| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,255.0 |
2,245.0 |
-10.0 |
-0.4% |
2,135.0 |
| High |
2,264.0 |
2,315.0 |
51.0 |
2.3% |
2,273.0 |
| Low |
2,213.0 |
2,237.0 |
24.0 |
1.1% |
2,119.0 |
| Close |
2,237.0 |
2,302.0 |
65.0 |
2.9% |
2,199.0 |
| Range |
51.0 |
78.0 |
27.0 |
52.9% |
154.0 |
| ATR |
92.8 |
91.7 |
-1.1 |
-1.1% |
0.0 |
| Volume |
1,087,376 |
1,410,564 |
323,188 |
29.7% |
6,863,522 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.7 |
2,488.3 |
2,344.9 |
|
| R3 |
2,440.7 |
2,410.3 |
2,323.5 |
|
| R2 |
2,362.7 |
2,362.7 |
2,316.3 |
|
| R1 |
2,332.3 |
2,332.3 |
2,309.2 |
2,347.5 |
| PP |
2,284.7 |
2,284.7 |
2,284.7 |
2,292.3 |
| S1 |
2,254.3 |
2,254.3 |
2,294.9 |
2,269.5 |
| S2 |
2,206.7 |
2,206.7 |
2,287.7 |
|
| S3 |
2,128.7 |
2,176.3 |
2,280.6 |
|
| S4 |
2,050.7 |
2,098.3 |
2,259.1 |
|
|
| 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 |
2,315.0 |
2,137.0 |
178.0 |
7.7% |
69.6 |
3.0% |
93% |
True |
False |
1,218,333 |
| 10 |
2,315.0 |
2,113.0 |
202.0 |
8.8% |
81.7 |
3.5% |
94% |
True |
False |
1,426,826 |
| 20 |
2,544.0 |
2,070.0 |
474.0 |
20.6% |
115.6 |
5.0% |
49% |
False |
False |
2,156,472 |
| 40 |
2,882.0 |
2,070.0 |
812.0 |
35.3% |
90.1 |
3.9% |
29% |
False |
False |
1,831,918 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
35.8% |
77.4 |
3.4% |
28% |
False |
False |
1,603,814 |
| 80 |
2,933.0 |
2,070.0 |
863.0 |
37.5% |
69.3 |
3.0% |
27% |
False |
False |
1,204,935 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
39.3% |
63.0 |
2.7% |
26% |
False |
False |
971,347 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
39.3% |
60.2 |
2.6% |
26% |
False |
False |
811,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.5 |
|
2.618 |
2,519.2 |
|
1.618 |
2,441.2 |
|
1.000 |
2,393.0 |
|
0.618 |
2,363.2 |
|
HIGH |
2,315.0 |
|
0.618 |
2,285.2 |
|
0.500 |
2,276.0 |
|
0.382 |
2,266.8 |
|
LOW |
2,237.0 |
|
0.618 |
2,188.8 |
|
1.000 |
2,159.0 |
|
1.618 |
2,110.8 |
|
2.618 |
2,032.8 |
|
4.250 |
1,905.5 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,293.3 |
2,288.7 |
| PP |
2,284.7 |
2,275.3 |
| S1 |
2,276.0 |
2,262.0 |
|