| 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 |
8,725 |
9,110 |
385 |
4.4% |
9,880 |
| High |
9,165 |
9,205 |
40 |
0.4% |
10,050 |
| Low |
8,660 |
8,740 |
80 |
0.9% |
9,115 |
| Close |
9,125 |
8,815 |
-310 |
-3.4% |
9,340 |
| Range |
505 |
465 |
-40 |
-7.9% |
935 |
| ATR |
251 |
266 |
15 |
6.1% |
0 |
| Volume |
37,161 |
26,077 |
-11,084 |
-29.8% |
93,927 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,315 |
10,030 |
9,071 |
|
| R3 |
9,850 |
9,565 |
8,943 |
|
| R2 |
9,385 |
9,385 |
8,900 |
|
| R1 |
9,100 |
9,100 |
8,858 |
9,010 |
| PP |
8,920 |
8,920 |
8,920 |
8,875 |
| S1 |
8,635 |
8,635 |
8,773 |
8,545 |
| S2 |
8,455 |
8,455 |
8,730 |
|
| S3 |
7,990 |
8,170 |
8,687 |
|
| S4 |
7,525 |
7,705 |
8,559 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,307 |
11,758 |
9,854 |
|
| R3 |
11,372 |
10,823 |
9,597 |
|
| R2 |
10,437 |
10,437 |
9,512 |
|
| R1 |
9,888 |
9,888 |
9,426 |
9,695 |
| PP |
9,502 |
9,502 |
9,502 |
9,405 |
| S1 |
8,953 |
8,953 |
9,254 |
8,760 |
| S2 |
8,567 |
8,567 |
9,169 |
|
| S3 |
7,632 |
8,018 |
9,083 |
|
| S4 |
6,697 |
7,083 |
8,826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,780 |
8,660 |
1,120 |
12.7% |
470 |
5.3% |
14% |
False |
False |
30,813 |
| 10 |
10,050 |
8,660 |
1,390 |
15.8% |
332 |
3.8% |
11% |
False |
False |
21,264 |
| 20 |
10,190 |
8,660 |
1,530 |
17.4% |
246 |
2.8% |
10% |
False |
False |
14,645 |
| 40 |
10,255 |
8,660 |
1,595 |
18.1% |
201 |
2.3% |
10% |
False |
False |
11,712 |
| 60 |
10,255 |
8,660 |
1,595 |
18.1% |
167 |
1.9% |
10% |
False |
False |
9,059 |
| 80 |
10,255 |
8,660 |
1,595 |
18.1% |
132 |
1.5% |
10% |
False |
False |
6,796 |
| 100 |
10,255 |
8,660 |
1,595 |
18.1% |
105 |
1.2% |
10% |
False |
False |
5,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,181 |
|
2.618 |
10,422 |
|
1.618 |
9,957 |
|
1.000 |
9,670 |
|
0.618 |
9,492 |
|
HIGH |
9,205 |
|
0.618 |
9,027 |
|
0.500 |
8,973 |
|
0.382 |
8,918 |
|
LOW |
8,740 |
|
0.618 |
8,453 |
|
1.000 |
8,275 |
|
1.618 |
7,988 |
|
2.618 |
7,523 |
|
4.250 |
6,764 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,973 |
8,960 |
| PP |
8,920 |
8,912 |
| S1 |
8,868 |
8,863 |
|