| 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 |
2,046.75 |
2,124.00 |
77.25 |
3.8% |
2,183.75 |
| High |
2,129.25 |
2,147.50 |
18.25 |
0.9% |
2,214.00 |
| Low |
2,037.00 |
2,096.25 |
59.25 |
2.9% |
2,033.75 |
| Close |
2,124.00 |
2,139.00 |
15.00 |
0.7% |
2,041.00 |
| Range |
92.25 |
51.25 |
-41.00 |
-44.4% |
180.25 |
| ATR |
75.79 |
74.04 |
-1.75 |
-2.3% |
0.00 |
| Volume |
273,713 |
270,378 |
-3,335 |
-1.2% |
1,608,837 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,281.25 |
2,261.50 |
2,167.25 |
|
| R3 |
2,230.00 |
2,210.25 |
2,153.00 |
|
| R2 |
2,178.75 |
2,178.75 |
2,148.50 |
|
| R1 |
2,159.00 |
2,159.00 |
2,143.75 |
2,169.00 |
| PP |
2,127.50 |
2,127.50 |
2,127.50 |
2,132.50 |
| S1 |
2,107.75 |
2,107.75 |
2,134.25 |
2,117.50 |
| S2 |
2,076.25 |
2,076.25 |
2,129.50 |
|
| S3 |
2,025.00 |
2,056.50 |
2,125.00 |
|
| S4 |
1,973.75 |
2,005.25 |
2,110.75 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.00 |
2,519.25 |
2,140.25 |
|
| R3 |
2,456.75 |
2,339.00 |
2,090.50 |
|
| R2 |
2,276.50 |
2,276.50 |
2,074.00 |
|
| R1 |
2,158.75 |
2,158.75 |
2,057.50 |
2,127.50 |
| PP |
2,096.25 |
2,096.25 |
2,096.25 |
2,080.50 |
| S1 |
1,978.50 |
1,978.50 |
2,024.50 |
1,947.25 |
| S2 |
1,916.00 |
1,916.00 |
2,008.00 |
|
| S3 |
1,735.75 |
1,798.25 |
1,991.50 |
|
| S4 |
1,555.50 |
1,618.00 |
1,941.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,175.75 |
2,022.25 |
153.50 |
7.2% |
79.50 |
3.7% |
76% |
False |
False |
323,447 |
| 10 |
2,214.00 |
2,022.25 |
191.75 |
9.0% |
74.25 |
3.5% |
61% |
False |
False |
312,029 |
| 20 |
2,398.75 |
1,972.25 |
426.50 |
19.9% |
85.25 |
4.0% |
39% |
False |
False |
398,931 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.7% |
62.50 |
2.9% |
36% |
False |
False |
324,488 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.7% |
54.50 |
2.5% |
36% |
False |
False |
282,338 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.7% |
49.00 |
2.3% |
36% |
False |
False |
211,813 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.7% |
44.50 |
2.1% |
36% |
False |
False |
169,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,365.25 |
|
2.618 |
2,281.75 |
|
1.618 |
2,230.50 |
|
1.000 |
2,198.75 |
|
0.618 |
2,179.25 |
|
HIGH |
2,147.50 |
|
0.618 |
2,128.00 |
|
0.500 |
2,122.00 |
|
0.382 |
2,115.75 |
|
LOW |
2,096.25 |
|
0.618 |
2,064.50 |
|
1.000 |
2,045.00 |
|
1.618 |
2,013.25 |
|
2.618 |
1,962.00 |
|
4.250 |
1,878.50 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,133.25 |
2,121.00 |
| PP |
2,127.50 |
2,103.00 |
| S1 |
2,122.00 |
2,085.00 |
|