| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,207.0 |
2,223.0 |
16.0 |
0.7% |
2,330.0 |
| High |
2,265.0 |
2,320.0 |
55.0 |
2.4% |
2,431.0 |
| Low |
2,070.0 |
2,163.0 |
93.0 |
4.5% |
2,070.0 |
| Close |
2,237.0 |
2,306.0 |
69.0 |
3.1% |
2,306.0 |
| Range |
195.0 |
157.0 |
-38.0 |
-19.5% |
361.0 |
| ATR |
110.5 |
113.8 |
3.3 |
3.0% |
0.0 |
| Volume |
3,559,557 |
2,295,358 |
-1,264,199 |
-35.5% |
17,450,634 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.0 |
2,677.0 |
2,392.4 |
|
| R3 |
2,577.0 |
2,520.0 |
2,349.2 |
|
| R2 |
2,420.0 |
2,420.0 |
2,334.8 |
|
| R1 |
2,363.0 |
2,363.0 |
2,320.4 |
2,391.5 |
| PP |
2,263.0 |
2,263.0 |
2,263.0 |
2,277.3 |
| S1 |
2,206.0 |
2,206.0 |
2,291.6 |
2,234.5 |
| S2 |
2,106.0 |
2,106.0 |
2,277.2 |
|
| S3 |
1,949.0 |
2,049.0 |
2,262.8 |
|
| S4 |
1,792.0 |
1,892.0 |
2,219.7 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.0 |
3,190.0 |
2,504.6 |
|
| R3 |
2,991.0 |
2,829.0 |
2,405.3 |
|
| R2 |
2,630.0 |
2,630.0 |
2,372.2 |
|
| R1 |
2,468.0 |
2,468.0 |
2,339.1 |
2,368.5 |
| PP |
2,269.0 |
2,269.0 |
2,269.0 |
2,219.3 |
| S1 |
2,107.0 |
2,107.0 |
2,272.9 |
2,007.5 |
| S2 |
1,908.0 |
1,908.0 |
2,239.8 |
|
| S3 |
1,547.0 |
1,746.0 |
2,206.7 |
|
| S4 |
1,186.0 |
1,385.0 |
2,107.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,431.0 |
2,070.0 |
361.0 |
15.7% |
193.0 |
8.4% |
65% |
False |
False |
3,490,126 |
| 10 |
2,712.0 |
2,070.0 |
642.0 |
27.8% |
159.5 |
6.9% |
37% |
False |
False |
3,181,781 |
| 20 |
2,799.0 |
2,070.0 |
729.0 |
31.6% |
107.0 |
4.6% |
32% |
False |
False |
2,231,393 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
35.7% |
81.8 |
3.5% |
29% |
False |
False |
1,803,926 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
35.7% |
70.1 |
3.0% |
29% |
False |
False |
1,307,949 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
39.2% |
62.8 |
2.7% |
26% |
False |
False |
986,156 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
39.2% |
57.2 |
2.5% |
26% |
False |
False |
793,175 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
39.2% |
56.5 |
2.4% |
26% |
False |
False |
663,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.3 |
|
2.618 |
2,731.0 |
|
1.618 |
2,574.0 |
|
1.000 |
2,477.0 |
|
0.618 |
2,417.0 |
|
HIGH |
2,320.0 |
|
0.618 |
2,260.0 |
|
0.500 |
2,241.5 |
|
0.382 |
2,223.0 |
|
LOW |
2,163.0 |
|
0.618 |
2,066.0 |
|
1.000 |
2,006.0 |
|
1.618 |
1,909.0 |
|
2.618 |
1,752.0 |
|
4.250 |
1,495.8 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,284.5 |
2,273.5 |
| PP |
2,263.0 |
2,241.0 |
| S1 |
2,241.5 |
2,208.5 |
|