| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,520.0 |
2,355.0 |
-165.0 |
-6.5% |
2,700.0 |
| High |
2,544.0 |
2,457.0 |
-87.0 |
-3.4% |
2,712.0 |
| Low |
2,353.0 |
2,321.0 |
-32.0 |
-1.4% |
2,321.0 |
| Close |
2,359.0 |
2,380.0 |
21.0 |
0.9% |
2,380.0 |
| Range |
191.0 |
136.0 |
-55.0 |
-28.8% |
391.0 |
| ATR |
74.6 |
79.0 |
4.4 |
5.9% |
0.0 |
| Volume |
3,662,762 |
4,195,588 |
532,826 |
14.5% |
14,367,176 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.0 |
2,723.0 |
2,454.8 |
|
| R3 |
2,658.0 |
2,587.0 |
2,417.4 |
|
| R2 |
2,522.0 |
2,522.0 |
2,404.9 |
|
| R1 |
2,451.0 |
2,451.0 |
2,392.5 |
2,486.5 |
| PP |
2,386.0 |
2,386.0 |
2,386.0 |
2,403.8 |
| S1 |
2,315.0 |
2,315.0 |
2,367.5 |
2,350.5 |
| S2 |
2,250.0 |
2,250.0 |
2,355.1 |
|
| S3 |
2,114.0 |
2,179.0 |
2,342.6 |
|
| S4 |
1,978.0 |
2,043.0 |
2,305.2 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,644.0 |
3,403.0 |
2,595.1 |
|
| R3 |
3,253.0 |
3,012.0 |
2,487.5 |
|
| R2 |
2,862.0 |
2,862.0 |
2,451.7 |
|
| R1 |
2,621.0 |
2,621.0 |
2,415.8 |
2,546.0 |
| PP |
2,471.0 |
2,471.0 |
2,471.0 |
2,433.5 |
| S1 |
2,230.0 |
2,230.0 |
2,344.2 |
2,155.0 |
| S2 |
2,080.0 |
2,080.0 |
2,308.3 |
|
| S3 |
1,689.0 |
1,839.0 |
2,272.5 |
|
| S4 |
1,298.0 |
1,448.0 |
2,165.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,712.0 |
2,321.0 |
391.0 |
16.4% |
126.0 |
5.3% |
15% |
False |
True |
2,873,435 |
| 10 |
2,767.0 |
2,321.0 |
446.0 |
18.7% |
88.0 |
3.7% |
13% |
False |
True |
2,022,444 |
| 20 |
2,799.0 |
2,321.0 |
478.0 |
20.1% |
74.5 |
3.1% |
12% |
False |
True |
1,769,299 |
| 40 |
2,893.0 |
2,321.0 |
572.0 |
24.0% |
64.4 |
2.7% |
10% |
False |
True |
1,522,970 |
| 60 |
2,910.0 |
2,321.0 |
589.0 |
24.7% |
57.6 |
2.4% |
10% |
False |
True |
1,018,710 |
| 80 |
2,975.0 |
2,321.0 |
654.0 |
27.5% |
53.4 |
2.2% |
9% |
False |
True |
773,271 |
| 100 |
2,975.0 |
2,321.0 |
654.0 |
27.5% |
51.6 |
2.2% |
9% |
False |
True |
620,890 |
| 120 |
2,999.0 |
2,321.0 |
678.0 |
28.5% |
49.6 |
2.1% |
9% |
False |
True |
518,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,035.0 |
|
2.618 |
2,813.0 |
|
1.618 |
2,677.0 |
|
1.000 |
2,593.0 |
|
0.618 |
2,541.0 |
|
HIGH |
2,457.0 |
|
0.618 |
2,405.0 |
|
0.500 |
2,389.0 |
|
0.382 |
2,373.0 |
|
LOW |
2,321.0 |
|
0.618 |
2,237.0 |
|
1.000 |
2,185.0 |
|
1.618 |
2,101.0 |
|
2.618 |
1,965.0 |
|
4.250 |
1,743.0 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,389.0 |
2,437.0 |
| PP |
2,386.0 |
2,418.0 |
| S1 |
2,383.0 |
2,399.0 |
|