| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,750.0 |
1,770.0 |
20.0 |
1.1% |
1,862.5 |
| High |
1,778.4 |
1,833.1 |
54.7 |
3.1% |
1,916.2 |
| Low |
1,708.4 |
1,762.0 |
53.6 |
3.1% |
1,708.4 |
| Close |
1,764.7 |
1,798.8 |
34.1 |
1.9% |
1,798.8 |
| Range |
70.0 |
71.1 |
1.1 |
1.6% |
207.8 |
| ATR |
46.6 |
48.4 |
1.7 |
3.8% |
0.0 |
| Volume |
3,324 |
2,105 |
-1,219 |
-36.7% |
18,361 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,011.3 |
1,976.1 |
1,837.9 |
|
| R3 |
1,940.2 |
1,905.0 |
1,818.4 |
|
| R2 |
1,869.1 |
1,869.1 |
1,811.8 |
|
| R1 |
1,833.9 |
1,833.9 |
1,805.3 |
1,851.5 |
| PP |
1,798.0 |
1,798.0 |
1,798.0 |
1,806.8 |
| S1 |
1,762.8 |
1,762.8 |
1,792.3 |
1,780.4 |
| S2 |
1,726.9 |
1,726.9 |
1,785.8 |
|
| S3 |
1,655.8 |
1,691.7 |
1,779.2 |
|
| S4 |
1,584.7 |
1,620.6 |
1,759.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.2 |
2,322.8 |
1,913.1 |
|
| R3 |
2,223.4 |
2,115.0 |
1,855.9 |
|
| R2 |
2,015.6 |
2,015.6 |
1,836.9 |
|
| R1 |
1,907.2 |
1,907.2 |
1,817.8 |
1,857.5 |
| PP |
1,807.8 |
1,807.8 |
1,807.8 |
1,783.0 |
| S1 |
1,699.4 |
1,699.4 |
1,779.8 |
1,649.7 |
| S2 |
1,600.0 |
1,600.0 |
1,760.7 |
|
| S3 |
1,392.2 |
1,491.6 |
1,741.7 |
|
| S4 |
1,184.4 |
1,283.8 |
1,684.5 |
|
|
| 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 |
1,708.4 |
207.8 |
11.6% |
74.0 |
4.1% |
44% |
False |
False |
3,672 |
| 10 |
1,916.2 |
1,708.4 |
207.8 |
11.6% |
54.2 |
3.0% |
44% |
False |
False |
3,380 |
| 20 |
1,916.2 |
1,612.5 |
303.7 |
16.9% |
48.4 |
2.7% |
61% |
False |
False |
4,231 |
| 40 |
1,916.2 |
1,482.6 |
433.6 |
24.1% |
33.2 |
1.8% |
73% |
False |
False |
2,460 |
| 60 |
1,916.2 |
1,482.6 |
433.6 |
24.1% |
26.1 |
1.4% |
73% |
False |
False |
1,712 |
| 80 |
1,916.2 |
1,475.9 |
440.3 |
24.5% |
24.0 |
1.3% |
73% |
False |
False |
1,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.3 |
|
2.618 |
2,019.2 |
|
1.618 |
1,948.1 |
|
1.000 |
1,904.2 |
|
0.618 |
1,877.0 |
|
HIGH |
1,833.1 |
|
0.618 |
1,805.9 |
|
0.500 |
1,797.6 |
|
0.382 |
1,789.2 |
|
LOW |
1,762.0 |
|
0.618 |
1,718.1 |
|
1.000 |
1,690.9 |
|
1.618 |
1,647.0 |
|
2.618 |
1,575.9 |
|
4.250 |
1,459.8 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,798.4 |
1,793.6 |
| PP |
1,798.0 |
1,788.3 |
| S1 |
1,797.6 |
1,783.1 |
|