| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,315.0 |
2,301.0 |
-14.0 |
-0.6% |
2,325.0 |
| High |
2,339.0 |
2,345.0 |
6.0 |
0.3% |
2,420.0 |
| Low |
2,261.0 |
2,270.0 |
9.0 |
0.4% |
2,066.0 |
| Close |
2,312.0 |
2,320.0 |
8.0 |
0.3% |
2,291.0 |
| Range |
78.0 |
75.0 |
-3.0 |
-3.8% |
354.0 |
| ATR |
102.5 |
100.5 |
-2.0 |
-1.9% |
0.0 |
| Volume |
15,904 |
352 |
-15,552 |
-97.8% |
109,574 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.7 |
2,503.3 |
2,361.3 |
|
| R3 |
2,461.7 |
2,428.3 |
2,340.6 |
|
| R2 |
2,386.7 |
2,386.7 |
2,333.8 |
|
| R1 |
2,353.3 |
2,353.3 |
2,326.9 |
2,370.0 |
| PP |
2,311.7 |
2,311.7 |
2,311.7 |
2,320.0 |
| S1 |
2,278.3 |
2,278.3 |
2,313.1 |
2,295.0 |
| S2 |
2,236.7 |
2,236.7 |
2,306.3 |
|
| S3 |
2,161.7 |
2,203.3 |
2,299.4 |
|
| S4 |
2,086.7 |
2,128.3 |
2,278.8 |
|
|
| 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 |
2,345.0 |
2,066.0 |
279.0 |
12.0% |
106.2 |
4.6% |
91% |
True |
False |
16,369 |
| 10 |
2,533.0 |
2,066.0 |
467.0 |
20.1% |
143.6 |
6.2% |
54% |
False |
False |
19,083 |
| 20 |
2,790.0 |
2,066.0 |
724.0 |
31.2% |
103.3 |
4.5% |
35% |
False |
False |
10,448 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
35.4% |
75.6 |
3.3% |
31% |
False |
False |
8,853 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
35.4% |
64.6 |
2.8% |
31% |
False |
False |
8,566 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
38.9% |
58.2 |
2.5% |
28% |
False |
False |
6,524 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
38.9% |
52.3 |
2.3% |
28% |
False |
False |
5,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,663.8 |
|
2.618 |
2,541.4 |
|
1.618 |
2,466.4 |
|
1.000 |
2,420.0 |
|
0.618 |
2,391.4 |
|
HIGH |
2,345.0 |
|
0.618 |
2,316.4 |
|
0.500 |
2,307.5 |
|
0.382 |
2,298.7 |
|
LOW |
2,270.0 |
|
0.618 |
2,223.7 |
|
1.000 |
2,195.0 |
|
1.618 |
2,148.7 |
|
2.618 |
2,073.7 |
|
4.250 |
1,951.3 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.8 |
2,314.3 |
| PP |
2,311.7 |
2,308.7 |
| S1 |
2,307.5 |
2,303.0 |
|