| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,791.9 |
1,839.7 |
47.8 |
2.7% |
1,862.5 |
| High |
1,843.9 |
1,842.9 |
-1.0 |
-0.1% |
1,916.2 |
| Low |
1,789.0 |
1,815.9 |
26.9 |
1.5% |
1,708.4 |
| Close |
1,831.3 |
1,833.3 |
2.0 |
0.1% |
1,798.8 |
| Range |
54.9 |
27.0 |
-27.9 |
-50.8% |
207.8 |
| ATR |
49.7 |
48.1 |
-1.6 |
-3.3% |
0.0 |
| Volume |
953 |
994 |
41 |
4.3% |
18,361 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,911.7 |
1,899.5 |
1,848.2 |
|
| R3 |
1,884.7 |
1,872.5 |
1,840.7 |
|
| R2 |
1,857.7 |
1,857.7 |
1,838.3 |
|
| R1 |
1,845.5 |
1,845.5 |
1,835.8 |
1,838.1 |
| PP |
1,830.7 |
1,830.7 |
1,830.7 |
1,827.0 |
| S1 |
1,818.5 |
1,818.5 |
1,830.8 |
1,811.1 |
| S2 |
1,803.7 |
1,803.7 |
1,828.4 |
|
| S3 |
1,776.7 |
1,791.5 |
1,825.9 |
|
| S4 |
1,749.7 |
1,764.5 |
1,818.5 |
|
|
| 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 |
1,843.9 |
1,708.4 |
135.5 |
7.4% |
56.9 |
3.1% |
92% |
False |
False |
1,706 |
| 10 |
1,916.2 |
1,708.4 |
207.8 |
11.3% |
61.2 |
3.3% |
60% |
False |
False |
3,211 |
| 20 |
1,916.2 |
1,645.0 |
271.2 |
14.8% |
51.3 |
2.8% |
69% |
False |
False |
4,002 |
| 40 |
1,916.2 |
1,526.1 |
390.1 |
21.3% |
35.0 |
1.9% |
79% |
False |
False |
2,483 |
| 60 |
1,916.2 |
1,482.6 |
433.6 |
23.7% |
28.1 |
1.5% |
81% |
False |
False |
1,756 |
| 80 |
1,916.2 |
1,477.1 |
439.1 |
24.0% |
24.7 |
1.3% |
81% |
False |
False |
1,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,957.7 |
|
2.618 |
1,913.6 |
|
1.618 |
1,886.6 |
|
1.000 |
1,869.9 |
|
0.618 |
1,859.6 |
|
HIGH |
1,842.9 |
|
0.618 |
1,832.6 |
|
0.500 |
1,829.4 |
|
0.382 |
1,826.2 |
|
LOW |
1,815.9 |
|
0.618 |
1,799.2 |
|
1.000 |
1,788.9 |
|
1.618 |
1,772.2 |
|
2.618 |
1,745.2 |
|
4.250 |
1,701.2 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,832.0 |
1,826.2 |
| PP |
1,830.7 |
1,819.1 |
| S1 |
1,829.4 |
1,812.0 |
|