| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
6,081.5 |
5,748.0 |
-333.5 |
-5.5% |
7,260.0 |
| High |
6,283.5 |
6,034.5 |
-249.0 |
-4.0% |
7,299.0 |
| Low |
5,717.5 |
5,497.5 |
-220.0 |
-3.8% |
6,125.0 |
| Close |
5,962.5 |
6,020.0 |
57.5 |
1.0% |
6,257.5 |
| Range |
566.0 |
537.0 |
-29.0 |
-5.1% |
1,174.0 |
| ATR |
223.2 |
245.6 |
22.4 |
10.0% |
0.0 |
| Volume |
357,265 |
390,450 |
33,185 |
9.3% |
1,361,668 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,461.7 |
7,277.8 |
6,315.4 |
|
| R3 |
6,924.7 |
6,740.8 |
6,167.7 |
|
| R2 |
6,387.7 |
6,387.7 |
6,118.5 |
|
| R1 |
6,203.8 |
6,203.8 |
6,069.2 |
6,295.8 |
| PP |
5,850.7 |
5,850.7 |
5,850.7 |
5,896.6 |
| S1 |
5,666.8 |
5,666.8 |
5,970.8 |
5,758.8 |
| S2 |
5,313.7 |
5,313.7 |
5,921.6 |
|
| S3 |
4,776.7 |
5,129.8 |
5,872.3 |
|
| S4 |
4,239.7 |
4,592.8 |
5,724.7 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,082.5 |
9,344.0 |
6,903.2 |
|
| R3 |
8,908.5 |
8,170.0 |
6,580.4 |
|
| R2 |
7,734.5 |
7,734.5 |
6,472.7 |
|
| R1 |
6,996.0 |
6,996.0 |
6,365.1 |
6,778.3 |
| PP |
6,560.5 |
6,560.5 |
6,560.5 |
6,451.6 |
| S1 |
5,822.0 |
5,822.0 |
6,149.9 |
5,604.3 |
| S2 |
5,386.5 |
5,386.5 |
6,042.3 |
|
| S3 |
4,212.5 |
4,648.0 |
5,934.7 |
|
| S4 |
3,038.5 |
3,474.0 |
5,611.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,797.5 |
5,497.5 |
1,300.0 |
21.6% |
433.2 |
7.2% |
40% |
False |
True |
334,006 |
| 10 |
7,362.0 |
5,497.5 |
1,864.5 |
31.0% |
324.6 |
5.4% |
28% |
False |
True |
255,709 |
| 20 |
7,399.0 |
5,497.5 |
1,901.5 |
31.6% |
219.7 |
3.6% |
27% |
False |
True |
198,134 |
| 40 |
7,547.0 |
5,497.5 |
2,049.5 |
34.0% |
170.8 |
2.8% |
25% |
False |
True |
161,683 |
| 60 |
7,547.0 |
5,497.5 |
2,049.5 |
34.0% |
150.5 |
2.5% |
25% |
False |
True |
108,332 |
| 80 |
7,650.0 |
5,497.5 |
2,152.5 |
35.8% |
139.1 |
2.3% |
24% |
False |
True |
81,347 |
| 100 |
7,650.0 |
5,497.5 |
2,152.5 |
35.8% |
126.7 |
2.1% |
24% |
False |
True |
65,181 |
| 120 |
7,650.0 |
5,497.5 |
2,152.5 |
35.8% |
124.2 |
2.1% |
24% |
False |
True |
54,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,316.8 |
|
2.618 |
7,440.4 |
|
1.618 |
6,903.4 |
|
1.000 |
6,571.5 |
|
0.618 |
6,366.4 |
|
HIGH |
6,034.5 |
|
0.618 |
5,829.4 |
|
0.500 |
5,766.0 |
|
0.382 |
5,702.6 |
|
LOW |
5,497.5 |
|
0.618 |
5,165.6 |
|
1.000 |
4,960.5 |
|
1.618 |
4,628.6 |
|
2.618 |
4,091.6 |
|
4.250 |
3,215.3 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,935.3 |
6,004.5 |
| PP |
5,850.7 |
5,989.0 |
| S1 |
5,766.0 |
5,973.5 |
|