| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4,173.0 |
4,194.0 |
21.0 |
0.5% |
3,992.0 |
| High |
4,179.0 |
4,273.0 |
94.0 |
2.2% |
4,179.0 |
| Low |
4,111.0 |
4,176.0 |
65.0 |
1.6% |
3,722.0 |
| Close |
4,140.0 |
4,270.0 |
130.0 |
3.1% |
4,140.0 |
| Range |
68.0 |
97.0 |
29.0 |
42.6% |
457.0 |
| ATR |
106.6 |
108.5 |
1.9 |
1.8% |
0.0 |
| Volume |
46,497 |
42,048 |
-4,449 |
-9.6% |
379,668 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,530.7 |
4,497.3 |
4,323.4 |
|
| R3 |
4,433.7 |
4,400.3 |
4,296.7 |
|
| R2 |
4,336.7 |
4,336.7 |
4,287.8 |
|
| R1 |
4,303.3 |
4,303.3 |
4,278.9 |
4,320.0 |
| PP |
4,239.7 |
4,239.7 |
4,239.7 |
4,248.0 |
| S1 |
4,206.3 |
4,206.3 |
4,261.1 |
4,223.0 |
| S2 |
4,142.7 |
4,142.7 |
4,252.2 |
|
| S3 |
4,045.7 |
4,109.3 |
4,243.3 |
|
| S4 |
3,948.7 |
4,012.3 |
4,216.7 |
|
|
| 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 |
4,273.0 |
3,722.0 |
551.0 |
12.9% |
92.2 |
2.2% |
99% |
True |
False |
68,856 |
| 10 |
4,436.0 |
3,722.0 |
714.0 |
16.7% |
81.5 |
1.9% |
77% |
False |
False |
62,133 |
| 20 |
4,587.0 |
3,722.0 |
865.0 |
20.3% |
62.9 |
1.5% |
63% |
False |
False |
47,424 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
21.5% |
53.3 |
1.2% |
60% |
False |
False |
38,077 |
| 60 |
4,725.0 |
3,722.0 |
1,003.0 |
23.5% |
51.0 |
1.2% |
55% |
False |
False |
30,402 |
| 80 |
4,920.0 |
3,722.0 |
1,198.0 |
28.1% |
44.2 |
1.0% |
46% |
False |
False |
22,817 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
29.2% |
37.7 |
0.9% |
44% |
False |
False |
18,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,685.3 |
|
2.618 |
4,526.9 |
|
1.618 |
4,429.9 |
|
1.000 |
4,370.0 |
|
0.618 |
4,332.9 |
|
HIGH |
4,273.0 |
|
0.618 |
4,235.9 |
|
0.500 |
4,224.5 |
|
0.382 |
4,213.1 |
|
LOW |
4,176.0 |
|
0.618 |
4,116.1 |
|
1.000 |
4,079.0 |
|
1.618 |
4,019.1 |
|
2.618 |
3,922.1 |
|
4.250 |
3,763.8 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,254.8 |
4,223.2 |
| PP |
4,239.7 |
4,176.3 |
| S1 |
4,224.5 |
4,129.5 |
|