| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,295.0 |
2,179.0 |
-116.0 |
-5.1% |
2,338.0 |
| High |
2,306.0 |
2,201.0 |
-105.0 |
-4.6% |
2,355.0 |
| Low |
2,172.0 |
2,113.0 |
-59.0 |
-2.7% |
2,113.0 |
| Close |
2,201.0 |
2,138.0 |
-63.0 |
-2.9% |
2,138.0 |
| Range |
134.0 |
88.0 |
-46.0 |
-34.3% |
242.0 |
| ATR |
107.2 |
105.8 |
-1.4 |
-1.3% |
0.0 |
| Volume |
2,073,532 |
2,237,595 |
164,063 |
7.9% |
7,863,336 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.7 |
2,364.3 |
2,186.4 |
|
| R3 |
2,326.7 |
2,276.3 |
2,162.2 |
|
| R2 |
2,238.7 |
2,238.7 |
2,154.1 |
|
| R1 |
2,188.3 |
2,188.3 |
2,146.1 |
2,169.5 |
| PP |
2,150.7 |
2,150.7 |
2,150.7 |
2,141.3 |
| S1 |
2,100.3 |
2,100.3 |
2,129.9 |
2,081.5 |
| S2 |
2,062.7 |
2,062.7 |
2,121.9 |
|
| S3 |
1,974.7 |
2,012.3 |
2,113.8 |
|
| S4 |
1,886.7 |
1,924.3 |
2,089.6 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,928.0 |
2,775.0 |
2,271.1 |
|
| R3 |
2,686.0 |
2,533.0 |
2,204.6 |
|
| R2 |
2,444.0 |
2,444.0 |
2,182.4 |
|
| R1 |
2,291.0 |
2,291.0 |
2,160.2 |
2,246.5 |
| PP |
2,202.0 |
2,202.0 |
2,202.0 |
2,179.8 |
| S1 |
2,049.0 |
2,049.0 |
2,115.8 |
2,004.5 |
| S2 |
1,960.0 |
1,960.0 |
2,093.6 |
|
| S3 |
1,718.0 |
1,807.0 |
2,071.5 |
|
| S4 |
1,476.0 |
1,565.0 |
2,004.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,355.0 |
2,113.0 |
242.0 |
11.3% |
84.8 |
4.0% |
10% |
False |
True |
1,572,667 |
| 10 |
2,431.0 |
2,070.0 |
361.0 |
16.9% |
138.9 |
6.5% |
19% |
False |
False |
2,531,397 |
| 20 |
2,767.0 |
2,070.0 |
697.0 |
32.6% |
113.5 |
5.3% |
10% |
False |
False |
2,276,920 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
38.5% |
85.7 |
4.0% |
8% |
False |
False |
1,833,700 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
38.5% |
73.4 |
3.4% |
8% |
False |
False |
1,438,752 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
42.3% |
65.8 |
3.1% |
8% |
False |
False |
1,084,316 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
42.3% |
59.6 |
2.8% |
8% |
False |
False |
871,790 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
42.3% |
58.4 |
2.7% |
8% |
False |
False |
729,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,575.0 |
|
2.618 |
2,431.4 |
|
1.618 |
2,343.4 |
|
1.000 |
2,289.0 |
|
0.618 |
2,255.4 |
|
HIGH |
2,201.0 |
|
0.618 |
2,167.4 |
|
0.500 |
2,157.0 |
|
0.382 |
2,146.6 |
|
LOW |
2,113.0 |
|
0.618 |
2,058.6 |
|
1.000 |
2,025.0 |
|
1.618 |
1,970.6 |
|
2.618 |
1,882.6 |
|
4.250 |
1,739.0 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,157.0 |
2,234.0 |
| PP |
2,150.7 |
2,202.0 |
| S1 |
2,144.3 |
2,170.0 |
|