| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,205.0 |
5.0 |
0.2% |
2,130.0 |
| High |
2,210.0 |
2,245.0 |
35.0 |
1.6% |
2,262.0 |
| Low |
2,128.0 |
2,199.0 |
71.0 |
3.3% |
2,113.0 |
| Close |
2,174.0 |
2,245.0 |
71.0 |
3.3% |
2,174.0 |
| Range |
82.0 |
46.0 |
-36.0 |
-43.9% |
149.0 |
| ATR |
95.7 |
93.9 |
-1.8 |
-1.8% |
0.0 |
| Volume |
2,944 |
1,911 |
-1,033 |
-35.1% |
21,685 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,367.7 |
2,352.3 |
2,270.3 |
|
| R3 |
2,321.7 |
2,306.3 |
2,257.7 |
|
| R2 |
2,275.7 |
2,275.7 |
2,253.4 |
|
| R1 |
2,260.3 |
2,260.3 |
2,249.2 |
2,268.0 |
| PP |
2,229.7 |
2,229.7 |
2,229.7 |
2,233.5 |
| S1 |
2,214.3 |
2,214.3 |
2,240.8 |
2,222.0 |
| S2 |
2,183.7 |
2,183.7 |
2,236.6 |
|
| S3 |
2,137.7 |
2,168.3 |
2,232.4 |
|
| S4 |
2,091.7 |
2,122.3 |
2,219.7 |
|
|
| 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 |
2,128.0 |
134.0 |
6.0% |
69.0 |
3.1% |
87% |
False |
False |
4,582 |
| 10 |
2,345.0 |
2,104.0 |
241.0 |
10.7% |
80.6 |
3.6% |
59% |
False |
False |
15,751 |
| 20 |
2,584.0 |
2,066.0 |
518.0 |
23.1% |
111.9 |
5.0% |
35% |
False |
False |
17,310 |
| 40 |
2,872.0 |
2,066.0 |
806.0 |
35.9% |
82.3 |
3.7% |
22% |
False |
False |
9,435 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
36.6% |
70.3 |
3.1% |
22% |
False |
False |
10,281 |
| 80 |
2,925.0 |
2,066.0 |
859.0 |
38.3% |
62.7 |
2.8% |
21% |
False |
False |
8,234 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
40.2% |
56.5 |
2.5% |
20% |
False |
False |
6,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,440.5 |
|
2.618 |
2,365.4 |
|
1.618 |
2,319.4 |
|
1.000 |
2,291.0 |
|
0.618 |
2,273.4 |
|
HIGH |
2,245.0 |
|
0.618 |
2,227.4 |
|
0.500 |
2,222.0 |
|
0.382 |
2,216.6 |
|
LOW |
2,199.0 |
|
0.618 |
2,170.6 |
|
1.000 |
2,153.0 |
|
1.618 |
2,124.6 |
|
2.618 |
2,078.6 |
|
4.250 |
2,003.5 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,237.3 |
2,228.3 |
| PP |
2,229.7 |
2,211.7 |
| S1 |
2,222.0 |
2,195.0 |
|