| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,309.0 |
2,295.0 |
-14.0 |
-0.6% |
2,330.0 |
| High |
2,355.0 |
2,306.0 |
-49.0 |
-2.1% |
2,431.0 |
| Low |
2,279.0 |
2,172.0 |
-107.0 |
-4.7% |
2,070.0 |
| Close |
2,312.0 |
2,201.0 |
-111.0 |
-4.8% |
2,306.0 |
| Range |
76.0 |
134.0 |
58.0 |
76.3% |
361.0 |
| ATR |
104.7 |
107.2 |
2.5 |
2.4% |
0.0 |
| Volume |
1,332,667 |
2,073,532 |
740,865 |
55.6% |
17,450,634 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.3 |
2,548.7 |
2,274.7 |
|
| R3 |
2,494.3 |
2,414.7 |
2,237.9 |
|
| R2 |
2,360.3 |
2,360.3 |
2,225.6 |
|
| R1 |
2,280.7 |
2,280.7 |
2,213.3 |
2,253.5 |
| PP |
2,226.3 |
2,226.3 |
2,226.3 |
2,212.8 |
| S1 |
2,146.7 |
2,146.7 |
2,188.7 |
2,119.5 |
| S2 |
2,092.3 |
2,092.3 |
2,176.4 |
|
| S3 |
1,958.3 |
2,012.7 |
2,164.2 |
|
| S4 |
1,824.3 |
1,878.7 |
2,127.3 |
|
|
| 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 |
2,163.0 |
192.0 |
8.7% |
98.6 |
4.5% |
20% |
False |
False |
1,584,219 |
| 10 |
2,457.0 |
2,070.0 |
387.0 |
17.6% |
143.7 |
6.5% |
34% |
False |
False |
2,727,196 |
| 20 |
2,799.0 |
2,070.0 |
729.0 |
33.1% |
111.2 |
5.1% |
18% |
False |
False |
2,220,769 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
37.4% |
85.0 |
3.9% |
16% |
False |
False |
1,814,206 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
37.4% |
72.9 |
3.3% |
16% |
False |
False |
1,401,548 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
41.1% |
65.4 |
3.0% |
14% |
False |
False |
1,056,398 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
41.1% |
58.9 |
2.7% |
14% |
False |
False |
849,416 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
41.1% |
58.1 |
2.6% |
14% |
False |
False |
710,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.5 |
|
2.618 |
2,656.8 |
|
1.618 |
2,522.8 |
|
1.000 |
2,440.0 |
|
0.618 |
2,388.8 |
|
HIGH |
2,306.0 |
|
0.618 |
2,254.8 |
|
0.500 |
2,239.0 |
|
0.382 |
2,223.2 |
|
LOW |
2,172.0 |
|
0.618 |
2,089.2 |
|
1.000 |
2,038.0 |
|
1.618 |
1,955.2 |
|
2.618 |
1,821.2 |
|
4.250 |
1,602.5 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,239.0 |
2,263.5 |
| PP |
2,226.3 |
2,242.7 |
| S1 |
2,213.7 |
2,221.8 |
|