| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
5,380.0 |
5,380.0 |
0.0 |
0.0% |
5,277.0 |
| High |
5,393.0 |
5,414.5 |
21.5 |
0.4% |
5,401.5 |
| Low |
5,289.5 |
5,371.0 |
81.5 |
1.5% |
5,272.0 |
| Close |
5,317.0 |
5,385.5 |
68.5 |
1.3% |
5,317.0 |
| Range |
103.5 |
43.5 |
-60.0 |
-58.0% |
129.5 |
| ATR |
100.1 |
99.9 |
-0.2 |
-0.2% |
0.0 |
| Volume |
94,005 |
66,648 |
-27,357 |
-29.1% |
446,760 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,521.0 |
5,496.5 |
5,409.5 |
|
| R3 |
5,477.5 |
5,453.0 |
5,397.5 |
|
| R2 |
5,434.0 |
5,434.0 |
5,393.5 |
|
| R1 |
5,409.5 |
5,409.5 |
5,389.5 |
5,422.0 |
| PP |
5,390.5 |
5,390.5 |
5,390.5 |
5,396.5 |
| S1 |
5,366.0 |
5,366.0 |
5,381.5 |
5,378.0 |
| S2 |
5,347.0 |
5,347.0 |
5,377.5 |
|
| S3 |
5,303.5 |
5,322.5 |
5,373.5 |
|
| S4 |
5,260.0 |
5,279.0 |
5,361.5 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,718.5 |
5,647.5 |
5,388.0 |
|
| R3 |
5,589.0 |
5,518.0 |
5,352.5 |
|
| R2 |
5,459.5 |
5,459.5 |
5,340.5 |
|
| R1 |
5,388.5 |
5,388.5 |
5,329.0 |
5,424.0 |
| PP |
5,330.0 |
5,330.0 |
5,330.0 |
5,348.0 |
| S1 |
5,259.0 |
5,259.0 |
5,305.0 |
5,294.5 |
| S2 |
5,200.5 |
5,200.5 |
5,293.5 |
|
| S3 |
5,071.0 |
5,129.5 |
5,281.5 |
|
| S4 |
4,941.5 |
5,000.0 |
5,246.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,414.5 |
5,289.5 |
125.0 |
2.3% |
70.0 |
1.3% |
77% |
True |
False |
76,112 |
| 10 |
5,414.5 |
5,210.5 |
204.0 |
3.8% |
82.5 |
1.5% |
86% |
True |
False |
84,802 |
| 20 |
5,414.5 |
5,056.5 |
358.0 |
6.6% |
92.0 |
1.7% |
92% |
True |
False |
90,610 |
| 40 |
5,414.5 |
4,757.0 |
657.5 |
12.2% |
96.0 |
1.8% |
96% |
True |
False |
104,880 |
| 60 |
5,414.5 |
4,757.0 |
657.5 |
12.2% |
102.0 |
1.9% |
96% |
True |
False |
72,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,599.5 |
|
2.618 |
5,528.5 |
|
1.618 |
5,485.0 |
|
1.000 |
5,458.0 |
|
0.618 |
5,441.5 |
|
HIGH |
5,414.5 |
|
0.618 |
5,398.0 |
|
0.500 |
5,393.0 |
|
0.382 |
5,387.5 |
|
LOW |
5,371.0 |
|
0.618 |
5,344.0 |
|
1.000 |
5,327.5 |
|
1.618 |
5,300.5 |
|
2.618 |
5,257.0 |
|
4.250 |
5,186.0 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,393.0 |
5,374.5 |
| PP |
5,390.5 |
5,363.0 |
| S1 |
5,388.0 |
5,352.0 |
|