| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
3,990.0 |
4,173.0 |
183.0 |
4.6% |
3,992.0 |
| High |
4,132.0 |
4,179.0 |
47.0 |
1.1% |
4,179.0 |
| Low |
3,986.0 |
4,111.0 |
125.0 |
3.1% |
3,722.0 |
| Close |
4,092.0 |
4,140.0 |
48.0 |
1.2% |
4,140.0 |
| Range |
146.0 |
68.0 |
-78.0 |
-53.4% |
457.0 |
| ATR |
108.1 |
106.6 |
-1.5 |
-1.4% |
0.0 |
| Volume |
69,358 |
46,497 |
-22,861 |
-33.0% |
379,668 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,347.3 |
4,311.7 |
4,177.4 |
|
| R3 |
4,279.3 |
4,243.7 |
4,158.7 |
|
| R2 |
4,211.3 |
4,211.3 |
4,152.5 |
|
| R1 |
4,175.7 |
4,175.7 |
4,146.2 |
4,159.5 |
| PP |
4,143.3 |
4,143.3 |
4,143.3 |
4,135.3 |
| S1 |
4,107.7 |
4,107.7 |
4,133.8 |
4,091.5 |
| S2 |
4,075.3 |
4,075.3 |
4,127.5 |
|
| S3 |
4,007.3 |
4,039.7 |
4,121.3 |
|
| S4 |
3,939.3 |
3,971.7 |
4,102.6 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,384.7 |
5,219.3 |
4,391.4 |
|
| R3 |
4,927.7 |
4,762.3 |
4,265.7 |
|
| R2 |
4,470.7 |
4,470.7 |
4,223.8 |
|
| R1 |
4,305.3 |
4,305.3 |
4,181.9 |
4,388.0 |
| PP |
4,013.7 |
4,013.7 |
4,013.7 |
4,055.0 |
| S1 |
3,848.3 |
3,848.3 |
4,098.1 |
3,931.0 |
| S2 |
3,556.7 |
3,556.7 |
4,056.2 |
|
| S3 |
3,099.7 |
3,391.3 |
4,014.3 |
|
| S4 |
2,642.7 |
2,934.3 |
3,888.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,179.0 |
3,722.0 |
457.0 |
11.0% |
94.2 |
2.3% |
91% |
True |
False |
75,933 |
| 10 |
4,489.0 |
3,722.0 |
767.0 |
18.5% |
79.4 |
1.9% |
54% |
False |
False |
61,635 |
| 20 |
4,587.0 |
3,722.0 |
865.0 |
20.9% |
59.6 |
1.4% |
48% |
False |
False |
46,550 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
22.2% |
52.7 |
1.3% |
45% |
False |
False |
37,833 |
| 60 |
4,729.0 |
3,722.0 |
1,007.0 |
24.3% |
49.5 |
1.2% |
42% |
False |
False |
29,701 |
| 80 |
4,920.0 |
3,722.0 |
1,198.0 |
28.9% |
43.0 |
1.0% |
35% |
False |
False |
22,291 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
30.1% |
36.8 |
0.9% |
33% |
False |
False |
17,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,468.0 |
|
2.618 |
4,357.0 |
|
1.618 |
4,289.0 |
|
1.000 |
4,247.0 |
|
0.618 |
4,221.0 |
|
HIGH |
4,179.0 |
|
0.618 |
4,153.0 |
|
0.500 |
4,145.0 |
|
0.382 |
4,137.0 |
|
LOW |
4,111.0 |
|
0.618 |
4,069.0 |
|
1.000 |
4,043.0 |
|
1.618 |
4,001.0 |
|
2.618 |
3,933.0 |
|
4.250 |
3,822.0 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,145.0 |
4,120.8 |
| PP |
4,143.3 |
4,101.7 |
| S1 |
4,141.7 |
4,082.5 |
|