| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,178 |
10,165 |
-13 |
-0.1% |
10,215 |
| High |
10,206 |
10,219 |
13 |
0.1% |
10,389 |
| Low |
10,065 |
10,080 |
15 |
0.1% |
10,065 |
| Close |
10,136 |
10,092 |
-44 |
-0.4% |
10,136 |
| Range |
141 |
139 |
-2 |
-1.4% |
324 |
| ATR |
161 |
160 |
-2 |
-1.0% |
0 |
| Volume |
192 |
139 |
-53 |
-27.6% |
517 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,547 |
10,459 |
10,169 |
|
| R3 |
10,408 |
10,320 |
10,130 |
|
| R2 |
10,269 |
10,269 |
10,118 |
|
| R1 |
10,181 |
10,181 |
10,105 |
10,156 |
| PP |
10,130 |
10,130 |
10,130 |
10,118 |
| S1 |
10,042 |
10,042 |
10,079 |
10,017 |
| S2 |
9,991 |
9,991 |
10,067 |
|
| S3 |
9,852 |
9,903 |
10,054 |
|
| S4 |
9,713 |
9,764 |
10,016 |
|
|
| 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% |
168 |
1.7% |
8% |
False |
False |
117 |
| 10 |
10,595 |
10,065 |
530 |
5.3% |
167 |
1.7% |
5% |
False |
False |
105 |
| 20 |
10,617 |
10,065 |
552 |
5.5% |
148 |
1.5% |
5% |
False |
False |
92 |
| 40 |
10,617 |
9,452 |
1,165 |
11.5% |
170 |
1.7% |
55% |
False |
False |
88 |
| 60 |
10,617 |
9,452 |
1,165 |
11.5% |
141 |
1.4% |
55% |
False |
False |
65 |
| 80 |
11,033 |
9,452 |
1,581 |
15.7% |
134 |
1.3% |
40% |
False |
False |
49 |
| 100 |
11,033 |
9,452 |
1,581 |
15.7% |
115 |
1.1% |
40% |
False |
False |
40 |
| 120 |
11,033 |
9,452 |
1,581 |
15.7% |
97 |
1.0% |
40% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,810 |
|
2.618 |
10,583 |
|
1.618 |
10,444 |
|
1.000 |
10,358 |
|
0.618 |
10,305 |
|
HIGH |
10,219 |
|
0.618 |
10,166 |
|
0.500 |
10,150 |
|
0.382 |
10,133 |
|
LOW |
10,080 |
|
0.618 |
9,994 |
|
1.000 |
9,941 |
|
1.618 |
9,855 |
|
2.618 |
9,716 |
|
4.250 |
9,489 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,150 |
10,208 |
| PP |
10,130 |
10,169 |
| S1 |
10,111 |
10,131 |
|