| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,361.58 |
10,320.33 |
-41.25 |
-0.4% |
10,654.62 |
| High |
10,361.65 |
10,354.92 |
-6.73 |
-0.1% |
10,719.94 |
| Low |
10,268.71 |
10,285.44 |
16.73 |
0.2% |
10,268.71 |
| Close |
10,319.95 |
10,303.15 |
-16.80 |
-0.2% |
10,303.15 |
| Range |
92.94 |
69.48 |
-23.46 |
-25.2% |
451.23 |
| ATR |
150.87 |
145.06 |
-5.81 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,522.94 |
10,482.53 |
10,341.36 |
|
| R3 |
10,453.46 |
10,413.05 |
10,322.26 |
|
| R2 |
10,383.98 |
10,383.98 |
10,315.89 |
|
| R1 |
10,343.57 |
10,343.57 |
10,309.52 |
10,329.04 |
| PP |
10,314.50 |
10,314.50 |
10,314.50 |
10,307.24 |
| S1 |
10,274.09 |
10,274.09 |
10,296.78 |
10,259.56 |
| S2 |
10,245.02 |
10,245.02 |
10,290.41 |
|
| S3 |
10,175.54 |
10,204.61 |
10,284.04 |
|
| S4 |
10,106.06 |
10,135.13 |
10,264.94 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,784.29 |
11,494.95 |
10,551.33 |
|
| R3 |
11,333.06 |
11,043.72 |
10,427.24 |
|
| R2 |
10,881.83 |
10,881.83 |
10,385.88 |
|
| R1 |
10,592.49 |
10,592.49 |
10,344.51 |
10,511.55 |
| PP |
10,430.60 |
10,430.60 |
10,430.60 |
10,390.13 |
| S1 |
10,141.26 |
10,141.26 |
10,261.79 |
10,060.32 |
| S2 |
9,979.37 |
9,979.37 |
10,220.42 |
|
| S3 |
9,528.14 |
9,690.03 |
10,179.06 |
|
| S4 |
9,076.91 |
9,238.80 |
10,054.97 |
|
|
| 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 |
10,268.71 |
451.23 |
4.4% |
129.32 |
1.3% |
8% |
False |
False |
|
| 10 |
10,719.94 |
10,268.71 |
451.23 |
4.4% |
124.19 |
1.2% |
8% |
False |
False |
|
| 20 |
10,719.94 |
10,007.76 |
712.18 |
6.9% |
140.93 |
1.4% |
41% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
152.44 |
1.5% |
62% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.7% |
172.62 |
1.7% |
62% |
False |
False |
|
| 80 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
189.48 |
1.8% |
42% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
169.06 |
1.6% |
42% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.0% |
155.84 |
1.5% |
42% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,650.21 |
|
2.618 |
10,536.82 |
|
1.618 |
10,467.34 |
|
1.000 |
10,424.40 |
|
0.618 |
10,397.86 |
|
HIGH |
10,354.92 |
|
0.618 |
10,328.38 |
|
0.500 |
10,320.18 |
|
0.382 |
10,311.98 |
|
LOW |
10,285.44 |
|
0.618 |
10,242.50 |
|
1.000 |
10,215.96 |
|
1.618 |
10,173.02 |
|
2.618 |
10,103.54 |
|
4.250 |
9,990.15 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,320.18 |
10,450.31 |
| PP |
10,314.50 |
10,401.25 |
| S1 |
10,308.83 |
10,352.20 |
|