| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,797.6 |
1,773.1 |
-24.5 |
-1.4% |
1,680.9 |
| High |
1,817.0 |
1,773.1 |
-43.9 |
-2.4% |
1,817.0 |
| Low |
1,737.8 |
1,729.1 |
-8.7 |
-0.5% |
1,680.9 |
| Close |
1,753.7 |
1,744.8 |
-8.9 |
-0.5% |
1,744.8 |
| Range |
79.2 |
44.0 |
-35.2 |
-44.4% |
136.1 |
| ATR |
33.9 |
34.7 |
0.7 |
2.1% |
0.0 |
| Volume |
5,670 |
3,573 |
-2,097 |
-37.0% |
26,900 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,881.0 |
1,856.9 |
1,769.0 |
|
| R3 |
1,837.0 |
1,812.9 |
1,756.9 |
|
| R2 |
1,793.0 |
1,793.0 |
1,752.9 |
|
| R1 |
1,768.9 |
1,768.9 |
1,748.8 |
1,759.0 |
| PP |
1,749.0 |
1,749.0 |
1,749.0 |
1,744.0 |
| S1 |
1,724.9 |
1,724.9 |
1,740.8 |
1,715.0 |
| S2 |
1,705.0 |
1,705.0 |
1,736.7 |
|
| S3 |
1,661.0 |
1,680.9 |
1,732.7 |
|
| S4 |
1,617.0 |
1,636.9 |
1,720.6 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.9 |
2,086.4 |
1,819.7 |
|
| R3 |
2,019.8 |
1,950.3 |
1,782.2 |
|
| R2 |
1,883.7 |
1,883.7 |
1,769.8 |
|
| R1 |
1,814.2 |
1,814.2 |
1,757.3 |
1,849.0 |
| PP |
1,747.6 |
1,747.6 |
1,747.6 |
1,764.9 |
| S1 |
1,678.1 |
1,678.1 |
1,732.3 |
1,712.9 |
| S2 |
1,611.5 |
1,611.5 |
1,719.8 |
|
| S3 |
1,475.4 |
1,542.0 |
1,707.4 |
|
| S4 |
1,339.3 |
1,405.9 |
1,669.9 |
|
|
| 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 |
1,680.9 |
136.1 |
7.8% |
55.1 |
3.2% |
47% |
False |
False |
5,380 |
| 10 |
1,817.0 |
1,612.5 |
204.5 |
11.7% |
42.7 |
2.4% |
65% |
False |
False |
5,082 |
| 20 |
1,817.0 |
1,585.0 |
232.0 |
13.3% |
29.8 |
1.7% |
69% |
False |
False |
2,891 |
| 40 |
1,817.0 |
1,482.6 |
334.4 |
19.2% |
23.1 |
1.3% |
78% |
False |
False |
1,669 |
| 60 |
1,817.0 |
1,482.6 |
334.4 |
19.2% |
19.2 |
1.1% |
78% |
False |
False |
1,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,960.1 |
|
2.618 |
1,888.3 |
|
1.618 |
1,844.3 |
|
1.000 |
1,817.1 |
|
0.618 |
1,800.3 |
|
HIGH |
1,773.1 |
|
0.618 |
1,756.3 |
|
0.500 |
1,751.1 |
|
0.382 |
1,745.9 |
|
LOW |
1,729.1 |
|
0.618 |
1,701.9 |
|
1.000 |
1,685.1 |
|
1.618 |
1,657.9 |
|
2.618 |
1,613.9 |
|
4.250 |
1,542.1 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,751.1 |
1,773.1 |
| PP |
1,749.0 |
1,763.6 |
| S1 |
1,746.9 |
1,754.2 |
|