0.382 |
2,643.5 |
|
LOW |
2,629.0 |
|
0.618 |
2,605.5 |
|
1.000 |
2,591.0 |
|
1.618 |
2,567.5 |
|
2.618 |
2,529.5 |
|
4.250 |
2,467.5 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,648.0 |
2,678.5 |
| PP |
2,645.7 |
2,666.0 |
| S1 |
2,643.3 |
2,653.5 |
|