| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,514.0 |
2,357.0 |
-157.0 |
-6.2% |
2,688.0 |
| High |
2,533.0 |
2,445.0 |
-88.0 |
-3.5% |
2,705.0 |
| Low |
2,350.0 |
2,315.0 |
-35.0 |
-1.5% |
2,315.0 |
| Close |
2,401.0 |
2,371.0 |
-30.0 |
-1.2% |
2,371.0 |
| Range |
183.0 |
130.0 |
-53.0 |
-29.0% |
390.0 |
| ATR |
71.0 |
75.2 |
4.2 |
5.9% |
0.0 |
| Volume |
21,931 |
19,294 |
-2,637 |
-12.0% |
55,686 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.0 |
2,699.0 |
2,442.5 |
|
| R3 |
2,637.0 |
2,569.0 |
2,406.8 |
|
| R2 |
2,507.0 |
2,507.0 |
2,394.8 |
|
| R1 |
2,439.0 |
2,439.0 |
2,382.9 |
2,473.0 |
| PP |
2,377.0 |
2,377.0 |
2,377.0 |
2,394.0 |
| S1 |
2,309.0 |
2,309.0 |
2,359.1 |
2,343.0 |
| S2 |
2,247.0 |
2,247.0 |
2,347.2 |
|
| S3 |
2,117.0 |
2,179.0 |
2,335.3 |
|
| S4 |
1,987.0 |
2,049.0 |
2,299.5 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,633.7 |
3,392.3 |
2,585.5 |
|
| R3 |
3,243.7 |
3,002.3 |
2,478.3 |
|
| R2 |
2,853.7 |
2,853.7 |
2,442.5 |
|
| R1 |
2,612.3 |
2,612.3 |
2,406.8 |
2,538.0 |
| PP |
2,463.7 |
2,463.7 |
2,463.7 |
2,426.5 |
| S1 |
2,222.3 |
2,222.3 |
2,335.3 |
2,148.0 |
| S2 |
2,073.7 |
2,073.7 |
2,299.5 |
|
| S3 |
1,683.7 |
1,832.3 |
2,263.8 |
|
| S4 |
1,293.7 |
1,442.3 |
2,156.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,315.0 |
390.0 |
16.4% |
118.8 |
5.0% |
14% |
False |
True |
11,137 |
| 10 |
2,760.0 |
2,315.0 |
445.0 |
18.8% |
81.3 |
3.4% |
13% |
False |
True |
5,771 |
| 20 |
2,790.0 |
2,315.0 |
475.0 |
20.0% |
66.8 |
2.8% |
12% |
False |
True |
4,164 |
| 40 |
2,887.0 |
2,315.0 |
572.0 |
24.1% |
56.8 |
2.4% |
10% |
False |
True |
7,612 |
| 60 |
2,887.0 |
2,315.0 |
572.0 |
24.1% |
51.1 |
2.2% |
10% |
False |
True |
6,121 |
| 80 |
2,969.0 |
2,315.0 |
654.0 |
27.6% |
47.2 |
2.0% |
9% |
False |
True |
4,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.5 |
|
2.618 |
2,785.3 |
|
1.618 |
2,655.3 |
|
1.000 |
2,575.0 |
|
0.618 |
2,525.3 |
|
HIGH |
2,445.0 |
|
0.618 |
2,395.3 |
|
0.500 |
2,380.0 |
|
0.382 |
2,364.7 |
|
LOW |
2,315.0 |
|
0.618 |
2,234.7 |
|
1.000 |
2,185.0 |
|
1.618 |
2,104.7 |
|
2.618 |
1,974.7 |
|
4.250 |
1,762.5 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,380.0 |
2,429.0 |
| PP |
2,377.0 |
2,409.7 |
| S1 |
2,374.0 |
2,390.3 |
|