| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
1,058.50 |
1,040.00 |
-18.50 |
-1.7% |
1,065.00 |
| High |
1,067.75 |
1,049.00 |
-18.75 |
-1.8% |
1,075.25 |
| Low |
1,040.00 |
1,032.75 |
-7.25 |
-0.7% |
1,032.50 |
| Close |
1,040.00 |
1,043.25 |
3.25 |
0.3% |
1,058.75 |
| Range |
27.75 |
16.25 |
-11.50 |
-41.4% |
42.75 |
| ATR |
20.37 |
20.08 |
-0.29 |
-1.4% |
0.00 |
| Volume |
14,147 |
11,631 |
-2,516 |
-17.8% |
41,993 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,090.50 |
1,083.00 |
1,052.25 |
|
| R3 |
1,074.25 |
1,066.75 |
1,047.75 |
|
| R2 |
1,058.00 |
1,058.00 |
1,046.25 |
|
| R1 |
1,050.50 |
1,050.50 |
1,044.75 |
1,054.25 |
| PP |
1,041.75 |
1,041.75 |
1,041.75 |
1,043.50 |
| S1 |
1,034.25 |
1,034.25 |
1,041.75 |
1,038.00 |
| S2 |
1,025.50 |
1,025.50 |
1,040.25 |
|
| S3 |
1,009.25 |
1,018.00 |
1,038.75 |
|
| S4 |
993.00 |
1,001.75 |
1,034.25 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.75 |
1,164.00 |
1,082.25 |
|
| R3 |
1,141.00 |
1,121.25 |
1,070.50 |
|
| R2 |
1,098.25 |
1,098.25 |
1,066.50 |
|
| R1 |
1,078.50 |
1,078.50 |
1,062.75 |
1,067.00 |
| PP |
1,055.50 |
1,055.50 |
1,055.50 |
1,049.75 |
| S1 |
1,035.75 |
1,035.75 |
1,054.75 |
1,024.25 |
| S2 |
1,012.75 |
1,012.75 |
1,051.00 |
|
| S3 |
970.00 |
993.00 |
1,047.00 |
|
| S4 |
927.25 |
950.25 |
1,035.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,067.75 |
1,032.50 |
35.25 |
3.4% |
21.75 |
2.1% |
30% |
False |
False |
10,992 |
| 10 |
1,093.50 |
1,032.50 |
61.00 |
5.8% |
20.00 |
1.9% |
18% |
False |
False |
8,509 |
| 20 |
1,122.50 |
1,032.50 |
90.00 |
8.6% |
19.00 |
1.8% |
12% |
False |
False |
5,719 |
| 40 |
1,122.50 |
1,011.75 |
110.75 |
10.6% |
19.75 |
1.9% |
28% |
False |
False |
4,314 |
| 60 |
1,125.00 |
998.75 |
126.25 |
12.1% |
20.50 |
2.0% |
35% |
False |
False |
3,215 |
| 80 |
1,164.75 |
998.75 |
166.00 |
15.9% |
23.00 |
2.2% |
27% |
False |
False |
2,439 |
| 100 |
1,208.00 |
998.75 |
209.25 |
20.1% |
22.50 |
2.2% |
21% |
False |
False |
1,974 |
| 120 |
1,208.00 |
998.75 |
209.25 |
20.1% |
20.25 |
1.9% |
21% |
False |
False |
1,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,118.00 |
|
2.618 |
1,091.50 |
|
1.618 |
1,075.25 |
|
1.000 |
1,065.25 |
|
0.618 |
1,059.00 |
|
HIGH |
1,049.00 |
|
0.618 |
1,042.75 |
|
0.500 |
1,041.00 |
|
0.382 |
1,039.00 |
|
LOW |
1,032.75 |
|
0.618 |
1,022.75 |
|
1.000 |
1,016.50 |
|
1.618 |
1,006.50 |
|
2.618 |
990.25 |
|
4.250 |
963.75 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,042.50 |
1,050.00 |
| PP |
1,041.75 |
1,047.75 |
| S1 |
1,041.00 |
1,045.50 |
|