| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3,800.0 |
4,114.0 |
314.0 |
8.3% |
4,424.0 |
| High |
3,824.0 |
4,125.0 |
301.0 |
7.9% |
4,489.0 |
| Low |
3,722.0 |
4,077.0 |
355.0 |
9.5% |
4,039.0 |
| Close |
3,824.0 |
4,093.0 |
269.0 |
7.0% |
4,050.0 |
| Range |
102.0 |
48.0 |
-54.0 |
-52.9% |
450.0 |
| ATR |
90.1 |
105.2 |
15.1 |
16.7% |
0.0 |
| Volume |
115,458 |
70,923 |
-44,535 |
-38.6% |
236,689 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,242.3 |
4,215.7 |
4,119.4 |
|
| R3 |
4,194.3 |
4,167.7 |
4,106.2 |
|
| R2 |
4,146.3 |
4,146.3 |
4,101.8 |
|
| R1 |
4,119.7 |
4,119.7 |
4,097.4 |
4,109.0 |
| PP |
4,098.3 |
4,098.3 |
4,098.3 |
4,093.0 |
| S1 |
4,071.7 |
4,071.7 |
4,088.6 |
4,061.0 |
| S2 |
4,050.3 |
4,050.3 |
4,084.2 |
|
| S3 |
4,002.3 |
4,023.7 |
4,079.8 |
|
| S4 |
3,954.3 |
3,975.7 |
4,066.6 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,542.7 |
5,246.3 |
4,297.5 |
|
| R3 |
5,092.7 |
4,796.3 |
4,173.8 |
|
| R2 |
4,642.7 |
4,642.7 |
4,132.5 |
|
| R1 |
4,346.3 |
4,346.3 |
4,091.3 |
4,269.5 |
| PP |
4,192.7 |
4,192.7 |
4,192.7 |
4,154.3 |
| S1 |
3,896.3 |
3,896.3 |
4,008.8 |
3,819.5 |
| S2 |
3,742.7 |
3,742.7 |
3,967.5 |
|
| S3 |
3,292.7 |
3,446.3 |
3,926.3 |
|
| S4 |
2,842.7 |
2,996.3 |
3,802.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,322.0 |
3,722.0 |
600.0 |
14.7% |
82.6 |
2.0% |
62% |
False |
False |
78,145 |
| 10 |
4,489.0 |
3,722.0 |
767.0 |
18.7% |
67.7 |
1.7% |
48% |
False |
False |
57,483 |
| 20 |
4,587.0 |
3,722.0 |
865.0 |
21.1% |
52.9 |
1.3% |
43% |
False |
False |
43,693 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
22.5% |
50.4 |
1.2% |
40% |
False |
False |
36,750 |
| 60 |
4,756.0 |
3,722.0 |
1,034.0 |
25.3% |
46.9 |
1.1% |
36% |
False |
False |
27,777 |
| 80 |
4,920.0 |
3,722.0 |
1,198.0 |
29.3% |
40.8 |
1.0% |
31% |
False |
False |
20,844 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
30.5% |
35.0 |
0.9% |
30% |
False |
False |
16,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,329.0 |
|
2.618 |
4,250.7 |
|
1.618 |
4,202.7 |
|
1.000 |
4,173.0 |
|
0.618 |
4,154.7 |
|
HIGH |
4,125.0 |
|
0.618 |
4,106.7 |
|
0.500 |
4,101.0 |
|
0.382 |
4,095.3 |
|
LOW |
4,077.0 |
|
0.618 |
4,047.3 |
|
1.000 |
4,029.0 |
|
1.618 |
3,999.3 |
|
2.618 |
3,951.3 |
|
4.250 |
3,873.0 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,101.0 |
4,036.5 |
| PP |
4,098.3 |
3,980.0 |
| S1 |
4,095.7 |
3,923.5 |
|