| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,297.63 |
10,398.59 |
100.96 |
1.0% |
10,654.62 |
| High |
10,480.44 |
10,472.30 |
-8.14 |
-0.1% |
10,719.94 |
| Low |
10,297.47 |
10,330.02 |
32.55 |
0.3% |
10,268.71 |
| Close |
10,405.85 |
10,415.54 |
9.69 |
0.1% |
10,303.15 |
| Range |
182.97 |
142.28 |
-40.69 |
-22.2% |
451.23 |
| ATR |
146.34 |
146.05 |
-0.29 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,832.79 |
10,766.45 |
10,493.79 |
|
| R3 |
10,690.51 |
10,624.17 |
10,454.67 |
|
| R2 |
10,548.23 |
10,548.23 |
10,441.62 |
|
| R1 |
10,481.89 |
10,481.89 |
10,428.58 |
10,515.06 |
| PP |
10,405.95 |
10,405.95 |
10,405.95 |
10,422.54 |
| S1 |
10,339.61 |
10,339.61 |
10,402.50 |
10,372.78 |
| S2 |
10,263.67 |
10,263.67 |
10,389.46 |
|
| S3 |
10,121.39 |
10,197.33 |
10,376.41 |
|
| S4 |
9,979.11 |
10,055.05 |
10,337.29 |
|
|
| 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 |
10,480.44 |
10,209.53 |
270.91 |
2.6% |
122.25 |
1.2% |
76% |
False |
False |
|
| 10 |
10,719.94 |
10,209.53 |
510.41 |
4.9% |
131.57 |
1.3% |
40% |
False |
False |
|
| 20 |
10,719.94 |
10,121.81 |
598.13 |
5.7% |
136.26 |
1.3% |
49% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
151.97 |
1.5% |
72% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.6% |
166.79 |
1.6% |
72% |
False |
False |
|
| 80 |
11,218.86 |
9,614.32 |
1,604.54 |
15.4% |
191.30 |
1.8% |
50% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
170.78 |
1.6% |
49% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
15.8% |
156.49 |
1.5% |
49% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,076.99 |
|
2.618 |
10,844.79 |
|
1.618 |
10,702.51 |
|
1.000 |
10,614.58 |
|
0.618 |
10,560.23 |
|
HIGH |
10,472.30 |
|
0.618 |
10,417.95 |
|
0.500 |
10,401.16 |
|
0.382 |
10,384.37 |
|
LOW |
10,330.02 |
|
0.618 |
10,242.09 |
|
1.000 |
10,187.74 |
|
1.618 |
10,099.81 |
|
2.618 |
9,957.53 |
|
4.250 |
9,725.33 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,410.75 |
10,392.02 |
| PP |
10,405.95 |
10,368.50 |
| S1 |
10,401.16 |
10,344.99 |
|