| 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 |
1,830.0 |
1,862.5 |
32.5 |
1.8% |
1,747.3 |
| High |
1,881.4 |
1,902.3 |
20.9 |
1.1% |
1,881.4 |
| Low |
1,827.5 |
1,862.5 |
35.0 |
1.9% |
1,735.3 |
| Close |
1,854.0 |
1,893.6 |
39.6 |
2.1% |
1,854.0 |
| Range |
53.9 |
39.8 |
-14.1 |
-26.2% |
146.1 |
| ATR |
35.4 |
36.4 |
0.9 |
2.6% |
0.0 |
| Volume |
4,870 |
2,917 |
-1,953 |
-40.1% |
15,448 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,005.5 |
1,989.4 |
1,915.5 |
|
| R3 |
1,965.7 |
1,949.6 |
1,904.5 |
|
| R2 |
1,925.9 |
1,925.9 |
1,900.9 |
|
| R1 |
1,909.8 |
1,909.8 |
1,897.2 |
1,917.9 |
| PP |
1,886.1 |
1,886.1 |
1,886.1 |
1,890.2 |
| S1 |
1,870.0 |
1,870.0 |
1,890.0 |
1,878.1 |
| S2 |
1,846.3 |
1,846.3 |
1,886.3 |
|
| S3 |
1,806.5 |
1,830.2 |
1,882.7 |
|
| S4 |
1,766.7 |
1,790.4 |
1,871.7 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.9 |
2,204.0 |
1,934.4 |
|
| R3 |
2,115.8 |
2,057.9 |
1,894.2 |
|
| R2 |
1,969.7 |
1,969.7 |
1,880.8 |
|
| R1 |
1,911.8 |
1,911.8 |
1,867.4 |
1,940.8 |
| PP |
1,823.6 |
1,823.6 |
1,823.6 |
1,838.0 |
| S1 |
1,765.7 |
1,765.7 |
1,840.6 |
1,794.7 |
| S2 |
1,677.5 |
1,677.5 |
1,827.2 |
|
| S3 |
1,531.4 |
1,619.6 |
1,813.8 |
|
| S4 |
1,385.3 |
1,473.5 |
1,773.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.3 |
1,766.4 |
135.9 |
7.2% |
35.3 |
1.9% |
94% |
True |
False |
3,474 |
| 10 |
1,902.3 |
1,722.0 |
180.3 |
9.5% |
44.3 |
2.3% |
95% |
True |
False |
3,898 |
| 20 |
1,902.3 |
1,608.0 |
294.3 |
15.5% |
34.9 |
1.8% |
97% |
True |
False |
3,637 |
| 40 |
1,902.3 |
1,482.6 |
419.7 |
22.2% |
25.9 |
1.4% |
98% |
True |
False |
2,099 |
| 60 |
1,902.3 |
1,482.6 |
419.7 |
22.2% |
21.5 |
1.1% |
98% |
True |
False |
1,466 |
| 80 |
1,902.3 |
1,475.9 |
426.4 |
22.5% |
21.3 |
1.1% |
98% |
True |
False |
1,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.5 |
|
2.618 |
2,006.5 |
|
1.618 |
1,966.7 |
|
1.000 |
1,942.1 |
|
0.618 |
1,926.9 |
|
HIGH |
1,902.3 |
|
0.618 |
1,887.1 |
|
0.500 |
1,882.4 |
|
0.382 |
1,877.7 |
|
LOW |
1,862.5 |
|
0.618 |
1,837.9 |
|
1.000 |
1,822.7 |
|
1.618 |
1,798.1 |
|
2.618 |
1,758.3 |
|
4.250 |
1,693.4 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,889.9 |
1,877.6 |
| PP |
1,886.1 |
1,861.6 |
| S1 |
1,882.4 |
1,845.6 |
|