| 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 |
5,665.0 |
5,718.0 |
53.0 |
0.9% |
5,461.0 |
| High |
5,729.5 |
5,740.5 |
11.0 |
0.2% |
5,789.0 |
| Low |
5,610.0 |
5,590.0 |
-20.0 |
-0.4% |
5,409.5 |
| Close |
5,724.5 |
5,663.5 |
-61.0 |
-1.1% |
5,549.5 |
| Range |
119.5 |
150.5 |
31.0 |
25.9% |
379.5 |
| ATR |
244.8 |
238.1 |
-6.7 |
-2.8% |
0.0 |
| Volume |
608 |
2,101 |
1,493 |
245.6% |
3,857 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,116.2 |
6,040.3 |
5,746.3 |
|
| R3 |
5,965.7 |
5,889.8 |
5,704.9 |
|
| R2 |
5,815.2 |
5,815.2 |
5,691.1 |
|
| R1 |
5,739.3 |
5,739.3 |
5,677.3 |
5,702.0 |
| PP |
5,664.7 |
5,664.7 |
5,664.7 |
5,646.0 |
| S1 |
5,588.8 |
5,588.8 |
5,649.7 |
5,551.5 |
| S2 |
5,514.2 |
5,514.2 |
5,635.9 |
|
| S3 |
5,363.7 |
5,438.3 |
5,622.1 |
|
| S4 |
5,213.2 |
5,287.8 |
5,580.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,721.2 |
6,514.8 |
5,758.2 |
|
| R3 |
6,341.7 |
6,135.3 |
5,653.9 |
|
| R2 |
5,962.2 |
5,962.2 |
5,619.1 |
|
| R1 |
5,755.8 |
5,755.8 |
5,584.3 |
5,859.0 |
| PP |
5,582.7 |
5,582.7 |
5,582.7 |
5,634.3 |
| S1 |
5,376.3 |
5,376.3 |
5,514.7 |
5,479.5 |
| S2 |
5,203.2 |
5,203.2 |
5,479.9 |
|
| S3 |
4,823.7 |
4,996.8 |
5,445.1 |
|
| S4 |
4,444.2 |
4,617.3 |
5,340.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,789.0 |
5,429.0 |
360.0 |
6.4% |
197.2 |
3.5% |
65% |
False |
False |
1,044 |
| 10 |
6,025.0 |
5,371.0 |
654.0 |
11.5% |
205.7 |
3.6% |
45% |
False |
False |
961 |
| 20 |
6,820.0 |
5,371.0 |
1,449.0 |
25.6% |
291.9 |
5.2% |
20% |
False |
False |
1,153 |
| 40 |
7,575.5 |
5,371.0 |
2,204.5 |
38.9% |
211.8 |
3.7% |
13% |
False |
False |
760 |
| 60 |
7,575.5 |
5,371.0 |
2,204.5 |
38.9% |
175.1 |
3.1% |
13% |
False |
False |
1,462 |
| 80 |
7,593.5 |
5,371.0 |
2,222.5 |
39.2% |
151.8 |
2.7% |
13% |
False |
False |
1,153 |
| 100 |
7,680.0 |
5,371.0 |
2,309.0 |
40.8% |
135.3 |
2.4% |
13% |
False |
False |
937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,380.1 |
|
2.618 |
6,134.5 |
|
1.618 |
5,984.0 |
|
1.000 |
5,891.0 |
|
0.618 |
5,833.5 |
|
HIGH |
5,740.5 |
|
0.618 |
5,683.0 |
|
0.500 |
5,665.3 |
|
0.382 |
5,647.5 |
|
LOW |
5,590.0 |
|
0.618 |
5,497.0 |
|
1.000 |
5,439.5 |
|
1.618 |
5,346.5 |
|
2.618 |
5,196.0 |
|
4.250 |
4,950.4 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,665.3 |
5,637.3 |
| PP |
5,664.7 |
5,611.0 |
| S1 |
5,664.1 |
5,584.8 |
|