| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.0 |
2,338.0 |
115.0 |
5.2% |
2,330.0 |
| High |
2,320.0 |
2,345.0 |
25.0 |
1.1% |
2,431.0 |
| Low |
2,163.0 |
2,302.0 |
139.0 |
6.4% |
2,070.0 |
| Close |
2,306.0 |
2,344.0 |
38.0 |
1.6% |
2,306.0 |
| Range |
157.0 |
43.0 |
-114.0 |
-72.6% |
361.0 |
| ATR |
113.8 |
108.7 |
-5.1 |
-4.4% |
0.0 |
| Volume |
2,295,358 |
1,109,771 |
-1,185,587 |
-51.7% |
17,450,634 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.3 |
2,444.7 |
2,367.7 |
|
| R3 |
2,416.3 |
2,401.7 |
2,355.8 |
|
| R2 |
2,373.3 |
2,373.3 |
2,351.9 |
|
| R1 |
2,358.7 |
2,358.7 |
2,347.9 |
2,366.0 |
| PP |
2,330.3 |
2,330.3 |
2,330.3 |
2,334.0 |
| S1 |
2,315.7 |
2,315.7 |
2,340.1 |
2,323.0 |
| S2 |
2,287.3 |
2,287.3 |
2,336.1 |
|
| S3 |
2,244.3 |
2,272.7 |
2,332.2 |
|
| S4 |
2,201.3 |
2,229.7 |
2,320.4 |
|
|
| 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 |
2,347.0 |
2,070.0 |
277.0 |
11.8% |
157.4 |
6.7% |
99% |
False |
False |
3,017,678 |
| 10 |
2,599.0 |
2,070.0 |
529.0 |
22.6% |
149.8 |
6.4% |
52% |
False |
False |
3,095,896 |
| 20 |
2,799.0 |
2,070.0 |
729.0 |
31.1% |
106.5 |
4.5% |
38% |
False |
False |
2,223,464 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
35.1% |
80.8 |
3.4% |
33% |
False |
False |
1,784,209 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
35.1% |
70.1 |
3.0% |
33% |
False |
False |
1,326,437 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
38.6% |
63.1 |
2.7% |
30% |
False |
False |
1,000,024 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
38.6% |
57.3 |
2.4% |
30% |
False |
False |
804,268 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
38.6% |
56.6 |
2.4% |
30% |
False |
False |
672,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.8 |
|
2.618 |
2,457.6 |
|
1.618 |
2,414.6 |
|
1.000 |
2,388.0 |
|
0.618 |
2,371.6 |
|
HIGH |
2,345.0 |
|
0.618 |
2,328.6 |
|
0.500 |
2,323.5 |
|
0.382 |
2,318.4 |
|
LOW |
2,302.0 |
|
0.618 |
2,275.4 |
|
1.000 |
2,259.0 |
|
1.618 |
2,232.4 |
|
2.618 |
2,189.4 |
|
4.250 |
2,119.3 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,337.2 |
2,298.5 |
| PP |
2,330.3 |
2,253.0 |
| S1 |
2,323.5 |
2,207.5 |
|