| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,006.0 |
4,981.0 |
-25.0 |
-0.5% |
5,308.0 |
| High |
5,064.0 |
5,140.0 |
76.0 |
1.5% |
5,349.0 |
| Low |
4,915.0 |
4,959.5 |
44.5 |
0.9% |
4,915.0 |
| Close |
5,010.5 |
5,067.5 |
57.0 |
1.1% |
5,010.5 |
| Range |
149.0 |
180.5 |
31.5 |
21.1% |
434.0 |
| ATR |
133.4 |
136.8 |
3.4 |
2.5% |
0.0 |
| Volume |
1,802 |
3,096 |
1,294 |
71.8% |
2,027 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,597.0 |
5,513.0 |
5,167.0 |
|
| R3 |
5,416.5 |
5,332.5 |
5,117.0 |
|
| R2 |
5,236.0 |
5,236.0 |
5,100.5 |
|
| R1 |
5,152.0 |
5,152.0 |
5,084.0 |
5,194.0 |
| PP |
5,055.5 |
5,055.5 |
5,055.5 |
5,077.0 |
| S1 |
4,971.5 |
4,971.5 |
5,051.0 |
5,013.5 |
| S2 |
4,875.0 |
4,875.0 |
5,034.5 |
|
| S3 |
4,694.5 |
4,791.0 |
5,018.0 |
|
| S4 |
4,514.0 |
4,610.5 |
4,968.0 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,393.5 |
6,136.0 |
5,249.0 |
|
| R3 |
5,959.5 |
5,702.0 |
5,130.0 |
|
| R2 |
5,525.5 |
5,525.5 |
5,090.0 |
|
| R1 |
5,268.0 |
5,268.0 |
5,050.5 |
5,180.0 |
| PP |
5,091.5 |
5,091.5 |
5,091.5 |
5,047.5 |
| S1 |
4,834.0 |
4,834.0 |
4,970.5 |
4,746.0 |
| S2 |
4,657.5 |
4,657.5 |
4,931.0 |
|
| S3 |
4,223.5 |
4,400.0 |
4,891.0 |
|
| S4 |
3,789.5 |
3,966.0 |
4,772.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,345.0 |
4,915.0 |
430.0 |
8.5% |
141.0 |
2.8% |
35% |
False |
False |
1,013 |
| 10 |
5,349.0 |
4,819.5 |
529.5 |
10.4% |
150.5 |
3.0% |
47% |
False |
False |
558 |
| 20 |
5,873.5 |
4,819.5 |
1,054.0 |
20.8% |
132.0 |
2.6% |
24% |
False |
False |
290 |
| 40 |
6,000.5 |
4,819.5 |
1,181.0 |
23.3% |
83.5 |
1.6% |
21% |
False |
False |
152 |
| 60 |
6,000.5 |
4,819.5 |
1,181.0 |
23.3% |
61.0 |
1.2% |
21% |
False |
False |
106 |
| 80 |
6,000.5 |
4,819.5 |
1,181.0 |
23.3% |
46.5 |
0.9% |
21% |
False |
False |
80 |
| 100 |
6,000.5 |
4,819.5 |
1,181.0 |
23.3% |
38.5 |
0.8% |
21% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,907.0 |
|
2.618 |
5,612.5 |
|
1.618 |
5,432.0 |
|
1.000 |
5,320.5 |
|
0.618 |
5,251.5 |
|
HIGH |
5,140.0 |
|
0.618 |
5,071.0 |
|
0.500 |
5,050.0 |
|
0.382 |
5,028.5 |
|
LOW |
4,959.5 |
|
0.618 |
4,848.0 |
|
1.000 |
4,779.0 |
|
1.618 |
4,667.5 |
|
2.618 |
4,487.0 |
|
4.250 |
4,192.5 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,061.5 |
5,081.5 |
| PP |
5,055.5 |
5,077.0 |
| S1 |
5,050.0 |
5,072.0 |
|