| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,215.0 |
2,223.0 |
8.0 |
0.4% |
2,135.0 |
| High |
2,221.0 |
2,258.0 |
37.0 |
1.7% |
2,273.0 |
| Low |
2,137.0 |
2,209.0 |
72.0 |
3.4% |
2,119.0 |
| Close |
2,199.0 |
2,258.0 |
59.0 |
2.7% |
2,199.0 |
| Range |
84.0 |
49.0 |
-35.0 |
-41.7% |
154.0 |
| ATR |
98.8 |
96.0 |
-2.8 |
-2.9% |
0.0 |
| Volume |
1,396,686 |
595,673 |
-801,013 |
-57.4% |
6,863,522 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,388.7 |
2,372.3 |
2,285.0 |
|
| R3 |
2,339.7 |
2,323.3 |
2,271.5 |
|
| R2 |
2,290.7 |
2,290.7 |
2,267.0 |
|
| R1 |
2,274.3 |
2,274.3 |
2,262.5 |
2,282.5 |
| PP |
2,241.7 |
2,241.7 |
2,241.7 |
2,245.8 |
| S1 |
2,225.3 |
2,225.3 |
2,253.5 |
2,233.5 |
| S2 |
2,192.7 |
2,192.7 |
2,249.0 |
|
| S3 |
2,143.7 |
2,176.3 |
2,244.5 |
|
| S4 |
2,094.7 |
2,127.3 |
2,231.1 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,659.0 |
2,583.0 |
2,283.7 |
|
| R3 |
2,505.0 |
2,429.0 |
2,241.4 |
|
| R2 |
2,351.0 |
2,351.0 |
2,227.2 |
|
| R1 |
2,275.0 |
2,275.0 |
2,213.1 |
2,313.0 |
| PP |
2,197.0 |
2,197.0 |
2,197.0 |
2,216.0 |
| S1 |
2,121.0 |
2,121.0 |
2,184.9 |
2,159.0 |
| S2 |
2,043.0 |
2,043.0 |
2,170.8 |
|
| S3 |
1,889.0 |
1,967.0 |
2,156.7 |
|
| S4 |
1,735.0 |
1,813.0 |
2,114.3 |
|
|
| 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 |
2,137.0 |
136.0 |
6.0% |
71.6 |
3.2% |
89% |
False |
False |
1,228,418 |
| 10 |
2,355.0 |
2,113.0 |
242.0 |
10.7% |
84.7 |
3.8% |
60% |
False |
False |
1,421,276 |
| 20 |
2,599.0 |
2,070.0 |
529.0 |
23.4% |
117.3 |
5.2% |
36% |
False |
False |
2,258,586 |
| 40 |
2,882.0 |
2,070.0 |
812.0 |
36.0% |
88.8 |
3.9% |
23% |
False |
False |
1,820,953 |
| 60 |
2,893.0 |
2,070.0 |
823.0 |
36.4% |
76.5 |
3.4% |
23% |
False |
False |
1,562,348 |
| 80 |
2,933.0 |
2,070.0 |
863.0 |
38.2% |
68.9 |
3.1% |
22% |
False |
False |
1,173,717 |
| 100 |
2,975.0 |
2,070.0 |
905.0 |
40.1% |
62.5 |
2.8% |
21% |
False |
False |
946,370 |
| 120 |
2,975.0 |
2,070.0 |
905.0 |
40.1% |
59.7 |
2.6% |
21% |
False |
False |
790,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,466.3 |
|
2.618 |
2,386.3 |
|
1.618 |
2,337.3 |
|
1.000 |
2,307.0 |
|
0.618 |
2,288.3 |
|
HIGH |
2,258.0 |
|
0.618 |
2,239.3 |
|
0.500 |
2,233.5 |
|
0.382 |
2,227.7 |
|
LOW |
2,209.0 |
|
0.618 |
2,178.7 |
|
1.000 |
2,160.0 |
|
1.618 |
2,129.7 |
|
2.618 |
2,080.7 |
|
4.250 |
2,000.8 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.8 |
2,240.3 |
| PP |
2,241.7 |
2,222.7 |
| S1 |
2,233.5 |
2,205.0 |
|