| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,338.0 |
2,328.0 |
-10.0 |
-0.4% |
2,330.0 |
| High |
2,345.0 |
2,351.0 |
6.0 |
0.3% |
2,431.0 |
| Low |
2,302.0 |
2,268.0 |
-34.0 |
-1.5% |
2,070.0 |
| Close |
2,344.0 |
2,306.0 |
-38.0 |
-1.6% |
2,306.0 |
| Range |
43.0 |
83.0 |
40.0 |
93.0% |
361.0 |
| ATR |
108.7 |
106.9 |
-1.8 |
-1.7% |
0.0 |
| Volume |
1,109,771 |
1,109,771 |
0 |
0.0% |
17,450,634 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,557.3 |
2,514.7 |
2,351.7 |
|
| R3 |
2,474.3 |
2,431.7 |
2,328.8 |
|
| R2 |
2,391.3 |
2,391.3 |
2,321.2 |
|
| R1 |
2,348.7 |
2,348.7 |
2,313.6 |
2,328.5 |
| PP |
2,308.3 |
2,308.3 |
2,308.3 |
2,298.3 |
| S1 |
2,265.7 |
2,265.7 |
2,298.4 |
2,245.5 |
| S2 |
2,225.3 |
2,225.3 |
2,290.8 |
|
| S3 |
2,142.3 |
2,182.7 |
2,283.2 |
|
| S4 |
2,059.3 |
2,099.7 |
2,260.4 |
|
|
| 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 |
2,351.0 |
2,070.0 |
281.0 |
12.2% |
137.8 |
6.0% |
84% |
True |
False |
2,379,156 |
| 10 |
2,553.0 |
2,070.0 |
483.0 |
20.9% |
149.3 |
6.5% |
49% |
False |
False |
2,999,426 |
| 20 |
2,799.0 |
2,070.0 |
729.0 |
31.6% |
108.3 |
4.7% |
32% |
False |
False |
2,214,419 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
35.7% |
81.8 |
3.5% |
29% |
False |
False |
1,782,804 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
35.7% |
70.4 |
3.1% |
29% |
False |
False |
1,344,928 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
39.2% |
63.5 |
2.8% |
26% |
False |
False |
1,013,839 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
39.2% |
57.7 |
2.5% |
26% |
False |
False |
815,361 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
39.2% |
56.9 |
2.5% |
26% |
False |
False |
682,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,703.8 |
|
2.618 |
2,568.3 |
|
1.618 |
2,485.3 |
|
1.000 |
2,434.0 |
|
0.618 |
2,402.3 |
|
HIGH |
2,351.0 |
|
0.618 |
2,319.3 |
|
0.500 |
2,309.5 |
|
0.382 |
2,299.7 |
|
LOW |
2,268.0 |
|
0.618 |
2,216.7 |
|
1.000 |
2,185.0 |
|
1.618 |
2,133.7 |
|
2.618 |
2,050.7 |
|
4.250 |
1,915.3 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,309.5 |
2,289.7 |
| PP |
2,308.3 |
2,273.3 |
| S1 |
2,307.2 |
2,257.0 |
|