| 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 |
2,135.0 |
2,197.0 |
62.0 |
2.9% |
2,338.0 |
| High |
2,227.0 |
2,240.0 |
13.0 |
0.6% |
2,355.0 |
| Low |
2,119.0 |
2,172.0 |
53.0 |
2.5% |
2,113.0 |
| Close |
2,171.0 |
2,234.0 |
63.0 |
2.9% |
2,138.0 |
| Range |
108.0 |
68.0 |
-40.0 |
-37.0% |
242.0 |
| ATR |
106.0 |
103.3 |
-2.6 |
-2.5% |
0.0 |
| Volume |
1,317,103 |
1,322,329 |
5,226 |
0.4% |
7,863,336 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,419.3 |
2,394.7 |
2,271.4 |
|
| R3 |
2,351.3 |
2,326.7 |
2,252.7 |
|
| R2 |
2,283.3 |
2,283.3 |
2,246.5 |
|
| R1 |
2,258.7 |
2,258.7 |
2,240.2 |
2,271.0 |
| PP |
2,215.3 |
2,215.3 |
2,215.3 |
2,221.5 |
| S1 |
2,190.7 |
2,190.7 |
2,227.8 |
2,203.0 |
| S2 |
2,147.3 |
2,147.3 |
2,221.5 |
|
| S3 |
2,079.3 |
2,122.7 |
2,215.3 |
|
| S4 |
2,011.3 |
2,054.7 |
2,196.6 |
|
|
| 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 |
10.8% |
94.8 |
4.2% |
50% |
False |
False |
1,656,645 |
| 10 |
2,355.0 |
2,070.0 |
285.0 |
12.8% |
116.3 |
5.2% |
58% |
False |
False |
2,017,900 |
| 20 |
2,737.0 |
2,070.0 |
667.0 |
29.9% |
118.8 |
5.3% |
25% |
False |
False |
2,312,935 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
36.8% |
87.1 |
3.9% |
20% |
False |
False |
1,833,389 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
36.8% |
75.2 |
3.4% |
20% |
False |
False |
1,482,651 |
| 80 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
67.4 |
3.0% |
18% |
False |
False |
1,117,289 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
60.7 |
2.7% |
18% |
False |
False |
898,182 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
40.5% |
59.0 |
2.6% |
18% |
False |
False |
750,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,529.0 |
|
2.618 |
2,418.0 |
|
1.618 |
2,350.0 |
|
1.000 |
2,308.0 |
|
0.618 |
2,282.0 |
|
HIGH |
2,240.0 |
|
0.618 |
2,214.0 |
|
0.500 |
2,206.0 |
|
0.382 |
2,198.0 |
|
LOW |
2,172.0 |
|
0.618 |
2,130.0 |
|
1.000 |
2,104.0 |
|
1.618 |
2,062.0 |
|
2.618 |
1,994.0 |
|
4.250 |
1,883.0 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.7 |
2,214.8 |
| PP |
2,215.3 |
2,195.7 |
| S1 |
2,206.0 |
2,176.5 |
|