| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,681.7 |
1,719.9 |
38.2 |
2.3% |
1,622.2 |
| High |
1,723.4 |
1,782.5 |
59.1 |
3.4% |
1,684.9 |
| Low |
1,681.7 |
1,717.7 |
36.0 |
2.1% |
1,608.2 |
| Close |
1,713.2 |
1,743.0 |
29.8 |
1.7% |
1,651.8 |
| Range |
41.7 |
64.8 |
23.1 |
55.4% |
76.7 |
| ATR |
28.1 |
31.1 |
2.9 |
10.5% |
0.0 |
| Volume |
258,557 |
366,921 |
108,364 |
41.9% |
963,184 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.1 |
1,907.4 |
1,778.6 |
|
| R3 |
1,877.3 |
1,842.6 |
1,760.8 |
|
| R2 |
1,812.5 |
1,812.5 |
1,754.9 |
|
| R1 |
1,777.8 |
1,777.8 |
1,748.9 |
1,795.2 |
| PP |
1,747.7 |
1,747.7 |
1,747.7 |
1,756.4 |
| S1 |
1,713.0 |
1,713.0 |
1,737.1 |
1,730.4 |
| S2 |
1,682.9 |
1,682.9 |
1,731.1 |
|
| S3 |
1,618.1 |
1,648.2 |
1,725.2 |
|
| S4 |
1,553.3 |
1,583.4 |
1,707.4 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.4 |
1,841.8 |
1,694.0 |
|
| R3 |
1,801.7 |
1,765.1 |
1,672.9 |
|
| R2 |
1,725.0 |
1,725.0 |
1,665.9 |
|
| R1 |
1,688.4 |
1,688.4 |
1,658.8 |
1,706.7 |
| PP |
1,648.3 |
1,648.3 |
1,648.3 |
1,657.5 |
| S1 |
1,611.7 |
1,611.7 |
1,644.8 |
1,630.0 |
| S2 |
1,571.6 |
1,571.6 |
1,637.7 |
|
| S3 |
1,494.9 |
1,535.0 |
1,630.7 |
|
| S4 |
1,418.2 |
1,458.3 |
1,609.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,782.5 |
1,642.2 |
140.3 |
8.0% |
39.9 |
2.3% |
72% |
True |
False |
257,146 |
| 10 |
1,782.5 |
1,605.0 |
177.5 |
10.2% |
33.1 |
1.9% |
78% |
True |
False |
199,948 |
| 20 |
1,782.5 |
1,567.0 |
215.5 |
12.4% |
26.5 |
1.5% |
82% |
True |
False |
116,383 |
| 40 |
1,782.5 |
1,481.0 |
301.5 |
17.3% |
22.8 |
1.3% |
87% |
True |
False |
62,776 |
| 60 |
1,782.5 |
1,475.0 |
307.5 |
17.6% |
20.9 |
1.2% |
87% |
True |
False |
43,149 |
| 80 |
1,782.5 |
1,465.9 |
316.6 |
18.2% |
21.8 |
1.2% |
88% |
True |
False |
33,234 |
| 100 |
1,782.5 |
1,409.5 |
373.0 |
21.4% |
20.7 |
1.2% |
89% |
True |
False |
26,959 |
| 120 |
1,782.5 |
1,381.3 |
401.2 |
23.0% |
20.2 |
1.2% |
90% |
True |
False |
22,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,057.9 |
|
2.618 |
1,952.1 |
|
1.618 |
1,887.3 |
|
1.000 |
1,847.3 |
|
0.618 |
1,822.5 |
|
HIGH |
1,782.5 |
|
0.618 |
1,757.7 |
|
0.500 |
1,750.1 |
|
0.382 |
1,742.5 |
|
LOW |
1,717.7 |
|
0.618 |
1,677.7 |
|
1.000 |
1,652.9 |
|
1.618 |
1,612.9 |
|
2.618 |
1,548.1 |
|
4.250 |
1,442.3 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,750.1 |
1,733.1 |
| PP |
1,747.7 |
1,723.2 |
| S1 |
1,745.4 |
1,713.4 |
|