| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,776.4 |
1,840.0 |
63.6 |
3.6% |
1,862.9 |
| High |
1,828.9 |
1,841.5 |
12.6 |
0.7% |
1,917.9 |
| Low |
1,759.5 |
1,778.1 |
18.6 |
1.1% |
1,705.4 |
| Close |
1,797.3 |
1,791.6 |
-5.7 |
-0.3% |
1,797.3 |
| Range |
69.4 |
63.4 |
-6.0 |
-8.6% |
212.5 |
| ATR |
50.4 |
51.4 |
0.9 |
1.8% |
0.0 |
| Volume |
249,265 |
181,345 |
-67,920 |
-27.2% |
1,587,333 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,993.9 |
1,956.2 |
1,826.5 |
|
| R3 |
1,930.5 |
1,892.8 |
1,809.0 |
|
| R2 |
1,867.1 |
1,867.1 |
1,803.2 |
|
| R1 |
1,829.4 |
1,829.4 |
1,797.4 |
1,816.6 |
| PP |
1,803.7 |
1,803.7 |
1,803.7 |
1,797.3 |
| S1 |
1,766.0 |
1,766.0 |
1,785.8 |
1,753.2 |
| S2 |
1,740.3 |
1,740.3 |
1,780.0 |
|
| S3 |
1,676.9 |
1,702.6 |
1,774.2 |
|
| S4 |
1,613.5 |
1,639.2 |
1,756.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.4 |
2,333.3 |
1,914.2 |
|
| R3 |
2,231.9 |
2,120.8 |
1,855.7 |
|
| R2 |
2,019.4 |
2,019.4 |
1,836.3 |
|
| R1 |
1,908.3 |
1,908.3 |
1,816.8 |
1,857.6 |
| PP |
1,806.9 |
1,806.9 |
1,806.9 |
1,781.5 |
| S1 |
1,695.8 |
1,695.8 |
1,777.8 |
1,645.1 |
| S2 |
1,594.4 |
1,594.4 |
1,758.3 |
|
| S3 |
1,381.9 |
1,483.3 |
1,738.9 |
|
| S4 |
1,169.4 |
1,270.8 |
1,680.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,917.9 |
1,705.4 |
212.5 |
11.9% |
80.4 |
4.5% |
41% |
False |
False |
306,287 |
| 10 |
1,917.9 |
1,705.4 |
212.5 |
11.9% |
58.9 |
3.3% |
41% |
False |
False |
251,020 |
| 20 |
1,917.9 |
1,618.8 |
299.1 |
16.7% |
52.9 |
3.0% |
58% |
False |
False |
242,518 |
| 40 |
1,917.9 |
1,489.2 |
428.7 |
23.9% |
37.0 |
2.1% |
71% |
False |
False |
145,460 |
| 60 |
1,917.9 |
1,481.0 |
436.9 |
24.4% |
30.4 |
1.7% |
71% |
False |
False |
98,890 |
| 80 |
1,917.9 |
1,474.7 |
443.2 |
24.7% |
27.8 |
1.6% |
72% |
False |
False |
75,444 |
| 100 |
1,917.9 |
1,450.0 |
467.9 |
26.1% |
26.6 |
1.5% |
73% |
False |
False |
60,809 |
| 120 |
1,917.9 |
1,387.1 |
530.8 |
29.6% |
25.1 |
1.4% |
76% |
False |
False |
50,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.0 |
|
2.618 |
2,007.5 |
|
1.618 |
1,944.1 |
|
1.000 |
1,904.9 |
|
0.618 |
1,880.7 |
|
HIGH |
1,841.5 |
|
0.618 |
1,817.3 |
|
0.500 |
1,809.8 |
|
0.382 |
1,802.3 |
|
LOW |
1,778.1 |
|
0.618 |
1,738.9 |
|
1.000 |
1,714.7 |
|
1.618 |
1,675.5 |
|
2.618 |
1,612.1 |
|
4.250 |
1,508.7 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,809.8 |
1,785.6 |
| PP |
1,803.7 |
1,779.5 |
| S1 |
1,797.7 |
1,773.5 |
|