| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,748.0 |
5,990.0 |
242.0 |
4.2% |
7,260.0 |
| High |
6,034.5 |
6,121.0 |
86.5 |
1.4% |
7,299.0 |
| Low |
5,497.5 |
5,541.5 |
44.0 |
0.8% |
6,125.0 |
| Close |
6,020.0 |
5,632.0 |
-388.0 |
-6.4% |
6,257.5 |
| Range |
537.0 |
579.5 |
42.5 |
7.9% |
1,174.0 |
| ATR |
245.6 |
269.5 |
23.8 |
9.7% |
0.0 |
| Volume |
390,450 |
333,198 |
-57,252 |
-14.7% |
1,361,668 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,503.3 |
7,147.2 |
5,950.7 |
|
| R3 |
6,923.8 |
6,567.7 |
5,791.4 |
|
| R2 |
6,344.3 |
6,344.3 |
5,738.2 |
|
| R1 |
5,988.2 |
5,988.2 |
5,685.1 |
5,876.5 |
| PP |
5,764.8 |
5,764.8 |
5,764.8 |
5,709.0 |
| S1 |
5,408.7 |
5,408.7 |
5,578.9 |
5,297.0 |
| S2 |
5,185.3 |
5,185.3 |
5,525.8 |
|
| S3 |
4,605.8 |
4,829.2 |
5,472.6 |
|
| S4 |
4,026.3 |
4,249.7 |
5,313.3 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,082.5 |
9,344.0 |
6,903.2 |
|
| R3 |
8,908.5 |
8,170.0 |
6,580.4 |
|
| R2 |
7,734.5 |
7,734.5 |
6,472.7 |
|
| R1 |
6,996.0 |
6,996.0 |
6,365.1 |
6,778.3 |
| PP |
6,560.5 |
6,560.5 |
6,560.5 |
6,451.6 |
| S1 |
5,822.0 |
5,822.0 |
6,149.9 |
5,604.3 |
| S2 |
5,386.5 |
5,386.5 |
6,042.3 |
|
| S3 |
4,212.5 |
4,648.0 |
5,934.7 |
|
| S4 |
3,038.5 |
3,474.0 |
5,611.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,750.5 |
5,497.5 |
1,253.0 |
22.2% |
499.9 |
8.9% |
11% |
False |
False |
350,426 |
| 10 |
7,299.0 |
5,497.5 |
1,801.5 |
32.0% |
366.6 |
6.5% |
7% |
False |
False |
274,735 |
| 20 |
7,399.0 |
5,497.5 |
1,901.5 |
33.8% |
241.9 |
4.3% |
7% |
False |
False |
207,079 |
| 40 |
7,547.0 |
5,497.5 |
2,049.5 |
36.4% |
182.6 |
3.2% |
7% |
False |
False |
169,765 |
| 60 |
7,547.0 |
5,497.5 |
2,049.5 |
36.4% |
158.3 |
2.8% |
7% |
False |
False |
113,870 |
| 80 |
7,650.0 |
5,497.5 |
2,152.5 |
38.2% |
145.8 |
2.6% |
6% |
False |
False |
85,511 |
| 100 |
7,650.0 |
5,497.5 |
2,152.5 |
38.2% |
131.4 |
2.3% |
6% |
False |
False |
68,452 |
| 120 |
7,650.0 |
5,497.5 |
2,152.5 |
38.2% |
128.7 |
2.3% |
6% |
False |
False |
57,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,583.9 |
|
2.618 |
7,638.1 |
|
1.618 |
7,058.6 |
|
1.000 |
6,700.5 |
|
0.618 |
6,479.1 |
|
HIGH |
6,121.0 |
|
0.618 |
5,899.6 |
|
0.500 |
5,831.3 |
|
0.382 |
5,762.9 |
|
LOW |
5,541.5 |
|
0.618 |
5,183.4 |
|
1.000 |
4,962.0 |
|
1.618 |
4,603.9 |
|
2.618 |
4,024.4 |
|
4.250 |
3,078.6 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,831.3 |
5,890.5 |
| PP |
5,764.8 |
5,804.3 |
| S1 |
5,698.4 |
5,718.2 |
|