| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
4,073.0 |
4,220.0 |
147.0 |
3.6% |
4,194.0 |
| High |
4,172.0 |
4,225.0 |
53.0 |
1.3% |
4,302.0 |
| Low |
4,066.0 |
4,143.0 |
77.0 |
1.9% |
4,066.0 |
| Close |
4,170.0 |
4,168.0 |
-2.0 |
0.0% |
4,068.0 |
| Range |
106.0 |
82.0 |
-24.0 |
-22.6% |
236.0 |
| ATR |
104.7 |
103.1 |
-1.6 |
-1.5% |
0.0 |
| Volume |
54,049 |
42,739 |
-11,310 |
-20.9% |
242,132 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,424.7 |
4,378.3 |
4,213.1 |
|
| R3 |
4,342.7 |
4,296.3 |
4,190.6 |
|
| R2 |
4,260.7 |
4,260.7 |
4,183.0 |
|
| R1 |
4,214.3 |
4,214.3 |
4,175.5 |
4,196.5 |
| PP |
4,178.7 |
4,178.7 |
4,178.7 |
4,169.8 |
| S1 |
4,132.3 |
4,132.3 |
4,160.5 |
4,114.5 |
| S2 |
4,096.7 |
4,096.7 |
4,153.0 |
|
| S3 |
4,014.7 |
4,050.3 |
4,145.5 |
|
| S4 |
3,932.7 |
3,968.3 |
4,122.9 |
|
|
| 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 |
4,283.0 |
4,054.0 |
229.0 |
5.5% |
81.6 |
2.0% |
50% |
False |
False |
49,385 |
| 10 |
4,302.0 |
3,986.0 |
316.0 |
7.6% |
88.1 |
2.1% |
58% |
False |
False |
50,634 |
| 20 |
4,489.0 |
3,722.0 |
767.0 |
18.4% |
77.9 |
1.9% |
58% |
False |
False |
54,059 |
| 40 |
4,642.0 |
3,722.0 |
920.0 |
22.1% |
60.7 |
1.5% |
48% |
False |
False |
41,962 |
| 60 |
4,725.0 |
3,722.0 |
1,003.0 |
24.1% |
56.5 |
1.4% |
44% |
False |
False |
36,193 |
| 80 |
4,780.0 |
3,722.0 |
1,058.0 |
25.4% |
49.7 |
1.2% |
42% |
False |
False |
27,167 |
| 100 |
4,970.0 |
3,722.0 |
1,248.0 |
29.9% |
42.8 |
1.0% |
36% |
False |
False |
21,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,573.5 |
|
2.618 |
4,439.7 |
|
1.618 |
4,357.7 |
|
1.000 |
4,307.0 |
|
0.618 |
4,275.7 |
|
HIGH |
4,225.0 |
|
0.618 |
4,193.7 |
|
0.500 |
4,184.0 |
|
0.382 |
4,174.3 |
|
LOW |
4,143.0 |
|
0.618 |
4,092.3 |
|
1.000 |
4,061.0 |
|
1.618 |
4,010.3 |
|
2.618 |
3,928.3 |
|
4.250 |
3,794.5 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4,184.0 |
4,158.5 |
| PP |
4,178.7 |
4,149.0 |
| S1 |
4,173.3 |
4,139.5 |
|