| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,084 |
9,919 |
-165 |
-1.6% |
10,165 |
| High |
10,143 |
9,998 |
-145 |
-1.4% |
10,219 |
| Low |
9,912 |
9,844 |
-68 |
-0.7% |
9,855 |
| Close |
9,913 |
9,939 |
26 |
0.3% |
10,075 |
| Range |
231 |
154 |
-77 |
-33.3% |
364 |
| ATR |
169 |
168 |
-1 |
-0.6% |
0 |
| Volume |
571 |
739 |
168 |
29.4% |
1,202 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,389 |
10,318 |
10,024 |
|
| R3 |
10,235 |
10,164 |
9,981 |
|
| R2 |
10,081 |
10,081 |
9,967 |
|
| R1 |
10,010 |
10,010 |
9,953 |
10,046 |
| PP |
9,927 |
9,927 |
9,927 |
9,945 |
| S1 |
9,856 |
9,856 |
9,925 |
9,892 |
| S2 |
9,773 |
9,773 |
9,911 |
|
| S3 |
9,619 |
9,702 |
9,897 |
|
| S4 |
9,465 |
9,548 |
9,854 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,142 |
10,972 |
10,275 |
|
| R3 |
10,778 |
10,608 |
10,175 |
|
| R2 |
10,414 |
10,414 |
10,142 |
|
| R1 |
10,244 |
10,244 |
10,108 |
10,147 |
| PP |
10,050 |
10,050 |
10,050 |
10,001 |
| S1 |
9,880 |
9,880 |
10,042 |
9,783 |
| S2 |
9,686 |
9,686 |
10,008 |
|
| S3 |
9,322 |
9,516 |
9,975 |
|
| S4 |
8,958 |
9,152 |
9,875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,143 |
9,844 |
299 |
3.0% |
183 |
1.8% |
32% |
False |
True |
452 |
| 10 |
10,389 |
9,844 |
545 |
5.5% |
174 |
1.7% |
17% |
False |
True |
289 |
| 20 |
10,617 |
9,844 |
773 |
7.8% |
161 |
1.6% |
12% |
False |
True |
188 |
| 40 |
10,617 |
9,557 |
1,060 |
10.7% |
165 |
1.7% |
36% |
False |
False |
129 |
| 60 |
10,617 |
9,452 |
1,165 |
11.7% |
155 |
1.6% |
42% |
False |
False |
104 |
| 80 |
10,743 |
9,452 |
1,291 |
13.0% |
139 |
1.4% |
38% |
False |
False |
79 |
| 100 |
11,033 |
9,452 |
1,581 |
15.9% |
126 |
1.3% |
31% |
False |
False |
63 |
| 120 |
11,033 |
9,452 |
1,581 |
15.9% |
106 |
1.1% |
31% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,653 |
|
2.618 |
10,401 |
|
1.618 |
10,247 |
|
1.000 |
10,152 |
|
0.618 |
10,093 |
|
HIGH |
9,998 |
|
0.618 |
9,939 |
|
0.500 |
9,921 |
|
0.382 |
9,903 |
|
LOW |
9,844 |
|
0.618 |
9,749 |
|
1.000 |
9,690 |
|
1.618 |
9,595 |
|
2.618 |
9,441 |
|
4.250 |
9,190 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
9,933 |
9,994 |
| PP |
9,927 |
9,975 |
| S1 |
9,921 |
9,957 |
|