| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,567 |
10,534 |
-33 |
-0.3% |
10,393 |
| High |
10,591 |
10,617 |
26 |
0.2% |
10,596 |
| Low |
10,408 |
10,528 |
120 |
1.2% |
10,385 |
| Close |
10,548 |
10,601 |
53 |
0.5% |
10,548 |
| Range |
183 |
89 |
-94 |
-51.4% |
211 |
| ATR |
159 |
154 |
-5 |
-3.1% |
0 |
| Volume |
74 |
135 |
61 |
82.4% |
373 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,849 |
10,814 |
10,650 |
|
| R3 |
10,760 |
10,725 |
10,626 |
|
| R2 |
10,671 |
10,671 |
10,617 |
|
| R1 |
10,636 |
10,636 |
10,609 |
10,654 |
| PP |
10,582 |
10,582 |
10,582 |
10,591 |
| S1 |
10,547 |
10,547 |
10,593 |
10,565 |
| S2 |
10,493 |
10,493 |
10,585 |
|
| S3 |
10,404 |
10,458 |
10,577 |
|
| S4 |
10,315 |
10,369 |
10,552 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,143 |
11,056 |
10,664 |
|
| R3 |
10,932 |
10,845 |
10,606 |
|
| R2 |
10,721 |
10,721 |
10,587 |
|
| R1 |
10,634 |
10,634 |
10,567 |
10,678 |
| PP |
10,510 |
10,510 |
10,510 |
10,531 |
| S1 |
10,423 |
10,423 |
10,529 |
10,467 |
| S2 |
10,299 |
10,299 |
10,509 |
|
| S3 |
10,088 |
10,212 |
10,490 |
|
| S4 |
9,877 |
10,001 |
10,432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,617 |
10,408 |
209 |
2.0% |
108 |
1.0% |
92% |
True |
False |
86 |
| 10 |
10,617 |
10,232 |
385 |
3.6% |
129 |
1.2% |
96% |
True |
False |
80 |
| 20 |
10,617 |
9,887 |
730 |
6.9% |
158 |
1.5% |
98% |
True |
False |
76 |
| 40 |
10,617 |
9,452 |
1,165 |
11.0% |
157 |
1.5% |
99% |
True |
False |
70 |
| 60 |
10,617 |
9,452 |
1,165 |
11.0% |
131 |
1.2% |
99% |
True |
False |
48 |
| 80 |
11,033 |
9,452 |
1,581 |
14.9% |
122 |
1.1% |
73% |
False |
False |
37 |
| 100 |
11,033 |
9,452 |
1,581 |
14.9% |
100 |
0.9% |
73% |
False |
False |
29 |
| 120 |
11,033 |
9,452 |
1,581 |
14.9% |
85 |
0.8% |
73% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,995 |
|
2.618 |
10,850 |
|
1.618 |
10,761 |
|
1.000 |
10,706 |
|
0.618 |
10,672 |
|
HIGH |
10,617 |
|
0.618 |
10,583 |
|
0.500 |
10,573 |
|
0.382 |
10,562 |
|
LOW |
10,528 |
|
0.618 |
10,473 |
|
1.000 |
10,439 |
|
1.618 |
10,384 |
|
2.618 |
10,295 |
|
4.250 |
10,150 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,592 |
10,572 |
| PP |
10,582 |
10,542 |
| S1 |
10,573 |
10,513 |
|