| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,247.0 |
2,236.0 |
-11.0 |
-0.5% |
2,130.0 |
| High |
2,252.0 |
2,301.0 |
49.0 |
2.2% |
2,262.0 |
| Low |
2,204.0 |
2,230.0 |
26.0 |
1.2% |
2,113.0 |
| Close |
2,227.0 |
2,298.0 |
71.0 |
3.2% |
2,174.0 |
| Range |
48.0 |
71.0 |
23.0 |
47.9% |
149.0 |
| ATR |
90.7 |
89.5 |
-1.2 |
-1.3% |
0.0 |
| Volume |
8,357 |
37,367 |
29,010 |
347.1% |
21,685 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.3 |
2,464.7 |
2,337.1 |
|
| R3 |
2,418.3 |
2,393.7 |
2,317.5 |
|
| R2 |
2,347.3 |
2,347.3 |
2,311.0 |
|
| R1 |
2,322.7 |
2,322.7 |
2,304.5 |
2,335.0 |
| PP |
2,276.3 |
2,276.3 |
2,276.3 |
2,282.5 |
| S1 |
2,251.7 |
2,251.7 |
2,291.5 |
2,264.0 |
| S2 |
2,205.3 |
2,205.3 |
2,285.0 |
|
| S3 |
2,134.3 |
2,180.7 |
2,278.5 |
|
| S4 |
2,063.3 |
2,109.7 |
2,259.0 |
|
|
| 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 |
2,301.0 |
2,128.0 |
173.0 |
7.5% |
66.2 |
2.9% |
98% |
True |
False |
11,783 |
| 10 |
2,301.0 |
2,104.0 |
197.0 |
8.6% |
77.2 |
3.4% |
98% |
True |
False |
18,698 |
| 20 |
2,533.0 |
2,066.0 |
467.0 |
20.3% |
110.4 |
4.8% |
50% |
False |
False |
18,891 |
| 40 |
2,872.0 |
2,066.0 |
806.0 |
35.1% |
83.5 |
3.6% |
29% |
False |
False |
10,573 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
35.7% |
71.3 |
3.1% |
28% |
False |
False |
10,905 |
| 80 |
2,902.0 |
2,066.0 |
836.0 |
36.4% |
63.3 |
2.8% |
28% |
False |
False |
8,801 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
39.3% |
57.3 |
2.5% |
26% |
False |
False |
7,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,602.8 |
|
2.618 |
2,486.9 |
|
1.618 |
2,415.9 |
|
1.000 |
2,372.0 |
|
0.618 |
2,344.9 |
|
HIGH |
2,301.0 |
|
0.618 |
2,273.9 |
|
0.500 |
2,265.5 |
|
0.382 |
2,257.1 |
|
LOW |
2,230.0 |
|
0.618 |
2,186.1 |
|
1.000 |
2,159.0 |
|
1.618 |
2,115.1 |
|
2.618 |
2,044.1 |
|
4.250 |
1,928.3 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,287.2 |
2,282.0 |
| PP |
2,276.3 |
2,266.0 |
| S1 |
2,265.5 |
2,250.0 |
|