| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,214 |
10,215 |
1 |
0.0% |
10,534 |
| High |
10,288 |
10,245 |
-43 |
-0.4% |
10,617 |
| Low |
10,160 |
10,117 |
-43 |
-0.4% |
10,159 |
| Close |
10,201 |
10,208 |
7 |
0.1% |
10,201 |
| Range |
128 |
128 |
0 |
0.0% |
458 |
| ATR |
159 |
157 |
-2 |
-1.4% |
0 |
| Volume |
129 |
68 |
-61 |
-47.3% |
534 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,574 |
10,519 |
10,279 |
|
| R3 |
10,446 |
10,391 |
10,243 |
|
| R2 |
10,318 |
10,318 |
10,232 |
|
| R1 |
10,263 |
10,263 |
10,220 |
10,227 |
| PP |
10,190 |
10,190 |
10,190 |
10,172 |
| S1 |
10,135 |
10,135 |
10,196 |
10,099 |
| S2 |
10,062 |
10,062 |
10,185 |
|
| S3 |
9,934 |
10,007 |
10,173 |
|
| S4 |
9,806 |
9,879 |
10,138 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,700 |
11,408 |
10,453 |
|
| R3 |
11,242 |
10,950 |
10,327 |
|
| R2 |
10,784 |
10,784 |
10,285 |
|
| R1 |
10,492 |
10,492 |
10,243 |
10,409 |
| PP |
10,326 |
10,326 |
10,326 |
10,284 |
| S1 |
10,034 |
10,034 |
10,159 |
9,951 |
| S2 |
9,868 |
9,868 |
10,117 |
|
| S3 |
9,410 |
9,576 |
10,075 |
|
| S4 |
8,952 |
9,118 |
9,949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,595 |
10,117 |
478 |
4.7% |
166 |
1.6% |
19% |
False |
True |
93 |
| 10 |
10,617 |
10,117 |
500 |
4.9% |
137 |
1.3% |
18% |
False |
True |
89 |
| 20 |
10,617 |
9,887 |
730 |
7.2% |
156 |
1.5% |
44% |
False |
False |
84 |
| 40 |
10,617 |
9,452 |
1,165 |
11.4% |
171 |
1.7% |
65% |
False |
False |
81 |
| 60 |
10,617 |
9,452 |
1,165 |
11.4% |
134 |
1.3% |
65% |
False |
False |
56 |
| 80 |
11,033 |
9,452 |
1,581 |
15.5% |
127 |
1.2% |
48% |
False |
False |
42 |
| 100 |
11,033 |
9,452 |
1,581 |
15.5% |
107 |
1.0% |
48% |
False |
False |
34 |
| 120 |
11,033 |
9,452 |
1,581 |
15.5% |
92 |
0.9% |
48% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,789 |
|
2.618 |
10,580 |
|
1.618 |
10,452 |
|
1.000 |
10,373 |
|
0.618 |
10,324 |
|
HIGH |
10,245 |
|
0.618 |
10,196 |
|
0.500 |
10,181 |
|
0.382 |
10,166 |
|
LOW |
10,117 |
|
0.618 |
10,038 |
|
1.000 |
9,989 |
|
1.618 |
9,910 |
|
2.618 |
9,782 |
|
4.250 |
9,573 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,199 |
10,208 |
| PP |
10,190 |
10,208 |
| S1 |
10,181 |
10,208 |
|