| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,113.75 |
1,079.50 |
-34.25 |
-3.1% |
1,098.75 |
| High |
1,113.75 |
1,082.50 |
-31.25 |
-2.8% |
1,122.50 |
| Low |
1,080.00 |
1,065.50 |
-14.50 |
-1.3% |
1,097.50 |
| Close |
1,080.00 |
1,074.25 |
-5.75 |
-0.5% |
1,114.75 |
| Range |
33.75 |
17.00 |
-16.75 |
-49.6% |
25.00 |
| ATR |
20.22 |
19.99 |
-0.23 |
-1.1% |
0.00 |
| Volume |
3,824 |
5,782 |
1,958 |
51.2% |
19,553 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,125.00 |
1,116.75 |
1,083.50 |
|
| R3 |
1,108.00 |
1,099.75 |
1,079.00 |
|
| R2 |
1,091.00 |
1,091.00 |
1,077.25 |
|
| R1 |
1,082.75 |
1,082.75 |
1,075.75 |
1,078.50 |
| PP |
1,074.00 |
1,074.00 |
1,074.00 |
1,072.00 |
| S1 |
1,065.75 |
1,065.75 |
1,072.75 |
1,061.50 |
| S2 |
1,057.00 |
1,057.00 |
1,071.25 |
|
| S3 |
1,040.00 |
1,048.75 |
1,069.50 |
|
| S4 |
1,023.00 |
1,031.75 |
1,065.00 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,186.50 |
1,175.75 |
1,128.50 |
|
| R3 |
1,161.50 |
1,150.75 |
1,121.50 |
|
| R2 |
1,136.50 |
1,136.50 |
1,119.25 |
|
| R1 |
1,125.75 |
1,125.75 |
1,117.00 |
1,131.00 |
| PP |
1,111.50 |
1,111.50 |
1,111.50 |
1,114.25 |
| S1 |
1,100.75 |
1,100.75 |
1,112.50 |
1,106.00 |
| S2 |
1,086.50 |
1,086.50 |
1,110.25 |
|
| S3 |
1,061.50 |
1,075.75 |
1,108.00 |
|
| S4 |
1,036.50 |
1,050.75 |
1,101.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,122.00 |
1,065.50 |
56.50 |
5.3% |
19.75 |
1.8% |
15% |
False |
True |
3,241 |
| 10 |
1,122.50 |
1,065.50 |
57.00 |
5.3% |
17.50 |
1.6% |
15% |
False |
True |
3,363 |
| 20 |
1,122.50 |
1,046.50 |
76.00 |
7.1% |
19.75 |
1.8% |
37% |
False |
False |
3,438 |
| 40 |
1,125.00 |
998.75 |
126.25 |
11.8% |
20.50 |
1.9% |
60% |
False |
False |
2,515 |
| 60 |
1,125.00 |
998.75 |
126.25 |
11.8% |
22.75 |
2.1% |
60% |
False |
False |
1,729 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.5% |
24.00 |
2.2% |
36% |
False |
False |
1,330 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.5% |
21.00 |
2.0% |
36% |
False |
False |
1,072 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.5% |
18.50 |
1.7% |
36% |
False |
False |
908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,154.75 |
|
2.618 |
1,127.00 |
|
1.618 |
1,110.00 |
|
1.000 |
1,099.50 |
|
0.618 |
1,093.00 |
|
HIGH |
1,082.50 |
|
0.618 |
1,076.00 |
|
0.500 |
1,074.00 |
|
0.382 |
1,072.00 |
|
LOW |
1,065.50 |
|
0.618 |
1,055.00 |
|
1.000 |
1,048.50 |
|
1.618 |
1,038.00 |
|
2.618 |
1,021.00 |
|
4.250 |
993.25 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,074.25 |
1,093.00 |
| PP |
1,074.00 |
1,086.75 |
| S1 |
1,074.00 |
1,080.50 |
|