| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,075.25 |
1,071.00 |
-4.25 |
-0.4% |
1,116.75 |
| High |
1,084.00 |
1,076.25 |
-7.75 |
-0.7% |
1,122.00 |
| Low |
1,067.75 |
1,061.50 |
-6.25 |
-0.6% |
1,065.50 |
| Close |
1,071.25 |
1,072.25 |
1.00 |
0.1% |
1,071.25 |
| Range |
16.25 |
14.75 |
-1.50 |
-9.2% |
56.50 |
| ATR |
19.72 |
19.37 |
-0.36 |
-1.8% |
0.00 |
| Volume |
3,178 |
1,033 |
-2,145 |
-67.5% |
15,747 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,114.25 |
1,108.00 |
1,080.25 |
|
| R3 |
1,099.50 |
1,093.25 |
1,076.25 |
|
| R2 |
1,084.75 |
1,084.75 |
1,075.00 |
|
| R1 |
1,078.50 |
1,078.50 |
1,073.50 |
1,081.50 |
| PP |
1,070.00 |
1,070.00 |
1,070.00 |
1,071.50 |
| S1 |
1,063.75 |
1,063.75 |
1,071.00 |
1,067.00 |
| S2 |
1,055.25 |
1,055.25 |
1,069.50 |
|
| S3 |
1,040.50 |
1,049.00 |
1,068.25 |
|
| S4 |
1,025.75 |
1,034.25 |
1,064.25 |
|
|
| 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 |
1,120.50 |
1,061.50 |
59.00 |
5.5% |
19.75 |
1.8% |
18% |
False |
True |
2,912 |
| 10 |
1,122.50 |
1,061.50 |
61.00 |
5.7% |
16.25 |
1.5% |
18% |
False |
True |
3,144 |
| 20 |
1,122.50 |
1,046.50 |
76.00 |
7.1% |
19.00 |
1.8% |
34% |
False |
False |
3,347 |
| 40 |
1,125.00 |
998.75 |
126.25 |
11.8% |
20.75 |
1.9% |
58% |
False |
False |
2,604 |
| 60 |
1,125.00 |
998.75 |
126.25 |
11.8% |
22.25 |
2.1% |
58% |
False |
False |
1,788 |
| 80 |
1,208.00 |
998.75 |
209.25 |
19.5% |
23.75 |
2.2% |
35% |
False |
False |
1,382 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.5% |
21.25 |
2.0% |
35% |
False |
False |
1,114 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.5% |
18.75 |
1.7% |
35% |
False |
False |
943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.00 |
|
2.618 |
1,114.75 |
|
1.618 |
1,100.00 |
|
1.000 |
1,091.00 |
|
0.618 |
1,085.25 |
|
HIGH |
1,076.25 |
|
0.618 |
1,070.50 |
|
0.500 |
1,069.00 |
|
0.382 |
1,067.25 |
|
LOW |
1,061.50 |
|
0.618 |
1,052.50 |
|
1.000 |
1,046.75 |
|
1.618 |
1,037.75 |
|
2.618 |
1,023.00 |
|
4.250 |
998.75 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,071.00 |
1,072.75 |
| PP |
1,070.00 |
1,072.50 |
| S1 |
1,069.00 |
1,072.50 |
|