| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
10,270.98 |
10,215.51 |
-55.47 |
-0.5% |
10,303.07 |
| High |
10,270.98 |
10,304.70 |
33.72 |
0.3% |
10,480.44 |
| Low |
10,147.24 |
10,170.29 |
23.05 |
0.2% |
10,147.24 |
| Close |
10,213.62 |
10,174.41 |
-39.21 |
-0.4% |
10,213.62 |
| Range |
123.74 |
134.41 |
10.67 |
8.6% |
333.20 |
| ATR |
148.01 |
147.04 |
-0.97 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,619.70 |
10,531.46 |
10,248.34 |
|
| R3 |
10,485.29 |
10,397.05 |
10,211.37 |
|
| R2 |
10,350.88 |
10,350.88 |
10,199.05 |
|
| R1 |
10,262.64 |
10,262.64 |
10,186.73 |
10,239.56 |
| PP |
10,216.47 |
10,216.47 |
10,216.47 |
10,204.92 |
| S1 |
10,128.23 |
10,128.23 |
10,162.09 |
10,105.15 |
| S2 |
10,082.06 |
10,082.06 |
10,149.77 |
|
| S3 |
9,947.65 |
9,993.82 |
10,137.45 |
|
| S4 |
9,813.24 |
9,859.41 |
10,100.48 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,280.03 |
11,080.03 |
10,396.88 |
|
| R3 |
10,946.83 |
10,746.83 |
10,305.25 |
|
| R2 |
10,613.63 |
10,613.63 |
10,274.71 |
|
| R1 |
10,413.63 |
10,413.63 |
10,244.16 |
10,347.03 |
| PP |
10,280.43 |
10,280.43 |
10,280.43 |
10,247.14 |
| S1 |
10,080.43 |
10,080.43 |
10,183.08 |
10,013.83 |
| S2 |
9,947.23 |
9,947.23 |
10,152.53 |
|
| S3 |
9,614.03 |
9,747.23 |
10,121.99 |
|
| S4 |
9,280.83 |
9,414.03 |
10,030.36 |
|
|
| 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 |
10,147.24 |
333.20 |
3.3% |
155.67 |
1.5% |
8% |
False |
False |
|
| 10 |
10,700.71 |
10,147.24 |
553.47 |
5.4% |
147.80 |
1.5% |
5% |
False |
False |
|
| 20 |
10,719.94 |
10,147.24 |
572.70 |
5.6% |
133.50 |
1.3% |
5% |
False |
False |
|
| 40 |
10,719.94 |
9,614.32 |
1,105.62 |
10.9% |
152.50 |
1.5% |
51% |
False |
False |
|
| 60 |
10,719.94 |
9,614.32 |
1,105.62 |
10.9% |
160.91 |
1.6% |
51% |
False |
False |
|
| 80 |
11,197.93 |
9,614.32 |
1,583.61 |
15.6% |
190.53 |
1.9% |
35% |
False |
False |
|
| 100 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
173.16 |
1.7% |
34% |
False |
False |
|
| 120 |
11,258.01 |
9,614.32 |
1,643.69 |
16.2% |
158.19 |
1.6% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,875.94 |
|
2.618 |
10,656.59 |
|
1.618 |
10,522.18 |
|
1.000 |
10,439.11 |
|
0.618 |
10,387.77 |
|
HIGH |
10,304.70 |
|
0.618 |
10,253.36 |
|
0.500 |
10,237.50 |
|
0.382 |
10,221.63 |
|
LOW |
10,170.29 |
|
0.618 |
10,087.22 |
|
1.000 |
10,035.88 |
|
1.618 |
9,952.81 |
|
2.618 |
9,818.40 |
|
4.250 |
9,599.05 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,237.50 |
10,279.20 |
| PP |
10,216.47 |
10,244.27 |
| S1 |
10,195.44 |
10,209.34 |
|