| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,696.63 |
10,631.82 |
-64.81 |
-0.6% |
10,468.82 |
| High |
10,700.71 |
10,631.90 |
-68.81 |
-0.6% |
10,702.99 |
| Low |
10,551.62 |
10,367.33 |
-184.29 |
-1.7% |
10,468.59 |
| Close |
10,644.25 |
10,378.83 |
-265.42 |
-2.5% |
10,653.56 |
| Range |
149.09 |
264.57 |
115.48 |
77.5% |
234.40 |
| ATR |
144.55 |
154.00 |
9.46 |
6.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,253.06 |
11,080.52 |
10,524.34 |
|
| R3 |
10,988.49 |
10,815.95 |
10,451.59 |
|
| R2 |
10,723.92 |
10,723.92 |
10,427.33 |
|
| R1 |
10,551.38 |
10,551.38 |
10,403.08 |
10,505.37 |
| PP |
10,459.35 |
10,459.35 |
10,459.35 |
10,436.35 |
| S1 |
10,286.81 |
10,286.81 |
10,354.58 |
10,240.80 |
| S2 |
10,194.78 |
10,194.78 |
10,330.33 |
|
| S3 |
9,930.21 |
10,022.24 |
10,306.07 |
|
| S4 |
9,665.64 |
9,757.67 |
10,233.32 |
|
|
| 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 |
10,367.33 |
352.61 |
3.4% |
140.89 |
1.4% |
3% |
False |
True |
|
| 10 |
10,719.94 |
10,347.50 |
372.44 |
3.6% |
143.68 |
1.4% |
8% |
False |
False |
|
| 20 |
10,719.94 |
10,007.76 |
712.18 |
6.9% |
153.60 |
1.5% |
52% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
153.84 |
1.5% |
69% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
177.15 |
1.7% |
69% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
189.29 |
1.8% |
47% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
169.68 |
1.6% |
47% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
156.22 |
1.5% |
47% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,756.32 |
|
2.618 |
11,324.54 |
|
1.618 |
11,059.97 |
|
1.000 |
10,896.47 |
|
0.618 |
10,795.40 |
|
HIGH |
10,631.90 |
|
0.618 |
10,530.83 |
|
0.500 |
10,499.62 |
|
0.382 |
10,468.40 |
|
LOW |
10,367.33 |
|
0.618 |
10,203.83 |
|
1.000 |
10,102.76 |
|
1.618 |
9,939.26 |
|
2.618 |
9,674.69 |
|
4.250 |
9,242.91 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,499.62 |
10,543.64 |
| PP |
10,459.35 |
10,488.70 |
| S1 |
10,419.09 |
10,433.77 |
|