| 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 |
2,325.0 |
2,211.0 |
-114.0 |
-4.9% |
2,688.0 |
| High |
2,420.0 |
2,328.0 |
-92.0 |
-3.8% |
2,705.0 |
| Low |
2,207.0 |
2,156.0 |
-51.0 |
-2.3% |
2,315.0 |
| Close |
2,290.0 |
2,290.0 |
0.0 |
0.0% |
2,371.0 |
| Range |
213.0 |
172.0 |
-41.0 |
-19.2% |
390.0 |
| ATR |
85.0 |
91.2 |
6.2 |
7.3% |
0.0 |
| Volume |
6,745 |
36,263 |
29,518 |
437.6% |
55,686 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.0 |
2,704.0 |
2,384.6 |
|
| R3 |
2,602.0 |
2,532.0 |
2,337.3 |
|
| R2 |
2,430.0 |
2,430.0 |
2,321.5 |
|
| R1 |
2,360.0 |
2,360.0 |
2,305.8 |
2,395.0 |
| PP |
2,258.0 |
2,258.0 |
2,258.0 |
2,275.5 |
| S1 |
2,188.0 |
2,188.0 |
2,274.2 |
2,223.0 |
| S2 |
2,086.0 |
2,086.0 |
2,258.5 |
|
| S3 |
1,914.0 |
2,016.0 |
2,242.7 |
|
| S4 |
1,742.0 |
1,844.0 |
2,195.4 |
|
|
| 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 |
2,543.0 |
2,156.0 |
387.0 |
16.9% |
153.8 |
6.7% |
35% |
False |
True |
18,402 |
| 10 |
2,723.0 |
2,156.0 |
567.0 |
24.8% |
113.8 |
5.0% |
24% |
False |
True |
10,009 |
| 20 |
2,790.0 |
2,156.0 |
634.0 |
27.7% |
77.5 |
3.4% |
21% |
False |
True |
5,468 |
| 40 |
2,887.0 |
2,156.0 |
731.0 |
31.9% |
64.5 |
2.8% |
18% |
False |
True |
8,237 |
| 60 |
2,887.0 |
2,156.0 |
731.0 |
31.9% |
56.2 |
2.5% |
18% |
False |
True |
6,834 |
| 80 |
2,969.0 |
2,156.0 |
813.0 |
35.5% |
51.4 |
2.2% |
16% |
False |
True |
5,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,059.0 |
|
2.618 |
2,778.3 |
|
1.618 |
2,606.3 |
|
1.000 |
2,500.0 |
|
0.618 |
2,434.3 |
|
HIGH |
2,328.0 |
|
0.618 |
2,262.3 |
|
0.500 |
2,242.0 |
|
0.382 |
2,221.7 |
|
LOW |
2,156.0 |
|
0.618 |
2,049.7 |
|
1.000 |
1,984.0 |
|
1.618 |
1,877.7 |
|
2.618 |
1,705.7 |
|
4.250 |
1,425.0 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,274.0 |
2,300.5 |
| PP |
2,258.0 |
2,297.0 |
| S1 |
2,242.0 |
2,293.5 |
|