| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,328.0 |
2,309.0 |
-19.0 |
-0.8% |
2,330.0 |
| High |
2,351.0 |
2,355.0 |
4.0 |
0.2% |
2,431.0 |
| Low |
2,268.0 |
2,279.0 |
11.0 |
0.5% |
2,070.0 |
| Close |
2,306.0 |
2,312.0 |
6.0 |
0.3% |
2,306.0 |
| Range |
83.0 |
76.0 |
-7.0 |
-8.4% |
361.0 |
| ATR |
106.9 |
104.7 |
-2.2 |
-2.1% |
0.0 |
| Volume |
1,109,771 |
1,332,667 |
222,896 |
20.1% |
17,450,634 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,543.3 |
2,503.7 |
2,353.8 |
|
| R3 |
2,467.3 |
2,427.7 |
2,332.9 |
|
| R2 |
2,391.3 |
2,391.3 |
2,325.9 |
|
| R1 |
2,351.7 |
2,351.7 |
2,319.0 |
2,371.5 |
| PP |
2,315.3 |
2,315.3 |
2,315.3 |
2,325.3 |
| S1 |
2,275.7 |
2,275.7 |
2,305.0 |
2,295.5 |
| S2 |
2,239.3 |
2,239.3 |
2,298.1 |
|
| S3 |
2,163.3 |
2,199.7 |
2,291.1 |
|
| S4 |
2,087.3 |
2,123.7 |
2,270.2 |
|
|
| 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 |
2,355.0 |
2,070.0 |
285.0 |
12.3% |
110.8 |
4.8% |
85% |
True |
False |
1,881,424 |
| 10 |
2,544.0 |
2,070.0 |
474.0 |
20.5% |
149.4 |
6.5% |
51% |
False |
False |
2,886,119 |
| 20 |
2,799.0 |
2,070.0 |
729.0 |
31.5% |
109.9 |
4.8% |
33% |
False |
False |
2,217,476 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
35.6% |
82.3 |
3.6% |
29% |
False |
False |
1,788,735 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
35.6% |
71.1 |
3.1% |
29% |
False |
False |
1,367,129 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
39.1% |
64.1 |
2.8% |
27% |
False |
False |
1,030,494 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
39.1% |
57.8 |
2.5% |
27% |
False |
False |
828,682 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
39.1% |
57.3 |
2.5% |
27% |
False |
False |
693,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,678.0 |
|
2.618 |
2,554.0 |
|
1.618 |
2,478.0 |
|
1.000 |
2,431.0 |
|
0.618 |
2,402.0 |
|
HIGH |
2,355.0 |
|
0.618 |
2,326.0 |
|
0.500 |
2,317.0 |
|
0.382 |
2,308.0 |
|
LOW |
2,279.0 |
|
0.618 |
2,232.0 |
|
1.000 |
2,203.0 |
|
1.618 |
2,156.0 |
|
2.618 |
2,080.0 |
|
4.250 |
1,956.0 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,317.0 |
2,311.8 |
| PP |
2,315.3 |
2,311.7 |
| S1 |
2,313.7 |
2,311.5 |
|