| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,225.0 |
2,314.0 |
89.0 |
4.0% |
2,700.0 |
| High |
2,344.0 |
2,347.0 |
3.0 |
0.1% |
2,712.0 |
| Low |
2,163.0 |
2,136.0 |
-27.0 |
-1.2% |
2,321.0 |
| Close |
2,324.0 |
2,148.0 |
-176.0 |
-7.6% |
2,380.0 |
| Range |
181.0 |
211.0 |
30.0 |
16.6% |
391.0 |
| ATR |
95.7 |
103.9 |
8.2 |
8.6% |
0.0 |
| Volume |
4,302,381 |
3,821,326 |
-481,055 |
-11.2% |
14,367,176 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.3 |
2,706.7 |
2,264.1 |
|
| R3 |
2,632.3 |
2,495.7 |
2,206.0 |
|
| R2 |
2,421.3 |
2,421.3 |
2,186.7 |
|
| R1 |
2,284.7 |
2,284.7 |
2,167.3 |
2,247.5 |
| PP |
2,210.3 |
2,210.3 |
2,210.3 |
2,191.8 |
| S1 |
2,073.7 |
2,073.7 |
2,128.7 |
2,036.5 |
| S2 |
1,999.3 |
1,999.3 |
2,109.3 |
|
| S3 |
1,788.3 |
1,862.7 |
2,090.0 |
|
| S4 |
1,577.3 |
1,651.7 |
2,032.0 |
|
|
| 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 |
2,544.0 |
2,136.0 |
408.0 |
19.0% |
188.0 |
8.8% |
3% |
False |
True |
3,890,813 |
| 10 |
2,712.0 |
2,136.0 |
576.0 |
26.8% |
134.8 |
6.3% |
2% |
False |
True |
2,868,320 |
| 20 |
2,799.0 |
2,136.0 |
663.0 |
30.9% |
93.3 |
4.3% |
2% |
False |
True |
2,062,374 |
| 40 |
2,893.0 |
2,136.0 |
757.0 |
35.2% |
75.9 |
3.5% |
2% |
False |
True |
1,752,008 |
| 60 |
2,893.0 |
2,136.0 |
757.0 |
35.2% |
65.5 |
3.0% |
2% |
False |
True |
1,211,724 |
| 80 |
2,975.0 |
2,136.0 |
839.0 |
39.1% |
59.7 |
2.8% |
1% |
False |
True |
918,206 |
| 100 |
2,975.0 |
2,136.0 |
839.0 |
39.1% |
54.8 |
2.6% |
1% |
False |
True |
734,873 |
| 120 |
2,992.0 |
2,136.0 |
856.0 |
39.9% |
54.2 |
2.5% |
1% |
False |
True |
614,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.8 |
|
2.618 |
2,899.4 |
|
1.618 |
2,688.4 |
|
1.000 |
2,558.0 |
|
0.618 |
2,477.4 |
|
HIGH |
2,347.0 |
|
0.618 |
2,266.4 |
|
0.500 |
2,241.5 |
|
0.382 |
2,216.6 |
|
LOW |
2,136.0 |
|
0.618 |
2,005.6 |
|
1.000 |
1,925.0 |
|
1.618 |
1,794.6 |
|
2.618 |
1,583.6 |
|
4.250 |
1,239.3 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.5 |
2,283.5 |
| PP |
2,210.3 |
2,238.3 |
| S1 |
2,179.2 |
2,193.2 |
|