| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,355.0 |
2,330.0 |
-25.0 |
-1.1% |
2,700.0 |
| High |
2,457.0 |
2,431.0 |
-26.0 |
-1.1% |
2,712.0 |
| Low |
2,321.0 |
2,210.0 |
-111.0 |
-4.8% |
2,321.0 |
| Close |
2,380.0 |
2,299.0 |
-81.0 |
-3.4% |
2,380.0 |
| Range |
136.0 |
221.0 |
85.0 |
62.5% |
391.0 |
| ATR |
79.0 |
89.2 |
10.1 |
12.8% |
0.0 |
| Volume |
4,195,588 |
3,472,012 |
-723,576 |
-17.2% |
14,367,176 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.3 |
2,858.7 |
2,420.6 |
|
| R3 |
2,755.3 |
2,637.7 |
2,359.8 |
|
| R2 |
2,534.3 |
2,534.3 |
2,339.5 |
|
| R1 |
2,416.7 |
2,416.7 |
2,319.3 |
2,365.0 |
| PP |
2,313.3 |
2,313.3 |
2,313.3 |
2,287.5 |
| S1 |
2,195.7 |
2,195.7 |
2,278.7 |
2,144.0 |
| S2 |
2,092.3 |
2,092.3 |
2,258.5 |
|
| S3 |
1,871.3 |
1,974.7 |
2,238.2 |
|
| S4 |
1,650.3 |
1,753.7 |
2,177.5 |
|
|
| 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 |
2,599.0 |
2,210.0 |
389.0 |
16.9% |
142.2 |
6.2% |
23% |
False |
True |
3,174,113 |
| 10 |
2,763.0 |
2,210.0 |
553.0 |
24.1% |
107.1 |
4.7% |
16% |
False |
True |
2,278,260 |
| 20 |
2,799.0 |
2,210.0 |
589.0 |
25.6% |
81.3 |
3.5% |
15% |
False |
True |
1,854,484 |
| 40 |
2,893.0 |
2,210.0 |
683.0 |
29.7% |
68.3 |
3.0% |
13% |
False |
True |
1,608,474 |
| 60 |
2,910.0 |
2,210.0 |
700.0 |
30.4% |
60.5 |
2.6% |
13% |
False |
True |
1,076,336 |
| 80 |
2,975.0 |
2,210.0 |
765.0 |
33.3% |
55.7 |
2.4% |
12% |
False |
True |
816,666 |
| 100 |
2,975.0 |
2,210.0 |
765.0 |
33.3% |
53.0 |
2.3% |
12% |
False |
True |
654,911 |
| 120 |
2,999.0 |
2,210.0 |
789.0 |
34.3% |
51.4 |
2.2% |
11% |
False |
True |
547,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,370.3 |
|
2.618 |
3,009.6 |
|
1.618 |
2,788.6 |
|
1.000 |
2,652.0 |
|
0.618 |
2,567.6 |
|
HIGH |
2,431.0 |
|
0.618 |
2,346.6 |
|
0.500 |
2,320.5 |
|
0.382 |
2,294.4 |
|
LOW |
2,210.0 |
|
0.618 |
2,073.4 |
|
1.000 |
1,989.0 |
|
1.618 |
1,852.4 |
|
2.618 |
1,631.4 |
|
4.250 |
1,270.8 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,320.5 |
2,377.0 |
| PP |
2,313.3 |
2,351.0 |
| S1 |
2,306.2 |
2,325.0 |
|