| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,211.0 |
2,300.0 |
89.0 |
4.0% |
2,688.0 |
| High |
2,328.0 |
2,334.0 |
6.0 |
0.3% |
2,705.0 |
| Low |
2,156.0 |
2,127.0 |
-29.0 |
-1.3% |
2,315.0 |
| Close |
2,290.0 |
2,144.0 |
-146.0 |
-6.4% |
2,371.0 |
| Range |
172.0 |
207.0 |
35.0 |
20.3% |
390.0 |
| ATR |
91.2 |
99.5 |
8.3 |
9.1% |
0.0 |
| Volume |
36,263 |
24,759 |
-11,504 |
-31.7% |
55,686 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,822.7 |
2,690.3 |
2,257.9 |
|
| R3 |
2,615.7 |
2,483.3 |
2,200.9 |
|
| R2 |
2,408.7 |
2,408.7 |
2,182.0 |
|
| R1 |
2,276.3 |
2,276.3 |
2,163.0 |
2,239.0 |
| PP |
2,201.7 |
2,201.7 |
2,201.7 |
2,183.0 |
| S1 |
2,069.3 |
2,069.3 |
2,125.0 |
2,032.0 |
| S2 |
1,994.7 |
1,994.7 |
2,106.1 |
|
| S3 |
1,787.7 |
1,862.3 |
2,087.1 |
|
| S4 |
1,580.7 |
1,655.3 |
2,030.2 |
|
|
| 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 |
2,533.0 |
2,127.0 |
406.0 |
18.9% |
181.0 |
8.4% |
4% |
False |
True |
21,798 |
| 10 |
2,705.0 |
2,127.0 |
578.0 |
27.0% |
127.9 |
6.0% |
3% |
False |
True |
12,423 |
| 20 |
2,790.0 |
2,127.0 |
663.0 |
30.9% |
85.5 |
4.0% |
3% |
False |
True |
6,697 |
| 40 |
2,887.0 |
2,127.0 |
760.0 |
35.4% |
68.0 |
3.2% |
2% |
False |
True |
8,097 |
| 60 |
2,887.0 |
2,127.0 |
760.0 |
35.4% |
59.2 |
2.8% |
2% |
False |
True |
7,229 |
| 80 |
2,969.0 |
2,127.0 |
842.0 |
39.3% |
53.3 |
2.5% |
2% |
False |
True |
5,516 |
| 100 |
2,969.0 |
2,127.0 |
842.0 |
39.3% |
48.7 |
2.3% |
2% |
False |
True |
4,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,213.8 |
|
2.618 |
2,875.9 |
|
1.618 |
2,668.9 |
|
1.000 |
2,541.0 |
|
0.618 |
2,461.9 |
|
HIGH |
2,334.0 |
|
0.618 |
2,254.9 |
|
0.500 |
2,230.5 |
|
0.382 |
2,206.1 |
|
LOW |
2,127.0 |
|
0.618 |
1,999.1 |
|
1.000 |
1,920.0 |
|
1.618 |
1,792.1 |
|
2.618 |
1,585.1 |
|
4.250 |
1,247.3 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.5 |
2,273.5 |
| PP |
2,201.7 |
2,230.3 |
| S1 |
2,172.8 |
2,187.2 |
|