| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4,100.0 |
4,055.0 |
-45.0 |
-1.1% |
4,194.0 |
| High |
4,127.0 |
4,144.0 |
17.0 |
0.4% |
4,302.0 |
| Low |
4,066.0 |
4,054.0 |
-12.0 |
-0.3% |
4,066.0 |
| Close |
4,068.0 |
4,076.0 |
8.0 |
0.2% |
4,068.0 |
| Range |
61.0 |
90.0 |
29.0 |
47.5% |
236.0 |
| ATR |
105.7 |
104.6 |
-1.1 |
-1.1% |
0.0 |
| Volume |
55,015 |
51,572 |
-3,443 |
-6.3% |
242,132 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,361.3 |
4,308.7 |
4,125.5 |
|
| R3 |
4,271.3 |
4,218.7 |
4,100.8 |
|
| R2 |
4,181.3 |
4,181.3 |
4,092.5 |
|
| R1 |
4,128.7 |
4,128.7 |
4,084.3 |
4,155.0 |
| PP |
4,091.3 |
4,091.3 |
4,091.3 |
4,104.5 |
| S1 |
4,038.7 |
4,038.7 |
4,067.8 |
4,065.0 |
| S2 |
4,001.3 |
4,001.3 |
4,059.5 |
|
| S3 |
3,911.3 |
3,948.7 |
4,051.3 |
|
| S4 |
3,821.3 |
3,858.7 |
4,026.5 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,853.3 |
4,696.7 |
4,197.8 |
|
| R3 |
4,617.3 |
4,460.7 |
4,132.9 |
|
| R2 |
4,381.3 |
4,381.3 |
4,111.3 |
|
| R1 |
4,224.7 |
4,224.7 |
4,089.6 |
4,185.0 |
| PP |
4,145.3 |
4,145.3 |
4,145.3 |
4,125.5 |
| S1 |
3,988.7 |
3,988.7 |
4,046.4 |
3,949.0 |
| S2 |
3,909.3 |
3,909.3 |
4,024.7 |
|
| S3 |
3,673.3 |
3,752.7 |
4,003.1 |
|
| S4 |
3,437.3 |
3,516.7 |
3,938.2 |
|
|
| 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 |
4,054.0 |
248.0 |
6.1% |
76.4 |
1.9% |
9% |
False |
True |
50,331 |
| 10 |
4,302.0 |
3,722.0 |
580.0 |
14.2% |
84.3 |
2.1% |
61% |
False |
False |
59,594 |
| 20 |
4,557.0 |
3,722.0 |
835.0 |
20.5% |
72.3 |
1.8% |
42% |
False |
False |
52,142 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
22.6% |
58.3 |
1.4% |
38% |
False |
False |
41,023 |
| 60 |
4,725.0 |
3,722.0 |
1,003.0 |
24.6% |
54.4 |
1.3% |
35% |
False |
False |
34,583 |
| 80 |
4,798.0 |
3,722.0 |
1,076.0 |
26.4% |
47.9 |
1.2% |
33% |
False |
False |
25,959 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
30.6% |
41.1 |
1.0% |
28% |
False |
False |
20,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,526.5 |
|
2.618 |
4,379.6 |
|
1.618 |
4,289.6 |
|
1.000 |
4,234.0 |
|
0.618 |
4,199.6 |
|
HIGH |
4,144.0 |
|
0.618 |
4,109.6 |
|
0.500 |
4,099.0 |
|
0.382 |
4,088.4 |
|
LOW |
4,054.0 |
|
0.618 |
3,998.4 |
|
1.000 |
3,964.0 |
|
1.618 |
3,908.4 |
|
2.618 |
3,818.4 |
|
4.250 |
3,671.5 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,099.0 |
4,168.5 |
| PP |
4,091.3 |
4,137.7 |
| S1 |
4,083.7 |
4,106.8 |
|