| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,301.0 |
2,286.0 |
-15.0 |
-0.7% |
2,325.0 |
| High |
2,345.0 |
2,293.0 |
-52.0 |
-2.2% |
2,420.0 |
| Low |
2,270.0 |
2,167.0 |
-103.0 |
-4.5% |
2,066.0 |
| Close |
2,320.0 |
2,192.0 |
-128.0 |
-5.5% |
2,291.0 |
| Range |
75.0 |
126.0 |
51.0 |
68.0% |
354.0 |
| ATR |
100.5 |
104.2 |
3.8 |
3.7% |
0.0 |
| Volume |
352 |
12,370 |
12,018 |
3,414.2% |
109,574 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.3 |
2,519.7 |
2,261.3 |
|
| R3 |
2,469.3 |
2,393.7 |
2,226.7 |
|
| R2 |
2,343.3 |
2,343.3 |
2,215.1 |
|
| R1 |
2,267.7 |
2,267.7 |
2,203.6 |
2,242.5 |
| PP |
2,217.3 |
2,217.3 |
2,217.3 |
2,204.8 |
| S1 |
2,141.7 |
2,141.7 |
2,180.5 |
2,116.5 |
| S2 |
2,091.3 |
2,091.3 |
2,168.9 |
|
| S3 |
1,965.3 |
2,015.7 |
2,157.4 |
|
| S4 |
1,839.3 |
1,889.7 |
2,122.7 |
|
|
| 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 |
2,154.0 |
191.0 |
8.7% |
94.2 |
4.3% |
20% |
False |
False |
14,666 |
| 10 |
2,445.0 |
2,066.0 |
379.0 |
17.3% |
137.9 |
6.3% |
33% |
False |
False |
18,127 |
| 20 |
2,790.0 |
2,066.0 |
724.0 |
33.0% |
104.6 |
4.8% |
17% |
False |
False |
11,000 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
37.5% |
77.4 |
3.5% |
15% |
False |
False |
9,117 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.5% |
66.0 |
3.0% |
15% |
False |
False |
8,766 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
41.2% |
59.5 |
2.7% |
14% |
False |
False |
6,676 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.2% |
53.2 |
2.4% |
14% |
False |
False |
5,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,828.5 |
|
2.618 |
2,622.9 |
|
1.618 |
2,496.9 |
|
1.000 |
2,419.0 |
|
0.618 |
2,370.9 |
|
HIGH |
2,293.0 |
|
0.618 |
2,244.9 |
|
0.500 |
2,230.0 |
|
0.382 |
2,215.1 |
|
LOW |
2,167.0 |
|
0.618 |
2,089.1 |
|
1.000 |
2,041.0 |
|
1.618 |
1,963.1 |
|
2.618 |
1,837.1 |
|
4.250 |
1,631.5 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.0 |
2,256.0 |
| PP |
2,217.3 |
2,234.7 |
| S1 |
2,204.7 |
2,213.3 |
|