| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,654.62 |
10,696.63 |
42.01 |
0.4% |
10,468.82 |
| High |
10,719.94 |
10,700.71 |
-19.23 |
-0.2% |
10,702.99 |
| Low |
10,649.40 |
10,551.62 |
-97.78 |
-0.9% |
10,468.59 |
| Close |
10,698.75 |
10,644.25 |
-54.50 |
-0.5% |
10,653.56 |
| Range |
70.54 |
149.09 |
78.55 |
111.4% |
234.40 |
| ATR |
144.20 |
144.55 |
0.35 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,079.46 |
11,010.95 |
10,726.25 |
|
| R3 |
10,930.37 |
10,861.86 |
10,685.25 |
|
| R2 |
10,781.28 |
10,781.28 |
10,671.58 |
|
| R1 |
10,712.77 |
10,712.77 |
10,657.92 |
10,672.48 |
| PP |
10,632.19 |
10,632.19 |
10,632.19 |
10,612.05 |
| S1 |
10,563.68 |
10,563.68 |
10,630.58 |
10,523.39 |
| S2 |
10,483.10 |
10,483.10 |
10,616.92 |
|
| S3 |
10,334.01 |
10,414.59 |
10,603.25 |
|
| S4 |
10,184.92 |
10,265.50 |
10,562.25 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,311.58 |
11,216.97 |
10,782.48 |
|
| R3 |
11,077.18 |
10,982.57 |
10,718.02 |
|
| R2 |
10,842.78 |
10,842.78 |
10,696.53 |
|
| R1 |
10,748.17 |
10,748.17 |
10,675.05 |
10,795.48 |
| PP |
10,608.38 |
10,608.38 |
10,608.38 |
10,632.03 |
| S1 |
10,513.77 |
10,513.77 |
10,632.07 |
10,561.08 |
| S2 |
10,373.98 |
10,373.98 |
10,610.59 |
|
| S3 |
10,139.58 |
10,279.37 |
10,589.10 |
|
| S4 |
9,905.18 |
10,044.97 |
10,524.64 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,719.94 |
10,515.37 |
204.57 |
1.9% |
103.06 |
1.0% |
63% |
False |
False |
|
| 10 |
10,719.94 |
10,347.50 |
372.44 |
3.5% |
125.75 |
1.2% |
80% |
False |
False |
|
| 20 |
10,719.94 |
10,007.76 |
712.18 |
6.7% |
145.23 |
1.4% |
89% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.4% |
152.63 |
1.4% |
93% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.4% |
176.49 |
1.7% |
93% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
187.45 |
1.8% |
63% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
168.29 |
1.6% |
63% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.4% |
154.85 |
1.5% |
63% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,334.34 |
|
2.618 |
11,091.03 |
|
1.618 |
10,941.94 |
|
1.000 |
10,849.80 |
|
0.618 |
10,792.85 |
|
HIGH |
10,700.71 |
|
0.618 |
10,643.76 |
|
0.500 |
10,626.17 |
|
0.382 |
10,608.57 |
|
LOW |
10,551.62 |
|
0.618 |
10,459.48 |
|
1.000 |
10,402.53 |
|
1.618 |
10,310.39 |
|
2.618 |
10,161.30 |
|
4.250 |
9,917.99 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,638.22 |
10,635.39 |
| PP |
10,632.19 |
10,626.52 |
| S1 |
10,626.17 |
10,617.66 |
|