| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4,282.0 |
4,218.0 |
-64.0 |
-1.5% |
3,992.0 |
| High |
4,290.0 |
4,302.0 |
12.0 |
0.3% |
4,179.0 |
| Low |
4,213.0 |
4,217.0 |
4.0 |
0.1% |
3,722.0 |
| Close |
4,227.0 |
4,272.0 |
45.0 |
1.1% |
4,140.0 |
| Range |
77.0 |
85.0 |
8.0 |
10.4% |
457.0 |
| ATR |
106.2 |
104.7 |
-1.5 |
-1.4% |
0.0 |
| Volume |
45,031 |
56,485 |
11,454 |
25.4% |
379,668 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,518.7 |
4,480.3 |
4,318.8 |
|
| R3 |
4,433.7 |
4,395.3 |
4,295.4 |
|
| R2 |
4,348.7 |
4,348.7 |
4,287.6 |
|
| R1 |
4,310.3 |
4,310.3 |
4,279.8 |
4,329.5 |
| PP |
4,263.7 |
4,263.7 |
4,263.7 |
4,273.3 |
| S1 |
4,225.3 |
4,225.3 |
4,264.2 |
4,244.5 |
| S2 |
4,178.7 |
4,178.7 |
4,256.4 |
|
| S3 |
4,093.7 |
4,140.3 |
4,248.6 |
|
| S4 |
4,008.7 |
4,055.3 |
4,225.3 |
|
|
| 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 |
4,302.0 |
3,986.0 |
316.0 |
7.4% |
94.6 |
2.2% |
91% |
True |
False |
51,883 |
| 10 |
4,322.0 |
3,722.0 |
600.0 |
14.0% |
88.6 |
2.1% |
92% |
False |
False |
65,014 |
| 20 |
4,587.0 |
3,722.0 |
865.0 |
20.2% |
66.9 |
1.6% |
64% |
False |
False |
49,295 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
21.5% |
55.2 |
1.3% |
60% |
False |
False |
39,246 |
| 60 |
4,725.0 |
3,722.0 |
1,003.0 |
23.5% |
52.3 |
1.2% |
55% |
False |
False |
32,093 |
| 80 |
4,920.0 |
3,722.0 |
1,198.0 |
28.0% |
45.7 |
1.1% |
46% |
False |
False |
24,084 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
29.2% |
38.9 |
0.9% |
44% |
False |
False |
19,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,663.3 |
|
2.618 |
4,524.5 |
|
1.618 |
4,439.5 |
|
1.000 |
4,387.0 |
|
0.618 |
4,354.5 |
|
HIGH |
4,302.0 |
|
0.618 |
4,269.5 |
|
0.500 |
4,259.5 |
|
0.382 |
4,249.5 |
|
LOW |
4,217.0 |
|
0.618 |
4,164.5 |
|
1.000 |
4,132.0 |
|
1.618 |
4,079.5 |
|
2.618 |
3,994.5 |
|
4.250 |
3,855.8 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,267.8 |
4,261.0 |
| PP |
4,263.7 |
4,250.0 |
| S1 |
4,259.5 |
4,239.0 |
|