| 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 |
5,215.5 |
5,291.5 |
76.0 |
1.5% |
5,380.0 |
| High |
5,267.0 |
5,298.0 |
31.0 |
0.6% |
5,414.5 |
| Low |
5,197.5 |
5,212.5 |
15.0 |
0.3% |
5,197.5 |
| Close |
5,259.5 |
5,265.0 |
5.5 |
0.1% |
5,265.0 |
| Range |
69.5 |
85.5 |
16.0 |
23.0% |
217.0 |
| ATR |
99.4 |
98.4 |
-1.0 |
-1.0% |
0.0 |
| Volume |
101,274 |
85,475 |
-15,799 |
-15.6% |
440,024 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,515.0 |
5,475.5 |
5,312.0 |
|
| R3 |
5,429.5 |
5,390.0 |
5,288.5 |
|
| R2 |
5,344.0 |
5,344.0 |
5,280.5 |
|
| R1 |
5,304.5 |
5,304.5 |
5,273.0 |
5,281.5 |
| PP |
5,258.5 |
5,258.5 |
5,258.5 |
5,247.0 |
| S1 |
5,219.0 |
5,219.0 |
5,257.0 |
5,196.0 |
| S2 |
5,173.0 |
5,173.0 |
5,249.5 |
|
| S3 |
5,087.5 |
5,133.5 |
5,241.5 |
|
| S4 |
5,002.0 |
5,048.0 |
5,218.0 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,943.5 |
5,821.0 |
5,384.5 |
|
| R3 |
5,726.5 |
5,604.0 |
5,324.5 |
|
| R2 |
5,509.5 |
5,509.5 |
5,305.0 |
|
| R1 |
5,387.0 |
5,387.0 |
5,285.0 |
5,340.0 |
| PP |
5,292.5 |
5,292.5 |
5,292.5 |
5,268.5 |
| S1 |
5,170.0 |
5,170.0 |
5,245.0 |
5,123.0 |
| S2 |
5,075.5 |
5,075.5 |
5,225.0 |
|
| S3 |
4,858.5 |
4,953.0 |
5,205.5 |
|
| S4 |
4,641.5 |
4,736.0 |
5,145.5 |
|
|
| 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 |
5,197.5 |
217.0 |
4.1% |
79.0 |
1.5% |
31% |
False |
False |
88,004 |
| 10 |
5,414.5 |
5,197.5 |
217.0 |
4.1% |
81.5 |
1.5% |
31% |
False |
False |
88,678 |
| 20 |
5,414.5 |
5,056.5 |
358.0 |
6.8% |
87.5 |
1.7% |
58% |
False |
False |
90,448 |
| 40 |
5,414.5 |
4,757.0 |
657.5 |
12.5% |
96.5 |
1.8% |
77% |
False |
False |
98,264 |
| 60 |
5,414.5 |
4,757.0 |
657.5 |
12.5% |
101.0 |
1.9% |
77% |
False |
False |
78,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,661.5 |
|
2.618 |
5,522.0 |
|
1.618 |
5,436.5 |
|
1.000 |
5,383.5 |
|
0.618 |
5,351.0 |
|
HIGH |
5,298.0 |
|
0.618 |
5,265.5 |
|
0.500 |
5,255.0 |
|
0.382 |
5,245.0 |
|
LOW |
5,212.5 |
|
0.618 |
5,159.5 |
|
1.000 |
5,127.0 |
|
1.618 |
5,074.0 |
|
2.618 |
4,988.5 |
|
4.250 |
4,849.0 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,262.0 |
5,265.0 |
| PP |
5,258.5 |
5,265.0 |
| S1 |
5,255.0 |
5,265.0 |
|