| 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 |
1,066.25 |
1,065.00 |
-1.25 |
-0.1% |
1,071.00 |
| High |
1,070.50 |
1,075.25 |
4.75 |
0.4% |
1,093.50 |
| Low |
1,057.00 |
1,059.50 |
2.50 |
0.2% |
1,057.00 |
| Close |
1,065.25 |
1,060.50 |
-4.75 |
-0.4% |
1,065.25 |
| Range |
13.50 |
15.75 |
2.25 |
16.7% |
36.50 |
| ATR |
19.32 |
19.07 |
-0.26 |
-1.3% |
0.00 |
| Volume |
8,513 |
7,622 |
-891 |
-10.5% |
19,443 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.25 |
1,102.25 |
1,069.25 |
|
| R3 |
1,096.50 |
1,086.50 |
1,064.75 |
|
| R2 |
1,080.75 |
1,080.75 |
1,063.50 |
|
| R1 |
1,070.75 |
1,070.75 |
1,062.00 |
1,068.00 |
| PP |
1,065.00 |
1,065.00 |
1,065.00 |
1,063.75 |
| S1 |
1,055.00 |
1,055.00 |
1,059.00 |
1,052.00 |
| S2 |
1,049.25 |
1,049.25 |
1,057.50 |
|
| S3 |
1,033.50 |
1,039.25 |
1,056.25 |
|
| S4 |
1,017.75 |
1,023.50 |
1,051.75 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,181.50 |
1,159.75 |
1,085.25 |
|
| R3 |
1,145.00 |
1,123.25 |
1,075.25 |
|
| R2 |
1,108.50 |
1,108.50 |
1,072.00 |
|
| R1 |
1,086.75 |
1,086.75 |
1,068.50 |
1,079.50 |
| PP |
1,072.00 |
1,072.00 |
1,072.00 |
1,068.25 |
| S1 |
1,050.25 |
1,050.25 |
1,062.00 |
1,043.00 |
| S2 |
1,035.50 |
1,035.50 |
1,058.50 |
|
| S3 |
999.00 |
1,013.75 |
1,055.25 |
|
| S4 |
962.50 |
977.25 |
1,045.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,093.50 |
1,057.00 |
36.50 |
3.4% |
18.75 |
1.8% |
10% |
False |
False |
5,206 |
| 10 |
1,120.50 |
1,057.00 |
63.50 |
6.0% |
19.25 |
1.8% |
6% |
False |
False |
4,059 |
| 20 |
1,122.50 |
1,057.00 |
65.50 |
6.2% |
17.50 |
1.7% |
5% |
False |
False |
3,297 |
| 40 |
1,122.50 |
998.75 |
123.75 |
11.7% |
20.50 |
1.9% |
50% |
False |
False |
3,130 |
| 60 |
1,125.00 |
998.75 |
126.25 |
11.9% |
21.00 |
2.0% |
49% |
False |
False |
2,217 |
| 80 |
1,198.50 |
998.75 |
199.75 |
18.8% |
23.75 |
2.2% |
31% |
False |
False |
1,694 |
| 100 |
1,208.00 |
998.75 |
209.25 |
19.7% |
21.75 |
2.0% |
30% |
False |
False |
1,374 |
| 120 |
1,208.00 |
998.75 |
209.25 |
19.7% |
19.25 |
1.8% |
30% |
False |
False |
1,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,142.25 |
|
2.618 |
1,116.50 |
|
1.618 |
1,100.75 |
|
1.000 |
1,091.00 |
|
0.618 |
1,085.00 |
|
HIGH |
1,075.25 |
|
0.618 |
1,069.25 |
|
0.500 |
1,067.50 |
|
0.382 |
1,065.50 |
|
LOW |
1,059.50 |
|
0.618 |
1,049.75 |
|
1.000 |
1,043.75 |
|
1.618 |
1,034.00 |
|
2.618 |
1,018.25 |
|
4.250 |
992.50 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,067.50 |
1,073.25 |
| PP |
1,065.00 |
1,069.00 |
| S1 |
1,062.75 |
1,064.75 |
|