| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,205.0 |
2,322.0 |
117.0 |
5.3% |
2,325.0 |
| High |
2,308.0 |
2,333.0 |
25.0 |
1.1% |
2,420.0 |
| Low |
2,154.0 |
2,295.0 |
141.0 |
6.5% |
2,066.0 |
| Close |
2,291.0 |
2,313.0 |
22.0 |
1.0% |
2,291.0 |
| Range |
154.0 |
38.0 |
-116.0 |
-75.3% |
354.0 |
| ATR |
109.1 |
104.3 |
-4.8 |
-4.4% |
0.0 |
| Volume |
20,921 |
23,783 |
2,862 |
13.7% |
109,574 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,427.7 |
2,408.3 |
2,333.9 |
|
| R3 |
2,389.7 |
2,370.3 |
2,323.5 |
|
| R2 |
2,351.7 |
2,351.7 |
2,320.0 |
|
| R1 |
2,332.3 |
2,332.3 |
2,316.5 |
2,323.0 |
| PP |
2,313.7 |
2,313.7 |
2,313.7 |
2,309.0 |
| S1 |
2,294.3 |
2,294.3 |
2,309.5 |
2,285.0 |
| S2 |
2,275.7 |
2,275.7 |
2,306.0 |
|
| S3 |
2,237.7 |
2,256.3 |
2,302.6 |
|
| S4 |
2,199.7 |
2,218.3 |
2,292.1 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.0 |
3,160.0 |
2,485.7 |
|
| R3 |
2,967.0 |
2,806.0 |
2,388.4 |
|
| R2 |
2,613.0 |
2,613.0 |
2,355.9 |
|
| R1 |
2,452.0 |
2,452.0 |
2,323.5 |
2,355.5 |
| PP |
2,259.0 |
2,259.0 |
2,259.0 |
2,210.8 |
| S1 |
2,098.0 |
2,098.0 |
2,258.6 |
2,001.5 |
| S2 |
1,905.0 |
1,905.0 |
2,226.1 |
|
| S3 |
1,551.0 |
1,744.0 |
2,193.7 |
|
| S4 |
1,197.0 |
1,390.0 |
2,096.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,334.0 |
2,066.0 |
268.0 |
11.6% |
151.4 |
6.5% |
92% |
False |
False |
25,322 |
| 10 |
2,584.0 |
2,066.0 |
518.0 |
22.4% |
143.2 |
6.2% |
48% |
False |
False |
18,868 |
| 20 |
2,790.0 |
2,066.0 |
724.0 |
31.3% |
99.3 |
4.3% |
34% |
False |
False |
9,891 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
35.5% |
73.5 |
3.2% |
30% |
False |
False |
8,464 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
35.5% |
63.4 |
2.7% |
30% |
False |
False |
8,317 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
39.0% |
57.4 |
2.5% |
27% |
False |
False |
6,329 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
39.0% |
51.1 |
2.2% |
27% |
False |
False |
5,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,494.5 |
|
2.618 |
2,432.5 |
|
1.618 |
2,394.5 |
|
1.000 |
2,371.0 |
|
0.618 |
2,356.5 |
|
HIGH |
2,333.0 |
|
0.618 |
2,318.5 |
|
0.500 |
2,314.0 |
|
0.382 |
2,309.5 |
|
LOW |
2,295.0 |
|
0.618 |
2,271.5 |
|
1.000 |
2,257.0 |
|
1.618 |
2,233.5 |
|
2.618 |
2,195.5 |
|
4.250 |
2,133.5 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,314.0 |
2,275.2 |
| PP |
2,313.7 |
2,237.3 |
| S1 |
2,313.3 |
2,199.5 |
|