| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,534 |
10,568 |
34 |
0.3% |
10,393 |
| High |
10,617 |
10,595 |
-22 |
-0.2% |
10,596 |
| Low |
10,528 |
10,448 |
-80 |
-0.8% |
10,385 |
| Close |
10,601 |
10,553 |
-48 |
-0.5% |
10,548 |
| Range |
89 |
147 |
58 |
65.2% |
211 |
| ATR |
154 |
154 |
0 |
0.0% |
0 |
| Volume |
135 |
49 |
-86 |
-63.7% |
373 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,973 |
10,910 |
10,634 |
|
| R3 |
10,826 |
10,763 |
10,594 |
|
| R2 |
10,679 |
10,679 |
10,580 |
|
| R1 |
10,616 |
10,616 |
10,567 |
10,574 |
| PP |
10,532 |
10,532 |
10,532 |
10,511 |
| S1 |
10,469 |
10,469 |
10,540 |
10,427 |
| S2 |
10,385 |
10,385 |
10,526 |
|
| S3 |
10,238 |
10,322 |
10,513 |
|
| S4 |
10,091 |
10,175 |
10,472 |
|
|
| 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% |
123 |
1.2% |
69% |
False |
False |
77 |
| 10 |
10,617 |
10,232 |
385 |
3.6% |
135 |
1.3% |
83% |
False |
False |
81 |
| 20 |
10,617 |
9,887 |
730 |
6.9% |
156 |
1.5% |
91% |
False |
False |
76 |
| 40 |
10,617 |
9,452 |
1,165 |
11.0% |
161 |
1.5% |
95% |
False |
False |
71 |
| 60 |
10,617 |
9,452 |
1,165 |
11.0% |
130 |
1.2% |
95% |
False |
False |
49 |
| 80 |
11,033 |
9,452 |
1,581 |
15.0% |
121 |
1.1% |
70% |
False |
False |
37 |
| 100 |
11,033 |
9,452 |
1,581 |
15.0% |
101 |
1.0% |
70% |
False |
False |
30 |
| 120 |
11,033 |
9,452 |
1,581 |
15.0% |
86 |
0.8% |
70% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,220 |
|
2.618 |
10,980 |
|
1.618 |
10,833 |
|
1.000 |
10,742 |
|
0.618 |
10,686 |
|
HIGH |
10,595 |
|
0.618 |
10,539 |
|
0.500 |
10,522 |
|
0.382 |
10,504 |
|
LOW |
10,448 |
|
0.618 |
10,357 |
|
1.000 |
10,301 |
|
1.618 |
10,210 |
|
2.618 |
10,063 |
|
4.250 |
9,823 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,543 |
10,540 |
| PP |
10,532 |
10,526 |
| S1 |
10,522 |
10,513 |
|