| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,205.0 |
2,247.0 |
42.0 |
1.9% |
2,130.0 |
| High |
2,245.0 |
2,252.0 |
7.0 |
0.3% |
2,262.0 |
| Low |
2,199.0 |
2,204.0 |
5.0 |
0.2% |
2,113.0 |
| Close |
2,245.0 |
2,227.0 |
-18.0 |
-0.8% |
2,174.0 |
| Range |
46.0 |
48.0 |
2.0 |
4.3% |
149.0 |
| ATR |
93.9 |
90.7 |
-3.3 |
-3.5% |
0.0 |
| Volume |
1,911 |
8,357 |
6,446 |
337.3% |
21,685 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.7 |
2,347.3 |
2,253.4 |
|
| R3 |
2,323.7 |
2,299.3 |
2,240.2 |
|
| R2 |
2,275.7 |
2,275.7 |
2,235.8 |
|
| R1 |
2,251.3 |
2,251.3 |
2,231.4 |
2,239.5 |
| PP |
2,227.7 |
2,227.7 |
2,227.7 |
2,221.8 |
| S1 |
2,203.3 |
2,203.3 |
2,222.6 |
2,191.5 |
| S2 |
2,179.7 |
2,179.7 |
2,218.2 |
|
| S3 |
2,131.7 |
2,155.3 |
2,213.8 |
|
| S4 |
2,083.7 |
2,107.3 |
2,200.6 |
|
|
| 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% |
65.8 |
3.0% |
74% |
False |
False |
4,834 |
| 10 |
2,345.0 |
2,104.0 |
241.0 |
10.8% |
77.6 |
3.5% |
51% |
False |
False |
14,996 |
| 20 |
2,543.0 |
2,066.0 |
477.0 |
21.4% |
110.4 |
5.0% |
34% |
False |
False |
17,411 |
| 40 |
2,872.0 |
2,066.0 |
806.0 |
36.2% |
82.9 |
3.7% |
20% |
False |
False |
9,643 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
36.9% |
70.6 |
3.2% |
20% |
False |
False |
10,373 |
| 80 |
2,925.0 |
2,066.0 |
859.0 |
38.6% |
62.9 |
2.8% |
19% |
False |
False |
8,335 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
40.5% |
56.7 |
2.5% |
18% |
False |
False |
6,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.0 |
|
2.618 |
2,377.7 |
|
1.618 |
2,329.7 |
|
1.000 |
2,300.0 |
|
0.618 |
2,281.7 |
|
HIGH |
2,252.0 |
|
0.618 |
2,233.7 |
|
0.500 |
2,228.0 |
|
0.382 |
2,222.3 |
|
LOW |
2,204.0 |
|
0.618 |
2,174.3 |
|
1.000 |
2,156.0 |
|
1.618 |
2,126.3 |
|
2.618 |
2,078.3 |
|
4.250 |
2,000.0 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,228.0 |
2,214.7 |
| PP |
2,227.7 |
2,202.3 |
| S1 |
2,227.3 |
2,190.0 |
|