| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,197.0 |
2,215.0 |
18.0 |
0.8% |
2,338.0 |
| High |
2,240.0 |
2,259.0 |
19.0 |
0.8% |
2,355.0 |
| Low |
2,172.0 |
2,188.0 |
16.0 |
0.7% |
2,113.0 |
| Close |
2,234.0 |
2,250.0 |
16.0 |
0.7% |
2,138.0 |
| Range |
68.0 |
71.0 |
3.0 |
4.4% |
242.0 |
| ATR |
103.3 |
101.0 |
-2.3 |
-2.2% |
0.0 |
| Volume |
1,322,329 |
1,226,036 |
-96,293 |
-7.3% |
7,863,336 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.3 |
2,418.7 |
2,289.1 |
|
| R3 |
2,374.3 |
2,347.7 |
2,269.5 |
|
| R2 |
2,303.3 |
2,303.3 |
2,263.0 |
|
| R1 |
2,276.7 |
2,276.7 |
2,256.5 |
2,290.0 |
| PP |
2,232.3 |
2,232.3 |
2,232.3 |
2,239.0 |
| S1 |
2,205.7 |
2,205.7 |
2,243.5 |
2,219.0 |
| S2 |
2,161.3 |
2,161.3 |
2,237.0 |
|
| S3 |
2,090.3 |
2,134.7 |
2,230.5 |
|
| S4 |
2,019.3 |
2,063.7 |
2,211.0 |
|
|
| 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 |
2,306.0 |
2,113.0 |
193.0 |
8.6% |
93.8 |
4.2% |
71% |
False |
False |
1,635,319 |
| 10 |
2,355.0 |
2,070.0 |
285.0 |
12.7% |
102.3 |
4.5% |
63% |
False |
False |
1,758,371 |
| 20 |
2,712.0 |
2,070.0 |
642.0 |
28.5% |
118.6 |
5.3% |
28% |
False |
False |
2,313,346 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
36.6% |
87.5 |
3.9% |
22% |
False |
False |
1,832,386 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
36.6% |
75.6 |
3.4% |
22% |
False |
False |
1,502,876 |
| 80 |
2,958.0 |
2,070.0 |
888.0 |
39.5% |
67.9 |
3.0% |
20% |
False |
False |
1,132,542 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
40.2% |
61.2 |
2.7% |
20% |
False |
False |
910,441 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
40.2% |
59.3 |
2.6% |
20% |
False |
False |
761,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.8 |
|
2.618 |
2,444.9 |
|
1.618 |
2,373.9 |
|
1.000 |
2,330.0 |
|
0.618 |
2,302.9 |
|
HIGH |
2,259.0 |
|
0.618 |
2,231.9 |
|
0.500 |
2,223.5 |
|
0.382 |
2,215.1 |
|
LOW |
2,188.0 |
|
0.618 |
2,144.1 |
|
1.000 |
2,117.0 |
|
1.618 |
2,073.1 |
|
2.618 |
2,002.1 |
|
4.250 |
1,886.3 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,241.2 |
2,229.7 |
| PP |
2,232.3 |
2,209.3 |
| S1 |
2,223.5 |
2,189.0 |
|