| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,215.0 |
2,240.0 |
25.0 |
1.1% |
2,338.0 |
| High |
2,259.0 |
2,273.0 |
14.0 |
0.6% |
2,355.0 |
| Low |
2,188.0 |
2,187.0 |
-1.0 |
0.0% |
2,113.0 |
| Close |
2,250.0 |
2,194.0 |
-56.0 |
-2.5% |
2,138.0 |
| Range |
71.0 |
86.0 |
15.0 |
21.1% |
242.0 |
| ATR |
101.0 |
100.0 |
-1.1 |
-1.1% |
0.0 |
| Volume |
1,226,036 |
1,601,368 |
375,332 |
30.6% |
7,863,336 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.0 |
2,421.0 |
2,241.3 |
|
| R3 |
2,390.0 |
2,335.0 |
2,217.7 |
|
| R2 |
2,304.0 |
2,304.0 |
2,209.8 |
|
| R1 |
2,249.0 |
2,249.0 |
2,201.9 |
2,233.5 |
| PP |
2,218.0 |
2,218.0 |
2,218.0 |
2,210.3 |
| S1 |
2,163.0 |
2,163.0 |
2,186.1 |
2,147.5 |
| S2 |
2,132.0 |
2,132.0 |
2,178.2 |
|
| S3 |
2,046.0 |
2,077.0 |
2,170.4 |
|
| S4 |
1,960.0 |
1,991.0 |
2,146.7 |
|
|
| 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 |
2,273.0 |
2,113.0 |
160.0 |
7.3% |
84.2 |
3.8% |
51% |
True |
False |
1,540,886 |
| 10 |
2,355.0 |
2,113.0 |
242.0 |
11.0% |
91.4 |
4.2% |
33% |
False |
False |
1,562,553 |
| 20 |
2,712.0 |
2,070.0 |
642.0 |
29.3% |
120.4 |
5.5% |
19% |
False |
False |
2,328,666 |
| 40 |
2,893.0 |
2,070.0 |
823.0 |
37.5% |
88.2 |
4.0% |
15% |
False |
False |
1,832,589 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
37.5% |
75.7 |
3.4% |
15% |
False |
False |
1,529,221 |
| 80 |
2,958.0 |
2,070.0 |
888.0 |
40.5% |
68.6 |
3.1% |
14% |
False |
False |
1,150,436 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
41.2% |
61.6 |
2.8% |
14% |
False |
False |
926,453 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
41.2% |
59.4 |
2.7% |
14% |
False |
False |
774,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.5 |
|
2.618 |
2,498.1 |
|
1.618 |
2,412.1 |
|
1.000 |
2,359.0 |
|
0.618 |
2,326.1 |
|
HIGH |
2,273.0 |
|
0.618 |
2,240.1 |
|
0.500 |
2,230.0 |
|
0.382 |
2,219.9 |
|
LOW |
2,187.0 |
|
0.618 |
2,133.9 |
|
1.000 |
2,101.0 |
|
1.618 |
2,047.9 |
|
2.618 |
1,961.9 |
|
4.250 |
1,821.5 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,230.0 |
2,222.5 |
| PP |
2,218.0 |
2,213.0 |
| S1 |
2,206.0 |
2,203.5 |
|