| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,179.0 |
2,135.0 |
-44.0 |
-2.0% |
2,338.0 |
| High |
2,201.0 |
2,227.0 |
26.0 |
1.2% |
2,355.0 |
| Low |
2,113.0 |
2,119.0 |
6.0 |
0.3% |
2,113.0 |
| Close |
2,138.0 |
2,171.0 |
33.0 |
1.5% |
2,138.0 |
| Range |
88.0 |
108.0 |
20.0 |
22.7% |
242.0 |
| ATR |
105.8 |
106.0 |
0.2 |
0.1% |
0.0 |
| Volume |
2,237,595 |
1,317,103 |
-920,492 |
-41.1% |
7,863,336 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.3 |
2,441.7 |
2,230.4 |
|
| R3 |
2,388.3 |
2,333.7 |
2,200.7 |
|
| R2 |
2,280.3 |
2,280.3 |
2,190.8 |
|
| R1 |
2,225.7 |
2,225.7 |
2,180.9 |
2,253.0 |
| PP |
2,172.3 |
2,172.3 |
2,172.3 |
2,186.0 |
| S1 |
2,117.7 |
2,117.7 |
2,161.1 |
2,145.0 |
| S2 |
2,064.3 |
2,064.3 |
2,151.2 |
|
| S3 |
1,956.3 |
2,009.7 |
2,141.3 |
|
| S4 |
1,848.3 |
1,901.7 |
2,111.6 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.0 |
2,775.0 |
2,271.1 |
|
| R3 |
2,686.0 |
2,533.0 |
2,204.6 |
|
| R2 |
2,444.0 |
2,444.0 |
2,182.4 |
|
| R1 |
2,291.0 |
2,291.0 |
2,160.2 |
2,246.5 |
| PP |
2,202.0 |
2,202.0 |
2,202.0 |
2,179.8 |
| S1 |
2,049.0 |
2,049.0 |
2,115.8 |
2,004.5 |
| S2 |
1,960.0 |
1,960.0 |
2,093.6 |
|
| S3 |
1,718.0 |
1,807.0 |
2,071.5 |
|
| S4 |
1,476.0 |
1,565.0 |
2,004.9 |
|
|
| 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 |
2,113.0 |
242.0 |
11.1% |
97.8 |
4.5% |
24% |
False |
False |
1,614,133 |
| 10 |
2,355.0 |
2,070.0 |
285.0 |
13.1% |
127.6 |
5.9% |
35% |
False |
False |
2,315,906 |
| 20 |
2,763.0 |
2,070.0 |
693.0 |
31.9% |
117.4 |
5.4% |
15% |
False |
False |
2,297,083 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
37.9% |
86.5 |
4.0% |
12% |
False |
False |
1,826,329 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
37.9% |
74.5 |
3.4% |
12% |
False |
False |
1,460,658 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
41.7% |
66.8 |
3.1% |
11% |
False |
False |
1,100,771 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
41.7% |
60.3 |
2.8% |
11% |
False |
False |
884,960 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
41.7% |
58.7 |
2.7% |
11% |
False |
False |
739,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,686.0 |
|
2.618 |
2,509.7 |
|
1.618 |
2,401.7 |
|
1.000 |
2,335.0 |
|
0.618 |
2,293.7 |
|
HIGH |
2,227.0 |
|
0.618 |
2,185.7 |
|
0.500 |
2,173.0 |
|
0.382 |
2,160.3 |
|
LOW |
2,119.0 |
|
0.618 |
2,052.3 |
|
1.000 |
2,011.0 |
|
1.618 |
1,944.3 |
|
2.618 |
1,836.3 |
|
4.250 |
1,660.0 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,173.0 |
2,209.5 |
| PP |
2,172.3 |
2,196.7 |
| S1 |
2,171.7 |
2,183.8 |
|