| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,282 |
10,178 |
-104 |
-1.0% |
10,215 |
| High |
10,351 |
10,206 |
-145 |
-1.4% |
10,389 |
| Low |
10,133 |
10,065 |
-68 |
-0.7% |
10,065 |
| Close |
10,170 |
10,136 |
-34 |
-0.3% |
10,136 |
| Range |
218 |
141 |
-77 |
-35.3% |
324 |
| ATR |
163 |
161 |
-2 |
-1.0% |
0 |
| Volume |
109 |
192 |
83 |
76.1% |
517 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,559 |
10,488 |
10,214 |
|
| R3 |
10,418 |
10,347 |
10,175 |
|
| R2 |
10,277 |
10,277 |
10,162 |
|
| R1 |
10,206 |
10,206 |
10,149 |
10,171 |
| PP |
10,136 |
10,136 |
10,136 |
10,118 |
| S1 |
10,065 |
10,065 |
10,123 |
10,030 |
| S2 |
9,995 |
9,995 |
10,110 |
|
| S3 |
9,854 |
9,924 |
10,097 |
|
| S4 |
9,713 |
9,783 |
10,059 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,169 |
10,976 |
10,314 |
|
| R3 |
10,845 |
10,652 |
10,225 |
|
| R2 |
10,521 |
10,521 |
10,196 |
|
| R1 |
10,328 |
10,328 |
10,166 |
10,263 |
| PP |
10,197 |
10,197 |
10,197 |
10,164 |
| S1 |
10,004 |
10,004 |
10,106 |
9,939 |
| S2 |
9,873 |
9,873 |
10,077 |
|
| S3 |
9,549 |
9,680 |
10,047 |
|
| S4 |
9,225 |
9,356 |
9,958 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,389 |
10,065 |
324 |
3.2% |
166 |
1.6% |
22% |
False |
True |
103 |
| 10 |
10,617 |
10,065 |
552 |
5.4% |
162 |
1.6% |
13% |
False |
True |
105 |
| 20 |
10,617 |
10,065 |
552 |
5.4% |
147 |
1.4% |
13% |
False |
True |
88 |
| 40 |
10,617 |
9,452 |
1,165 |
11.5% |
170 |
1.7% |
59% |
False |
False |
87 |
| 60 |
10,617 |
9,452 |
1,165 |
11.5% |
139 |
1.4% |
59% |
False |
False |
63 |
| 80 |
11,033 |
9,452 |
1,581 |
15.6% |
133 |
1.3% |
43% |
False |
False |
48 |
| 100 |
11,033 |
9,452 |
1,581 |
15.6% |
114 |
1.1% |
43% |
False |
False |
38 |
| 120 |
11,033 |
9,452 |
1,581 |
15.6% |
96 |
0.9% |
43% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,805 |
|
2.618 |
10,575 |
|
1.618 |
10,434 |
|
1.000 |
10,347 |
|
0.618 |
10,293 |
|
HIGH |
10,206 |
|
0.618 |
10,152 |
|
0.500 |
10,136 |
|
0.382 |
10,119 |
|
LOW |
10,065 |
|
0.618 |
9,978 |
|
1.000 |
9,924 |
|
1.618 |
9,837 |
|
2.618 |
9,696 |
|
4.250 |
9,466 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,136 |
10,227 |
| PP |
10,136 |
10,197 |
| S1 |
10,136 |
10,166 |
|