| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
11,893.86 |
11,383.98 |
-509.88 |
-4.3% |
12,144.22 |
| High |
11,893.94 |
11,555.41 |
-338.53 |
-2.8% |
12,282.42 |
| Low |
11,372.14 |
11,139.00 |
-233.14 |
-2.1% |
11,139.00 |
| Close |
11,383.68 |
11,444.61 |
60.93 |
0.5% |
11,444.61 |
| Range |
521.80 |
416.41 |
-105.39 |
-20.2% |
1,143.42 |
| ATR |
192.49 |
208.48 |
15.99 |
8.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,628.90 |
12,453.17 |
11,673.64 |
|
| R3 |
12,212.49 |
12,036.76 |
11,559.12 |
|
| R2 |
11,796.08 |
11,796.08 |
11,520.95 |
|
| R1 |
11,620.35 |
11,620.35 |
11,482.78 |
11,708.22 |
| PP |
11,379.67 |
11,379.67 |
11,379.67 |
11,423.61 |
| S1 |
11,203.94 |
11,203.94 |
11,406.44 |
11,291.81 |
| S2 |
10,963.26 |
10,963.26 |
11,368.27 |
|
| S3 |
10,546.85 |
10,787.53 |
11,330.10 |
|
| S4 |
10,130.44 |
10,371.12 |
11,215.58 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,052.27 |
14,391.86 |
12,073.49 |
|
| R3 |
13,908.85 |
13,248.44 |
11,759.05 |
|
| R2 |
12,765.43 |
12,765.43 |
11,654.24 |
|
| R1 |
12,105.02 |
12,105.02 |
11,549.42 |
11,863.52 |
| PP |
11,622.01 |
11,622.01 |
11,622.01 |
11,501.26 |
| S1 |
10,961.60 |
10,961.60 |
11,339.80 |
10,720.10 |
| S2 |
10,478.59 |
10,478.59 |
11,234.98 |
|
| S3 |
9,335.17 |
9,818.18 |
11,130.17 |
|
| S4 |
8,191.75 |
8,674.76 |
10,815.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,282.42 |
11,139.00 |
1,143.42 |
10.0% |
338.37 |
3.0% |
27% |
False |
True |
|
| 10 |
12,679.95 |
11,139.00 |
1,540.95 |
13.5% |
246.66 |
2.2% |
20% |
False |
True |
|
| 20 |
12,751.43 |
11,139.00 |
1,612.43 |
14.1% |
197.25 |
1.7% |
19% |
False |
True |
|
| 40 |
12,753.89 |
11,139.00 |
1,614.89 |
14.1% |
169.66 |
1.5% |
19% |
False |
True |
|
| 60 |
12,753.89 |
11,139.00 |
1,614.89 |
14.1% |
157.21 |
1.4% |
19% |
False |
True |
|
| 80 |
12,876.00 |
11,139.00 |
1,737.00 |
15.2% |
149.27 |
1.3% |
18% |
False |
True |
|
| 100 |
12,876.00 |
11,139.00 |
1,737.00 |
15.2% |
143.01 |
1.2% |
18% |
False |
True |
|
| 120 |
12,876.00 |
11,139.00 |
1,737.00 |
15.2% |
144.62 |
1.3% |
18% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,325.15 |
|
2.618 |
12,645.57 |
|
1.618 |
12,229.16 |
|
1.000 |
11,971.82 |
|
0.618 |
11,812.75 |
|
HIGH |
11,555.41 |
|
0.618 |
11,396.34 |
|
0.500 |
11,347.21 |
|
0.382 |
11,298.07 |
|
LOW |
11,139.00 |
|
0.618 |
10,881.66 |
|
1.000 |
10,722.59 |
|
1.618 |
10,465.25 |
|
2.618 |
10,048.84 |
|
4.250 |
9,369.26 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,412.14 |
11,521.96 |
| PP |
11,379.67 |
11,496.17 |
| S1 |
11,347.21 |
11,470.39 |
|