| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,231.0 |
2,200.0 |
-31.0 |
-1.4% |
2,130.0 |
| High |
2,262.0 |
2,210.0 |
-52.0 |
-2.3% |
2,262.0 |
| Low |
2,178.0 |
2,128.0 |
-50.0 |
-2.3% |
2,113.0 |
| Close |
2,203.0 |
2,174.0 |
-29.0 |
-1.3% |
2,174.0 |
| Range |
84.0 |
82.0 |
-2.0 |
-2.4% |
149.0 |
| ATR |
96.8 |
95.7 |
-1.1 |
-1.1% |
0.0 |
| Volume |
8,337 |
2,944 |
-5,393 |
-64.7% |
21,685 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,416.7 |
2,377.3 |
2,219.1 |
|
| R3 |
2,334.7 |
2,295.3 |
2,196.6 |
|
| R2 |
2,252.7 |
2,252.7 |
2,189.0 |
|
| R1 |
2,213.3 |
2,213.3 |
2,181.5 |
2,192.0 |
| PP |
2,170.7 |
2,170.7 |
2,170.7 |
2,160.0 |
| S1 |
2,131.3 |
2,131.3 |
2,166.5 |
2,110.0 |
| S2 |
2,088.7 |
2,088.7 |
2,159.0 |
|
| S3 |
2,006.7 |
2,049.3 |
2,151.5 |
|
| S4 |
1,924.7 |
1,967.3 |
2,128.9 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.0 |
2,551.0 |
2,256.0 |
|
| R3 |
2,481.0 |
2,402.0 |
2,215.0 |
|
| R2 |
2,332.0 |
2,332.0 |
2,201.3 |
|
| R1 |
2,253.0 |
2,253.0 |
2,187.7 |
2,292.5 |
| PP |
2,183.0 |
2,183.0 |
2,183.0 |
2,202.8 |
| S1 |
2,104.0 |
2,104.0 |
2,160.3 |
2,143.5 |
| S2 |
2,034.0 |
2,034.0 |
2,146.7 |
|
| S3 |
1,885.0 |
1,955.0 |
2,133.0 |
|
| S4 |
1,736.0 |
1,806.0 |
2,092.1 |
|
|
| 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 |
2,113.0 |
149.0 |
6.9% |
79.4 |
3.7% |
41% |
False |
False |
4,337 |
| 10 |
2,345.0 |
2,104.0 |
241.0 |
11.1% |
79.8 |
3.7% |
29% |
False |
False |
17,938 |
| 20 |
2,705.0 |
2,066.0 |
639.0 |
29.4% |
116.2 |
5.3% |
17% |
False |
False |
17,232 |
| 40 |
2,874.0 |
2,066.0 |
808.0 |
37.2% |
81.5 |
3.7% |
13% |
False |
False |
9,391 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.8% |
70.2 |
3.2% |
13% |
False |
False |
10,327 |
| 80 |
2,925.0 |
2,066.0 |
859.0 |
39.5% |
62.7 |
2.9% |
13% |
False |
False |
8,215 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.5% |
56.2 |
2.6% |
12% |
False |
False |
6,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,558.5 |
|
2.618 |
2,424.7 |
|
1.618 |
2,342.7 |
|
1.000 |
2,292.0 |
|
0.618 |
2,260.7 |
|
HIGH |
2,210.0 |
|
0.618 |
2,178.7 |
|
0.500 |
2,169.0 |
|
0.382 |
2,159.3 |
|
LOW |
2,128.0 |
|
0.618 |
2,077.3 |
|
1.000 |
2,046.0 |
|
1.618 |
1,995.3 |
|
2.618 |
1,913.3 |
|
4.250 |
1,779.5 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,172.3 |
2,195.0 |
| PP |
2,170.7 |
2,188.0 |
| S1 |
2,169.0 |
2,181.0 |
|