| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,862.5 |
1,904.5 |
42.0 |
2.3% |
1,747.3 |
| High |
1,902.3 |
1,916.2 |
13.9 |
0.7% |
1,881.4 |
| Low |
1,862.5 |
1,828.9 |
-33.6 |
-1.8% |
1,735.3 |
| Close |
1,893.6 |
1,863.1 |
-30.5 |
-1.6% |
1,854.0 |
| Range |
39.8 |
87.3 |
47.5 |
119.3% |
146.1 |
| ATR |
36.4 |
40.0 |
3.6 |
10.0% |
0.0 |
| Volume |
2,917 |
5,402 |
2,485 |
85.2% |
15,448 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.3 |
2,084.5 |
1,911.1 |
|
| R3 |
2,044.0 |
1,997.2 |
1,887.1 |
|
| R2 |
1,956.7 |
1,956.7 |
1,879.1 |
|
| R1 |
1,909.9 |
1,909.9 |
1,871.1 |
1,889.7 |
| PP |
1,869.4 |
1,869.4 |
1,869.4 |
1,859.3 |
| S1 |
1,822.6 |
1,822.6 |
1,855.1 |
1,802.4 |
| S2 |
1,782.1 |
1,782.1 |
1,847.1 |
|
| S3 |
1,694.8 |
1,735.3 |
1,839.1 |
|
| S4 |
1,607.5 |
1,648.0 |
1,815.1 |
|
|
| 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 |
1,916.2 |
1,786.5 |
129.7 |
7.0% |
47.6 |
2.6% |
59% |
True |
False |
4,223 |
| 10 |
1,916.2 |
1,729.1 |
187.1 |
10.0% |
47.2 |
2.5% |
72% |
True |
False |
3,623 |
| 20 |
1,916.2 |
1,608.0 |
308.2 |
16.5% |
38.8 |
2.1% |
83% |
True |
False |
3,870 |
| 40 |
1,916.2 |
1,482.6 |
433.6 |
23.3% |
27.8 |
1.5% |
88% |
True |
False |
2,215 |
| 60 |
1,916.2 |
1,482.6 |
433.6 |
23.3% |
22.8 |
1.2% |
88% |
True |
False |
1,553 |
| 80 |
1,916.2 |
1,475.9 |
440.3 |
23.6% |
22.0 |
1.2% |
88% |
True |
False |
1,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,287.2 |
|
2.618 |
2,144.8 |
|
1.618 |
2,057.5 |
|
1.000 |
2,003.5 |
|
0.618 |
1,970.2 |
|
HIGH |
1,916.2 |
|
0.618 |
1,882.9 |
|
0.500 |
1,872.6 |
|
0.382 |
1,862.2 |
|
LOW |
1,828.9 |
|
0.618 |
1,774.9 |
|
1.000 |
1,741.6 |
|
1.618 |
1,687.6 |
|
2.618 |
1,600.3 |
|
4.250 |
1,457.9 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,872.6 |
1,871.9 |
| PP |
1,869.4 |
1,868.9 |
| S1 |
1,866.3 |
1,866.0 |
|