| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,065.00 |
1,060.00 |
-5.00 |
-0.5% |
1,071.00 |
| High |
1,075.25 |
1,060.00 |
-15.25 |
-1.4% |
1,093.50 |
| Low |
1,059.50 |
1,038.50 |
-21.00 |
-2.0% |
1,057.00 |
| Close |
1,060.50 |
1,044.75 |
-15.75 |
-1.5% |
1,065.25 |
| Range |
15.75 |
21.50 |
5.75 |
36.5% |
36.50 |
| ATR |
19.07 |
19.28 |
0.21 |
1.1% |
0.00 |
| Volume |
7,622 |
5,187 |
-2,435 |
-31.9% |
19,443 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,112.25 |
1,100.00 |
1,056.50 |
|
| R3 |
1,090.75 |
1,078.50 |
1,050.75 |
|
| R2 |
1,069.25 |
1,069.25 |
1,048.75 |
|
| R1 |
1,057.00 |
1,057.00 |
1,046.75 |
1,052.50 |
| PP |
1,047.75 |
1,047.75 |
1,047.75 |
1,045.50 |
| S1 |
1,035.50 |
1,035.50 |
1,042.75 |
1,031.00 |
| S2 |
1,026.25 |
1,026.25 |
1,040.75 |
|
| S3 |
1,004.75 |
1,014.00 |
1,038.75 |
|
| S4 |
983.25 |
992.50 |
1,033.00 |
|
|
| 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 |
1,038.50 |
55.00 |
5.3% |
18.25 |
1.7% |
11% |
False |
True |
6,027 |
| 10 |
1,113.75 |
1,038.50 |
75.25 |
7.2% |
19.75 |
1.9% |
8% |
False |
True |
4,503 |
| 20 |
1,122.50 |
1,038.50 |
84.00 |
8.0% |
18.00 |
1.7% |
7% |
False |
True |
3,513 |
| 40 |
1,122.50 |
998.75 |
123.75 |
11.8% |
20.50 |
2.0% |
37% |
False |
False |
3,222 |
| 60 |
1,125.00 |
998.75 |
126.25 |
12.1% |
21.00 |
2.0% |
36% |
False |
False |
2,302 |
| 80 |
1,192.25 |
998.75 |
193.50 |
18.5% |
23.75 |
2.3% |
24% |
False |
False |
1,758 |
| 100 |
1,208.00 |
998.75 |
209.25 |
20.0% |
22.00 |
2.1% |
22% |
False |
False |
1,425 |
| 120 |
1,208.00 |
998.75 |
209.25 |
20.0% |
19.50 |
1.9% |
22% |
False |
False |
1,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,151.50 |
|
2.618 |
1,116.25 |
|
1.618 |
1,094.75 |
|
1.000 |
1,081.50 |
|
0.618 |
1,073.25 |
|
HIGH |
1,060.00 |
|
0.618 |
1,051.75 |
|
0.500 |
1,049.25 |
|
0.382 |
1,046.75 |
|
LOW |
1,038.50 |
|
0.618 |
1,025.25 |
|
1.000 |
1,017.00 |
|
1.618 |
1,003.75 |
|
2.618 |
982.25 |
|
4.250 |
947.00 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,049.25 |
1,057.00 |
| PP |
1,047.75 |
1,052.75 |
| S1 |
1,046.25 |
1,048.75 |
|