| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,223.0 |
2,255.0 |
32.0 |
1.4% |
2,135.0 |
| High |
2,258.0 |
2,264.0 |
6.0 |
0.3% |
2,273.0 |
| Low |
2,209.0 |
2,213.0 |
4.0 |
0.2% |
2,119.0 |
| Close |
2,258.0 |
2,237.0 |
-21.0 |
-0.9% |
2,199.0 |
| Range |
49.0 |
51.0 |
2.0 |
4.1% |
154.0 |
| ATR |
96.0 |
92.8 |
-3.2 |
-3.3% |
0.0 |
| Volume |
595,673 |
1,087,376 |
491,703 |
82.5% |
6,863,522 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.0 |
2,365.0 |
2,265.1 |
|
| R3 |
2,340.0 |
2,314.0 |
2,251.0 |
|
| R2 |
2,289.0 |
2,289.0 |
2,246.4 |
|
| R1 |
2,263.0 |
2,263.0 |
2,241.7 |
2,250.5 |
| PP |
2,238.0 |
2,238.0 |
2,238.0 |
2,231.8 |
| S1 |
2,212.0 |
2,212.0 |
2,232.3 |
2,199.5 |
| S2 |
2,187.0 |
2,187.0 |
2,227.7 |
|
| S3 |
2,136.0 |
2,161.0 |
2,223.0 |
|
| S4 |
2,085.0 |
2,110.0 |
2,209.0 |
|
|
| 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 |
2,137.0 |
136.0 |
6.1% |
68.2 |
3.0% |
74% |
False |
False |
1,181,427 |
| 10 |
2,355.0 |
2,113.0 |
242.0 |
10.8% |
81.5 |
3.6% |
51% |
False |
False |
1,419,036 |
| 20 |
2,553.0 |
2,070.0 |
483.0 |
21.6% |
115.4 |
5.2% |
35% |
False |
False |
2,209,231 |
| 40 |
2,882.0 |
2,070.0 |
812.0 |
36.3% |
89.4 |
4.0% |
21% |
False |
False |
1,827,170 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
36.8% |
76.7 |
3.4% |
20% |
False |
False |
1,580,456 |
| 80 |
2,933.0 |
2,070.0 |
863.0 |
38.6% |
68.9 |
3.1% |
19% |
False |
False |
1,187,305 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
62.5 |
2.8% |
18% |
False |
False |
957,242 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
59.8 |
2.7% |
18% |
False |
False |
800,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,480.8 |
|
2.618 |
2,397.5 |
|
1.618 |
2,346.5 |
|
1.000 |
2,315.0 |
|
0.618 |
2,295.5 |
|
HIGH |
2,264.0 |
|
0.618 |
2,244.5 |
|
0.500 |
2,238.5 |
|
0.382 |
2,232.5 |
|
LOW |
2,213.0 |
|
0.618 |
2,181.5 |
|
1.000 |
2,162.0 |
|
1.618 |
2,130.5 |
|
2.618 |
2,079.5 |
|
4.250 |
1,996.3 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,238.5 |
2,224.8 |
| PP |
2,238.0 |
2,212.7 |
| S1 |
2,237.5 |
2,200.5 |
|