| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,199.0 |
2,231.0 |
32.0 |
1.5% |
2,322.0 |
| High |
2,248.0 |
2,262.0 |
14.0 |
0.6% |
2,345.0 |
| Low |
2,179.0 |
2,178.0 |
-1.0 |
0.0% |
2,104.0 |
| Close |
2,224.0 |
2,203.0 |
-21.0 |
-0.9% |
2,149.0 |
| Range |
69.0 |
84.0 |
15.0 |
21.7% |
241.0 |
| ATR |
97.7 |
96.8 |
-1.0 |
-1.0% |
0.0 |
| Volume |
2,623 |
8,337 |
5,714 |
217.8% |
157,702 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,466.3 |
2,418.7 |
2,249.2 |
|
| R3 |
2,382.3 |
2,334.7 |
2,226.1 |
|
| R2 |
2,298.3 |
2,298.3 |
2,218.4 |
|
| R1 |
2,250.7 |
2,250.7 |
2,210.7 |
2,232.5 |
| PP |
2,214.3 |
2,214.3 |
2,214.3 |
2,205.3 |
| S1 |
2,166.7 |
2,166.7 |
2,195.3 |
2,148.5 |
| S2 |
2,130.3 |
2,130.3 |
2,187.6 |
|
| S3 |
2,046.3 |
2,082.7 |
2,179.9 |
|
| S4 |
1,962.3 |
1,998.7 |
2,156.8 |
|
|
| 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 |
2,262.0 |
2,104.0 |
158.0 |
7.2% |
79.8 |
3.6% |
63% |
True |
False |
24,806 |
| 10 |
2,345.0 |
2,104.0 |
241.0 |
10.9% |
87.0 |
3.9% |
41% |
False |
False |
19,736 |
| 20 |
2,705.0 |
2,066.0 |
639.0 |
29.0% |
114.6 |
5.2% |
21% |
False |
False |
17,099 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
37.3% |
80.7 |
3.7% |
17% |
False |
False |
9,336 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.3% |
69.6 |
3.2% |
17% |
False |
False |
10,310 |
| 80 |
2,925.0 |
2,066.0 |
859.0 |
39.0% |
62.3 |
2.8% |
16% |
False |
False |
8,180 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.0% |
55.9 |
2.5% |
15% |
False |
False |
6,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,619.0 |
|
2.618 |
2,481.9 |
|
1.618 |
2,397.9 |
|
1.000 |
2,346.0 |
|
0.618 |
2,313.9 |
|
HIGH |
2,262.0 |
|
0.618 |
2,229.9 |
|
0.500 |
2,220.0 |
|
0.382 |
2,210.1 |
|
LOW |
2,178.0 |
|
0.618 |
2,126.1 |
|
1.000 |
2,094.0 |
|
1.618 |
2,042.1 |
|
2.618 |
1,958.1 |
|
4.250 |
1,821.0 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,220.0 |
2,213.0 |
| PP |
2,214.3 |
2,209.7 |
| S1 |
2,208.7 |
2,206.3 |
|