| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,183.0 |
2,199.0 |
16.0 |
0.7% |
2,322.0 |
| High |
2,228.0 |
2,248.0 |
20.0 |
0.9% |
2,345.0 |
| Low |
2,164.0 |
2,179.0 |
15.0 |
0.7% |
2,104.0 |
| Close |
2,187.0 |
2,224.0 |
37.0 |
1.7% |
2,149.0 |
| Range |
64.0 |
69.0 |
5.0 |
7.8% |
241.0 |
| ATR |
100.0 |
97.7 |
-2.2 |
-2.2% |
0.0 |
| Volume |
7,096 |
2,623 |
-4,473 |
-63.0% |
157,702 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.0 |
2,393.0 |
2,262.0 |
|
| R3 |
2,355.0 |
2,324.0 |
2,243.0 |
|
| R2 |
2,286.0 |
2,286.0 |
2,236.7 |
|
| R1 |
2,255.0 |
2,255.0 |
2,230.3 |
2,270.5 |
| PP |
2,217.0 |
2,217.0 |
2,217.0 |
2,224.8 |
| S1 |
2,186.0 |
2,186.0 |
2,217.7 |
2,201.5 |
| S2 |
2,148.0 |
2,148.0 |
2,211.4 |
|
| S3 |
2,079.0 |
2,117.0 |
2,205.0 |
|
| S4 |
2,010.0 |
2,048.0 |
2,186.1 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.3 |
2,776.7 |
2,281.6 |
|
| R3 |
2,681.3 |
2,535.7 |
2,215.3 |
|
| R2 |
2,440.3 |
2,440.3 |
2,193.2 |
|
| R1 |
2,294.7 |
2,294.7 |
2,171.1 |
2,247.0 |
| PP |
2,199.3 |
2,199.3 |
2,199.3 |
2,175.5 |
| S1 |
2,053.7 |
2,053.7 |
2,126.9 |
2,006.0 |
| S2 |
1,958.3 |
1,958.3 |
2,104.8 |
|
| S3 |
1,717.3 |
1,812.7 |
2,082.7 |
|
| S4 |
1,476.3 |
1,571.7 |
2,016.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,293.0 |
2,104.0 |
189.0 |
8.5% |
88.2 |
4.0% |
63% |
False |
False |
25,613 |
| 10 |
2,345.0 |
2,066.0 |
279.0 |
12.5% |
97.2 |
4.4% |
57% |
False |
False |
20,991 |
| 20 |
2,705.0 |
2,066.0 |
639.0 |
28.7% |
112.6 |
5.1% |
25% |
False |
False |
16,707 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
36.9% |
80.0 |
3.6% |
19% |
False |
False |
10,044 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
36.9% |
68.8 |
3.1% |
19% |
False |
False |
10,616 |
| 80 |
2,925.0 |
2,066.0 |
859.0 |
38.6% |
61.8 |
2.8% |
18% |
False |
False |
8,077 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
40.6% |
55.3 |
2.5% |
17% |
False |
False |
6,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,541.3 |
|
2.618 |
2,428.6 |
|
1.618 |
2,359.6 |
|
1.000 |
2,317.0 |
|
0.618 |
2,290.6 |
|
HIGH |
2,248.0 |
|
0.618 |
2,221.6 |
|
0.500 |
2,213.5 |
|
0.382 |
2,205.4 |
|
LOW |
2,179.0 |
|
0.618 |
2,136.4 |
|
1.000 |
2,110.0 |
|
1.618 |
2,067.4 |
|
2.618 |
1,998.4 |
|
4.250 |
1,885.8 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.5 |
2,209.5 |
| PP |
2,217.0 |
2,195.0 |
| S1 |
2,213.5 |
2,180.5 |
|