| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,310.0 |
5,300.5 |
-9.5 |
-0.2% |
5,188.5 |
| High |
5,368.0 |
5,300.5 |
-67.5 |
-1.3% |
5,348.5 |
| Low |
5,274.0 |
5,029.0 |
-245.0 |
-4.6% |
4,701.5 |
| Close |
5,314.0 |
5,075.5 |
-238.5 |
-4.5% |
5,306.0 |
| Range |
94.0 |
271.5 |
177.5 |
188.8% |
647.0 |
| ATR |
182.6 |
189.9 |
7.3 |
4.0% |
0.0 |
| Volume |
98,444 |
174,939 |
76,495 |
77.7% |
1,325,900 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,949.5 |
5,784.0 |
5,225.0 |
|
| R3 |
5,678.0 |
5,512.5 |
5,150.0 |
|
| R2 |
5,406.5 |
5,406.5 |
5,125.5 |
|
| R1 |
5,241.0 |
5,241.0 |
5,100.5 |
5,188.0 |
| PP |
5,135.0 |
5,135.0 |
5,135.0 |
5,108.5 |
| S1 |
4,969.5 |
4,969.5 |
5,050.5 |
4,916.5 |
| S2 |
4,863.5 |
4,863.5 |
5,025.5 |
|
| S3 |
4,592.0 |
4,698.0 |
5,001.0 |
|
| S4 |
4,320.5 |
4,426.5 |
4,926.0 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,059.5 |
6,830.0 |
5,662.0 |
|
| R3 |
6,412.5 |
6,183.0 |
5,484.0 |
|
| R2 |
5,765.5 |
5,765.5 |
5,424.5 |
|
| R1 |
5,536.0 |
5,536.0 |
5,365.5 |
5,651.0 |
| PP |
5,118.5 |
5,118.5 |
5,118.5 |
5,176.0 |
| S1 |
4,889.0 |
4,889.0 |
5,246.5 |
5,004.0 |
| S2 |
4,471.5 |
4,471.5 |
5,187.5 |
|
| S3 |
3,824.5 |
4,242.0 |
5,128.0 |
|
| S4 |
3,177.5 |
3,595.0 |
4,950.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,385.0 |
5,029.0 |
356.0 |
7.0% |
168.0 |
3.3% |
13% |
False |
True |
128,455 |
| 10 |
5,385.0 |
4,701.5 |
683.5 |
13.5% |
270.5 |
5.3% |
55% |
False |
False |
183,263 |
| 20 |
5,931.0 |
4,701.5 |
1,229.5 |
24.2% |
202.0 |
4.0% |
30% |
False |
False |
154,655 |
| 40 |
6,049.0 |
4,701.5 |
1,347.5 |
26.5% |
143.0 |
2.8% |
28% |
False |
False |
130,070 |
| 60 |
6,049.0 |
4,701.5 |
1,347.5 |
26.5% |
119.5 |
2.4% |
28% |
False |
False |
110,062 |
| 80 |
6,049.0 |
4,701.5 |
1,347.5 |
26.5% |
106.0 |
2.1% |
28% |
False |
False |
82,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,454.5 |
|
2.618 |
6,011.5 |
|
1.618 |
5,740.0 |
|
1.000 |
5,572.0 |
|
0.618 |
5,468.5 |
|
HIGH |
5,300.5 |
|
0.618 |
5,197.0 |
|
0.500 |
5,165.0 |
|
0.382 |
5,132.5 |
|
LOW |
5,029.0 |
|
0.618 |
4,861.0 |
|
1.000 |
4,757.5 |
|
1.618 |
4,589.5 |
|
2.618 |
4,318.0 |
|
4.250 |
3,875.0 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,165.0 |
5,204.5 |
| PP |
5,135.0 |
5,161.5 |
| S1 |
5,105.0 |
5,118.5 |
|