| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4,194.0 |
4,282.0 |
88.0 |
2.1% |
3,992.0 |
| High |
4,273.0 |
4,290.0 |
17.0 |
0.4% |
4,179.0 |
| Low |
4,176.0 |
4,213.0 |
37.0 |
0.9% |
3,722.0 |
| Close |
4,270.0 |
4,227.0 |
-43.0 |
-1.0% |
4,140.0 |
| Range |
97.0 |
77.0 |
-20.0 |
-20.6% |
457.0 |
| ATR |
108.5 |
106.2 |
-2.2 |
-2.1% |
0.0 |
| Volume |
42,048 |
45,031 |
2,983 |
7.1% |
379,668 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,474.3 |
4,427.7 |
4,269.4 |
|
| R3 |
4,397.3 |
4,350.7 |
4,248.2 |
|
| R2 |
4,320.3 |
4,320.3 |
4,241.1 |
|
| R1 |
4,273.7 |
4,273.7 |
4,234.1 |
4,258.5 |
| PP |
4,243.3 |
4,243.3 |
4,243.3 |
4,235.8 |
| S1 |
4,196.7 |
4,196.7 |
4,219.9 |
4,181.5 |
| S2 |
4,166.3 |
4,166.3 |
4,212.9 |
|
| S3 |
4,089.3 |
4,119.7 |
4,205.8 |
|
| S4 |
4,012.3 |
4,042.7 |
4,184.7 |
|
|
| 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 |
4,290.0 |
3,986.0 |
304.0 |
7.2% |
87.2 |
2.1% |
79% |
True |
False |
54,771 |
| 10 |
4,332.0 |
3,722.0 |
610.0 |
14.4% |
84.9 |
2.0% |
83% |
False |
False |
63,644 |
| 20 |
4,587.0 |
3,722.0 |
865.0 |
20.5% |
64.8 |
1.5% |
58% |
False |
False |
48,163 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
21.8% |
54.1 |
1.3% |
55% |
False |
False |
38,498 |
| 60 |
4,725.0 |
3,722.0 |
1,003.0 |
23.7% |
51.4 |
1.2% |
50% |
False |
False |
31,152 |
| 80 |
4,920.0 |
3,722.0 |
1,198.0 |
28.3% |
44.9 |
1.1% |
42% |
False |
False |
23,379 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
29.5% |
38.3 |
0.9% |
40% |
False |
False |
18,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,617.3 |
|
2.618 |
4,491.6 |
|
1.618 |
4,414.6 |
|
1.000 |
4,367.0 |
|
0.618 |
4,337.6 |
|
HIGH |
4,290.0 |
|
0.618 |
4,260.6 |
|
0.500 |
4,251.5 |
|
0.382 |
4,242.4 |
|
LOW |
4,213.0 |
|
0.618 |
4,165.4 |
|
1.000 |
4,136.0 |
|
1.618 |
4,088.4 |
|
2.618 |
4,011.4 |
|
4.250 |
3,885.8 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,251.5 |
4,218.2 |
| PP |
4,243.3 |
4,209.3 |
| S1 |
4,235.2 |
4,200.5 |
|