| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,240.0 |
2,215.0 |
-25.0 |
-1.1% |
2,135.0 |
| High |
2,273.0 |
2,221.0 |
-52.0 |
-2.3% |
2,273.0 |
| Low |
2,187.0 |
2,137.0 |
-50.0 |
-2.3% |
2,119.0 |
| Close |
2,194.0 |
2,199.0 |
5.0 |
0.2% |
2,199.0 |
| Range |
86.0 |
84.0 |
-2.0 |
-2.3% |
154.0 |
| ATR |
100.0 |
98.8 |
-1.1 |
-1.1% |
0.0 |
| Volume |
1,601,368 |
1,396,686 |
-204,682 |
-12.8% |
6,863,522 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.7 |
2,402.3 |
2,245.2 |
|
| R3 |
2,353.7 |
2,318.3 |
2,222.1 |
|
| R2 |
2,269.7 |
2,269.7 |
2,214.4 |
|
| R1 |
2,234.3 |
2,234.3 |
2,206.7 |
2,210.0 |
| PP |
2,185.7 |
2,185.7 |
2,185.7 |
2,173.5 |
| S1 |
2,150.3 |
2,150.3 |
2,191.3 |
2,126.0 |
| S2 |
2,101.7 |
2,101.7 |
2,183.6 |
|
| S3 |
2,017.7 |
2,066.3 |
2,175.9 |
|
| S4 |
1,933.7 |
1,982.3 |
2,152.8 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.0 |
2,583.0 |
2,283.7 |
|
| R3 |
2,505.0 |
2,429.0 |
2,241.4 |
|
| R2 |
2,351.0 |
2,351.0 |
2,227.2 |
|
| R1 |
2,275.0 |
2,275.0 |
2,213.1 |
2,313.0 |
| PP |
2,197.0 |
2,197.0 |
2,197.0 |
2,216.0 |
| S1 |
2,121.0 |
2,121.0 |
2,184.9 |
2,159.0 |
| S2 |
2,043.0 |
2,043.0 |
2,170.8 |
|
| S3 |
1,889.0 |
1,967.0 |
2,156.7 |
|
| S4 |
1,735.0 |
1,813.0 |
2,114.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,273.0 |
2,119.0 |
154.0 |
7.0% |
83.4 |
3.8% |
52% |
False |
False |
1,372,704 |
| 10 |
2,355.0 |
2,113.0 |
242.0 |
11.0% |
84.1 |
3.8% |
36% |
False |
False |
1,472,685 |
| 20 |
2,712.0 |
2,070.0 |
642.0 |
29.2% |
121.8 |
5.5% |
20% |
False |
False |
2,327,233 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
37.4% |
88.9 |
4.0% |
16% |
False |
False |
1,836,834 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
37.4% |
76.5 |
3.5% |
16% |
False |
False |
1,552,471 |
| 80 |
2,933.0 |
2,070.0 |
863.0 |
39.2% |
68.9 |
3.1% |
15% |
False |
False |
1,166,773 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
41.2% |
62.3 |
2.8% |
14% |
False |
False |
940,419 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
41.2% |
59.6 |
2.7% |
14% |
False |
False |
786,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.0 |
|
2.618 |
2,440.9 |
|
1.618 |
2,356.9 |
|
1.000 |
2,305.0 |
|
0.618 |
2,272.9 |
|
HIGH |
2,221.0 |
|
0.618 |
2,188.9 |
|
0.500 |
2,179.0 |
|
0.382 |
2,169.1 |
|
LOW |
2,137.0 |
|
0.618 |
2,085.1 |
|
1.000 |
2,053.0 |
|
1.618 |
2,001.1 |
|
2.618 |
1,917.1 |
|
4.250 |
1,780.0 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,192.3 |
2,205.0 |
| PP |
2,185.7 |
2,203.0 |
| S1 |
2,179.0 |
2,201.0 |
|