| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,568 |
10,531 |
-37 |
-0.4% |
10,393 |
| High |
10,595 |
10,555 |
-40 |
-0.4% |
10,596 |
| Low |
10,448 |
10,270 |
-178 |
-1.7% |
10,385 |
| Close |
10,553 |
10,272 |
-281 |
-2.7% |
10,548 |
| Range |
147 |
285 |
138 |
93.9% |
211 |
| ATR |
154 |
163 |
9 |
6.1% |
0 |
| Volume |
49 |
107 |
58 |
118.4% |
373 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,221 |
11,031 |
10,429 |
|
| R3 |
10,936 |
10,746 |
10,351 |
|
| R2 |
10,651 |
10,651 |
10,324 |
|
| R1 |
10,461 |
10,461 |
10,298 |
10,414 |
| PP |
10,366 |
10,366 |
10,366 |
10,342 |
| S1 |
10,176 |
10,176 |
10,246 |
10,129 |
| S2 |
10,081 |
10,081 |
10,220 |
|
| S3 |
9,796 |
9,891 |
10,194 |
|
| S4 |
9,511 |
9,606 |
10,115 |
|
|
| 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 |
10,270 |
347 |
3.4% |
159 |
1.5% |
1% |
False |
True |
88 |
| 10 |
10,617 |
10,232 |
385 |
3.7% |
152 |
1.5% |
10% |
False |
False |
89 |
| 20 |
10,617 |
9,887 |
730 |
7.1% |
165 |
1.6% |
53% |
False |
False |
81 |
| 40 |
10,617 |
9,452 |
1,165 |
11.3% |
165 |
1.6% |
70% |
False |
False |
74 |
| 60 |
10,617 |
9,452 |
1,165 |
11.3% |
133 |
1.3% |
70% |
False |
False |
51 |
| 80 |
11,033 |
9,452 |
1,581 |
15.4% |
125 |
1.2% |
52% |
False |
False |
38 |
| 100 |
11,033 |
9,452 |
1,581 |
15.4% |
104 |
1.0% |
52% |
False |
False |
31 |
| 120 |
11,033 |
9,452 |
1,581 |
15.4% |
89 |
0.9% |
52% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,766 |
|
2.618 |
11,301 |
|
1.618 |
11,016 |
|
1.000 |
10,840 |
|
0.618 |
10,731 |
|
HIGH |
10,555 |
|
0.618 |
10,446 |
|
0.500 |
10,413 |
|
0.382 |
10,379 |
|
LOW |
10,270 |
|
0.618 |
10,094 |
|
1.000 |
9,985 |
|
1.618 |
9,809 |
|
2.618 |
9,524 |
|
4.250 |
9,059 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,413 |
10,444 |
| PP |
10,366 |
10,386 |
| S1 |
10,319 |
10,329 |
|