| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,225.0 |
-105.0 |
-4.5% |
2,700.0 |
| High |
2,431.0 |
2,344.0 |
-87.0 |
-3.6% |
2,712.0 |
| Low |
2,210.0 |
2,163.0 |
-47.0 |
-2.1% |
2,321.0 |
| Close |
2,299.0 |
2,324.0 |
25.0 |
1.1% |
2,380.0 |
| Range |
221.0 |
181.0 |
-40.0 |
-18.1% |
391.0 |
| ATR |
89.2 |
95.7 |
6.6 |
7.4% |
0.0 |
| Volume |
3,472,012 |
4,302,381 |
830,369 |
23.9% |
14,367,176 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.0 |
2,753.0 |
2,423.6 |
|
| R3 |
2,639.0 |
2,572.0 |
2,373.8 |
|
| R2 |
2,458.0 |
2,458.0 |
2,357.2 |
|
| R1 |
2,391.0 |
2,391.0 |
2,340.6 |
2,424.5 |
| PP |
2,277.0 |
2,277.0 |
2,277.0 |
2,293.8 |
| S1 |
2,210.0 |
2,210.0 |
2,307.4 |
2,243.5 |
| S2 |
2,096.0 |
2,096.0 |
2,290.8 |
|
| S3 |
1,915.0 |
2,029.0 |
2,274.2 |
|
| S4 |
1,734.0 |
1,848.0 |
2,224.5 |
|
|
| 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 |
2,553.0 |
2,163.0 |
390.0 |
16.8% |
160.8 |
6.9% |
41% |
False |
True |
3,619,696 |
| 10 |
2,737.0 |
2,163.0 |
574.0 |
24.7% |
121.2 |
5.2% |
28% |
False |
True |
2,607,970 |
| 20 |
2,799.0 |
2,163.0 |
636.0 |
27.4% |
85.5 |
3.7% |
25% |
False |
True |
1,948,175 |
| 40 |
2,893.0 |
2,163.0 |
730.0 |
31.4% |
72.0 |
3.1% |
22% |
False |
True |
1,691,039 |
| 60 |
2,893.0 |
2,163.0 |
730.0 |
31.4% |
62.5 |
2.7% |
22% |
False |
True |
1,148,038 |
| 80 |
2,975.0 |
2,163.0 |
812.0 |
34.9% |
57.6 |
2.5% |
20% |
False |
True |
870,443 |
| 100 |
2,975.0 |
2,163.0 |
812.0 |
34.9% |
53.4 |
2.3% |
20% |
False |
True |
697,138 |
| 120 |
2,995.0 |
2,163.0 |
832.0 |
35.8% |
52.7 |
2.3% |
19% |
False |
True |
582,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.3 |
|
2.618 |
2,817.9 |
|
1.618 |
2,636.9 |
|
1.000 |
2,525.0 |
|
0.618 |
2,455.9 |
|
HIGH |
2,344.0 |
|
0.618 |
2,274.9 |
|
0.500 |
2,253.5 |
|
0.382 |
2,232.1 |
|
LOW |
2,163.0 |
|
0.618 |
2,051.1 |
|
1.000 |
1,982.0 |
|
1.618 |
1,870.1 |
|
2.618 |
1,689.1 |
|
4.250 |
1,393.8 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,300.5 |
2,319.3 |
| PP |
2,277.0 |
2,314.7 |
| S1 |
2,253.5 |
2,310.0 |
|