| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,751.5 |
1,797.6 |
46.1 |
2.6% |
1,613.0 |
| High |
1,801.6 |
1,817.0 |
15.4 |
0.9% |
1,685.5 |
| Low |
1,751.2 |
1,737.8 |
-13.4 |
-0.8% |
1,612.5 |
| Close |
1,786.4 |
1,753.7 |
-32.7 |
-1.8% |
1,653.5 |
| Range |
50.4 |
79.2 |
28.8 |
57.1% |
73.0 |
| ATR |
30.5 |
33.9 |
3.5 |
11.4% |
0.0 |
| Volume |
3,228 |
5,670 |
2,442 |
75.7% |
23,923 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,007.1 |
1,959.6 |
1,797.3 |
|
| R3 |
1,927.9 |
1,880.4 |
1,775.5 |
|
| R2 |
1,848.7 |
1,848.7 |
1,768.2 |
|
| R1 |
1,801.2 |
1,801.2 |
1,761.0 |
1,785.4 |
| PP |
1,769.5 |
1,769.5 |
1,769.5 |
1,761.6 |
| S1 |
1,722.0 |
1,722.0 |
1,746.4 |
1,706.2 |
| S2 |
1,690.3 |
1,690.3 |
1,739.2 |
|
| S3 |
1,611.1 |
1,642.8 |
1,731.9 |
|
| S4 |
1,531.9 |
1,563.6 |
1,710.1 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.5 |
1,834.5 |
1,693.7 |
|
| R3 |
1,796.5 |
1,761.5 |
1,673.6 |
|
| R2 |
1,723.5 |
1,723.5 |
1,666.9 |
|
| R1 |
1,688.5 |
1,688.5 |
1,660.2 |
1,706.0 |
| PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,659.3 |
| S1 |
1,615.5 |
1,615.5 |
1,646.8 |
1,633.0 |
| S2 |
1,577.5 |
1,577.5 |
1,640.1 |
|
| S3 |
1,504.5 |
1,542.5 |
1,633.4 |
|
| S4 |
1,431.5 |
1,469.5 |
1,613.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,817.0 |
1,647.1 |
169.9 |
9.7% |
51.4 |
2.9% |
63% |
True |
False |
6,245 |
| 10 |
1,817.0 |
1,612.5 |
204.5 |
11.7% |
40.2 |
2.3% |
69% |
True |
False |
4,821 |
| 20 |
1,817.0 |
1,582.2 |
234.8 |
13.4% |
28.4 |
1.6% |
73% |
True |
False |
2,739 |
| 40 |
1,817.0 |
1,482.6 |
334.4 |
19.1% |
22.2 |
1.3% |
81% |
True |
False |
1,585 |
| 60 |
1,817.0 |
1,482.6 |
334.4 |
19.1% |
18.7 |
1.1% |
81% |
True |
False |
1,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.6 |
|
2.618 |
2,024.3 |
|
1.618 |
1,945.1 |
|
1.000 |
1,896.2 |
|
0.618 |
1,865.9 |
|
HIGH |
1,817.0 |
|
0.618 |
1,786.7 |
|
0.500 |
1,777.4 |
|
0.382 |
1,768.1 |
|
LOW |
1,737.8 |
|
0.618 |
1,688.9 |
|
1.000 |
1,658.6 |
|
1.618 |
1,609.7 |
|
2.618 |
1,530.5 |
|
4.250 |
1,401.2 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,777.4 |
1,769.5 |
| PP |
1,769.5 |
1,764.2 |
| S1 |
1,761.6 |
1,759.0 |
|