| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,300.0 |
2,200.0 |
-100.0 |
-4.3% |
2,688.0 |
| High |
2,334.0 |
2,252.0 |
-82.0 |
-3.5% |
2,705.0 |
| Low |
2,127.0 |
2,066.0 |
-61.0 |
-2.9% |
2,315.0 |
| Close |
2,144.0 |
2,205.0 |
61.0 |
2.8% |
2,371.0 |
| Range |
207.0 |
186.0 |
-21.0 |
-10.1% |
390.0 |
| ATR |
99.5 |
105.7 |
6.2 |
6.2% |
0.0 |
| Volume |
24,759 |
20,886 |
-3,873 |
-15.6% |
55,686 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,732.3 |
2,654.7 |
2,307.3 |
|
| R3 |
2,546.3 |
2,468.7 |
2,256.2 |
|
| R2 |
2,360.3 |
2,360.3 |
2,239.1 |
|
| R1 |
2,282.7 |
2,282.7 |
2,222.1 |
2,321.5 |
| PP |
2,174.3 |
2,174.3 |
2,174.3 |
2,193.8 |
| S1 |
2,096.7 |
2,096.7 |
2,188.0 |
2,135.5 |
| S2 |
1,988.3 |
1,988.3 |
2,170.9 |
|
| S3 |
1,802.3 |
1,910.7 |
2,153.9 |
|
| S4 |
1,616.3 |
1,724.7 |
2,102.7 |
|
|
| 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 |
2,445.0 |
2,066.0 |
379.0 |
17.2% |
181.6 |
8.2% |
37% |
False |
True |
21,589 |
| 10 |
2,705.0 |
2,066.0 |
639.0 |
29.0% |
142.2 |
6.4% |
22% |
False |
True |
14,461 |
| 20 |
2,790.0 |
2,066.0 |
724.0 |
32.8% |
93.3 |
4.2% |
19% |
False |
True |
7,719 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
37.2% |
71.7 |
3.3% |
17% |
False |
True |
7,559 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.2% |
61.6 |
2.8% |
17% |
False |
True |
7,575 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
41.0% |
55.4 |
2.5% |
15% |
False |
True |
5,774 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.0% |
50.3 |
2.3% |
15% |
False |
True |
4,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,042.5 |
|
2.618 |
2,738.9 |
|
1.618 |
2,552.9 |
|
1.000 |
2,438.0 |
|
0.618 |
2,366.9 |
|
HIGH |
2,252.0 |
|
0.618 |
2,180.9 |
|
0.500 |
2,159.0 |
|
0.382 |
2,137.1 |
|
LOW |
2,066.0 |
|
0.618 |
1,951.1 |
|
1.000 |
1,880.0 |
|
1.618 |
1,765.1 |
|
2.618 |
1,579.1 |
|
4.250 |
1,275.5 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,189.7 |
2,203.3 |
| PP |
2,174.3 |
2,201.7 |
| S1 |
2,159.0 |
2,200.0 |
|