| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,357.0 |
2,325.0 |
-32.0 |
-1.4% |
2,688.0 |
| High |
2,445.0 |
2,420.0 |
-25.0 |
-1.0% |
2,705.0 |
| Low |
2,315.0 |
2,207.0 |
-108.0 |
-4.7% |
2,315.0 |
| Close |
2,371.0 |
2,290.0 |
-81.0 |
-3.4% |
2,371.0 |
| Range |
130.0 |
213.0 |
83.0 |
63.8% |
390.0 |
| ATR |
75.2 |
85.0 |
9.8 |
13.1% |
0.0 |
| Volume |
19,294 |
6,745 |
-12,549 |
-65.0% |
55,686 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,944.7 |
2,830.3 |
2,407.2 |
|
| R3 |
2,731.7 |
2,617.3 |
2,348.6 |
|
| R2 |
2,518.7 |
2,518.7 |
2,329.1 |
|
| R1 |
2,404.3 |
2,404.3 |
2,309.5 |
2,355.0 |
| PP |
2,305.7 |
2,305.7 |
2,305.7 |
2,281.0 |
| S1 |
2,191.3 |
2,191.3 |
2,270.5 |
2,142.0 |
| S2 |
2,092.7 |
2,092.7 |
2,251.0 |
|
| S3 |
1,879.7 |
1,978.3 |
2,231.4 |
|
| S4 |
1,666.7 |
1,765.3 |
2,172.9 |
|
|
| 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 |
2,584.0 |
2,207.0 |
377.0 |
16.5% |
135.0 |
5.9% |
22% |
False |
True |
12,414 |
| 10 |
2,755.0 |
2,207.0 |
548.0 |
23.9% |
100.2 |
4.4% |
15% |
False |
True |
6,419 |
| 20 |
2,790.0 |
2,207.0 |
583.0 |
25.5% |
73.3 |
3.2% |
14% |
False |
True |
4,463 |
| 40 |
2,887.0 |
2,207.0 |
680.0 |
29.7% |
61.4 |
2.7% |
12% |
False |
True |
7,615 |
| 60 |
2,887.0 |
2,207.0 |
680.0 |
29.7% |
54.1 |
2.4% |
12% |
False |
True |
6,232 |
| 80 |
2,969.0 |
2,207.0 |
762.0 |
33.3% |
49.4 |
2.2% |
11% |
False |
True |
4,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,325.3 |
|
2.618 |
2,977.6 |
|
1.618 |
2,764.6 |
|
1.000 |
2,633.0 |
|
0.618 |
2,551.6 |
|
HIGH |
2,420.0 |
|
0.618 |
2,338.6 |
|
0.500 |
2,313.5 |
|
0.382 |
2,288.4 |
|
LOW |
2,207.0 |
|
0.618 |
2,075.4 |
|
1.000 |
1,994.0 |
|
1.618 |
1,862.4 |
|
2.618 |
1,649.4 |
|
4.250 |
1,301.8 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,313.5 |
2,370.0 |
| PP |
2,305.7 |
2,343.3 |
| S1 |
2,297.8 |
2,316.7 |
|