| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,314.0 |
2,207.0 |
-107.0 |
-4.6% |
2,700.0 |
| High |
2,347.0 |
2,265.0 |
-82.0 |
-3.5% |
2,712.0 |
| Low |
2,136.0 |
2,070.0 |
-66.0 |
-3.1% |
2,321.0 |
| Close |
2,148.0 |
2,237.0 |
89.0 |
4.1% |
2,380.0 |
| Range |
211.0 |
195.0 |
-16.0 |
-7.6% |
391.0 |
| ATR |
103.9 |
110.5 |
6.5 |
6.3% |
0.0 |
| Volume |
3,821,326 |
3,559,557 |
-261,769 |
-6.9% |
14,367,176 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.7 |
2,701.3 |
2,344.3 |
|
| R3 |
2,580.7 |
2,506.3 |
2,290.6 |
|
| R2 |
2,385.7 |
2,385.7 |
2,272.8 |
|
| R1 |
2,311.3 |
2,311.3 |
2,254.9 |
2,348.5 |
| PP |
2,190.7 |
2,190.7 |
2,190.7 |
2,209.3 |
| S1 |
2,116.3 |
2,116.3 |
2,219.1 |
2,153.5 |
| S2 |
1,995.7 |
1,995.7 |
2,201.3 |
|
| S3 |
1,800.7 |
1,921.3 |
2,183.4 |
|
| S4 |
1,605.7 |
1,726.3 |
2,129.8 |
|
|
| 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 |
2,457.0 |
2,070.0 |
387.0 |
17.3% |
188.8 |
8.4% |
43% |
False |
True |
3,870,172 |
| 10 |
2,712.0 |
2,070.0 |
642.0 |
28.7% |
149.3 |
6.7% |
26% |
False |
True |
3,094,779 |
| 20 |
2,799.0 |
2,070.0 |
729.0 |
32.6% |
100.8 |
4.5% |
23% |
False |
True |
2,178,127 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
36.8% |
79.0 |
3.5% |
20% |
False |
True |
1,802,345 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
36.8% |
68.0 |
3.0% |
20% |
False |
True |
1,269,698 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
61.9 |
2.8% |
18% |
False |
True |
962,697 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
56.2 |
2.5% |
18% |
False |
True |
770,223 |
| 120 |
2,984.0 |
2,070.0 |
914.0 |
40.9% |
55.6 |
2.5% |
18% |
False |
True |
644,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,093.8 |
|
2.618 |
2,775.5 |
|
1.618 |
2,580.5 |
|
1.000 |
2,460.0 |
|
0.618 |
2,385.5 |
|
HIGH |
2,265.0 |
|
0.618 |
2,190.5 |
|
0.500 |
2,167.5 |
|
0.382 |
2,144.5 |
|
LOW |
2,070.0 |
|
0.618 |
1,949.5 |
|
1.000 |
1,875.0 |
|
1.618 |
1,754.5 |
|
2.618 |
1,559.5 |
|
4.250 |
1,241.3 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,213.8 |
2,227.5 |
| PP |
2,190.7 |
2,218.0 |
| S1 |
2,167.5 |
2,208.5 |
|