| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,079.50 |
1,075.25 |
-4.25 |
-0.4% |
1,116.75 |
| High |
1,082.50 |
1,084.00 |
1.50 |
0.1% |
1,122.00 |
| Low |
1,065.50 |
1,067.75 |
2.25 |
0.2% |
1,065.50 |
| Close |
1,074.25 |
1,071.25 |
-3.00 |
-0.3% |
1,071.25 |
| Range |
17.00 |
16.25 |
-0.75 |
-4.4% |
56.50 |
| ATR |
19.99 |
19.72 |
-0.27 |
-1.3% |
0.00 |
| Volume |
5,782 |
3,178 |
-2,604 |
-45.0% |
15,747 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,123.00 |
1,113.50 |
1,080.25 |
|
| R3 |
1,106.75 |
1,097.25 |
1,075.75 |
|
| R2 |
1,090.50 |
1,090.50 |
1,074.25 |
|
| R1 |
1,081.00 |
1,081.00 |
1,072.75 |
1,077.50 |
| PP |
1,074.25 |
1,074.25 |
1,074.25 |
1,072.75 |
| S1 |
1,064.75 |
1,064.75 |
1,069.75 |
1,061.50 |
| S2 |
1,058.00 |
1,058.00 |
1,068.25 |
|
| S3 |
1,041.75 |
1,048.50 |
1,066.75 |
|
| S4 |
1,025.50 |
1,032.25 |
1,062.25 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.75 |
1,220.00 |
1,102.25 |
|
| R3 |
1,199.25 |
1,163.50 |
1,086.75 |
|
| R2 |
1,142.75 |
1,142.75 |
1,081.50 |
|
| R1 |
1,107.00 |
1,107.00 |
1,076.50 |
1,096.50 |
| PP |
1,086.25 |
1,086.25 |
1,086.25 |
1,081.00 |
| S1 |
1,050.50 |
1,050.50 |
1,066.00 |
1,040.00 |
| S2 |
1,029.75 |
1,029.75 |
1,061.00 |
|
| S3 |
973.25 |
994.00 |
1,055.75 |
|
| S4 |
916.75 |
937.50 |
1,040.25 |
|
|
| 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% |
18.75 |
1.7% |
10% |
False |
False |
3,149 |
| 10 |
1,122.50 |
1,065.50 |
57.00 |
5.3% |
17.00 |
1.6% |
10% |
False |
False |
3,530 |
| 20 |
1,122.50 |
1,046.50 |
76.00 |
7.1% |
18.75 |
1.8% |
33% |
False |
False |
3,474 |
| 40 |
1,125.00 |
998.75 |
126.25 |
11.8% |
20.50 |
1.9% |
57% |
False |
False |
2,591 |
| 60 |
1,125.00 |
998.75 |
126.25 |
11.8% |
22.75 |
2.1% |
57% |
False |
False |
1,772 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.5% |
24.00 |
2.2% |
35% |
False |
False |
1,369 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.5% |
21.25 |
2.0% |
35% |
False |
False |
1,103 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.5% |
18.50 |
1.7% |
35% |
False |
False |
934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,153.00 |
|
2.618 |
1,126.50 |
|
1.618 |
1,110.25 |
|
1.000 |
1,100.25 |
|
0.618 |
1,094.00 |
|
HIGH |
1,084.00 |
|
0.618 |
1,077.75 |
|
0.500 |
1,076.00 |
|
0.382 |
1,074.00 |
|
LOW |
1,067.75 |
|
0.618 |
1,057.75 |
|
1.000 |
1,051.50 |
|
1.618 |
1,041.50 |
|
2.618 |
1,025.25 |
|
4.250 |
998.75 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,076.00 |
1,089.50 |
| PP |
1,074.25 |
1,083.50 |
| S1 |
1,072.75 |
1,077.50 |
|