| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.0 |
2,315.0 |
-7.0 |
-0.3% |
2,325.0 |
| High |
2,333.0 |
2,339.0 |
6.0 |
0.3% |
2,420.0 |
| Low |
2,295.0 |
2,261.0 |
-34.0 |
-1.5% |
2,066.0 |
| Close |
2,313.0 |
2,312.0 |
-1.0 |
0.0% |
2,291.0 |
| Range |
38.0 |
78.0 |
40.0 |
105.3% |
354.0 |
| ATR |
104.3 |
102.5 |
-1.9 |
-1.8% |
0.0 |
| Volume |
23,783 |
15,904 |
-7,879 |
-33.1% |
109,574 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.0 |
2,503.0 |
2,354.9 |
|
| R3 |
2,460.0 |
2,425.0 |
2,333.5 |
|
| R2 |
2,382.0 |
2,382.0 |
2,326.3 |
|
| R1 |
2,347.0 |
2,347.0 |
2,319.2 |
2,325.5 |
| PP |
2,304.0 |
2,304.0 |
2,304.0 |
2,293.3 |
| S1 |
2,269.0 |
2,269.0 |
2,304.9 |
2,247.5 |
| S2 |
2,226.0 |
2,226.0 |
2,297.7 |
|
| S3 |
2,148.0 |
2,191.0 |
2,290.6 |
|
| S4 |
2,070.0 |
2,113.0 |
2,269.1 |
|
|
| 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 |
2,339.0 |
2,066.0 |
273.0 |
11.8% |
132.6 |
5.7% |
90% |
True |
False |
21,250 |
| 10 |
2,543.0 |
2,066.0 |
477.0 |
20.6% |
143.2 |
6.2% |
52% |
False |
False |
19,826 |
| 20 |
2,790.0 |
2,066.0 |
724.0 |
31.3% |
101.4 |
4.4% |
34% |
False |
False |
10,680 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
35.5% |
74.2 |
3.2% |
30% |
False |
False |
8,848 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
35.5% |
64.2 |
2.8% |
30% |
False |
False |
8,578 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
39.1% |
57.9 |
2.5% |
27% |
False |
False |
6,527 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
39.1% |
51.7 |
2.2% |
27% |
False |
False |
5,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,670.5 |
|
2.618 |
2,543.2 |
|
1.618 |
2,465.2 |
|
1.000 |
2,417.0 |
|
0.618 |
2,387.2 |
|
HIGH |
2,339.0 |
|
0.618 |
2,309.2 |
|
0.500 |
2,300.0 |
|
0.382 |
2,290.8 |
|
LOW |
2,261.0 |
|
0.618 |
2,212.8 |
|
1.000 |
2,183.0 |
|
1.618 |
2,134.8 |
|
2.618 |
2,056.8 |
|
4.250 |
1,929.5 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.0 |
2,290.2 |
| PP |
2,304.0 |
2,268.3 |
| S1 |
2,300.0 |
2,246.5 |
|