| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
9,300 |
9,150 |
-150 |
-1.6% |
9,880 |
| High |
9,450 |
9,260 |
-190 |
-2.0% |
10,050 |
| Low |
9,115 |
8,705 |
-410 |
-4.5% |
9,115 |
| Close |
9,340 |
8,745 |
-595 |
-6.4% |
9,340 |
| Range |
335 |
555 |
220 |
65.7% |
935 |
| ATR |
200 |
231 |
31 |
15.5% |
0 |
| Volume |
30,403 |
37,654 |
7,251 |
23.8% |
93,927 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,568 |
10,212 |
9,050 |
|
| R3 |
10,013 |
9,657 |
8,898 |
|
| R2 |
9,458 |
9,458 |
8,847 |
|
| R1 |
9,102 |
9,102 |
8,796 |
9,003 |
| PP |
8,903 |
8,903 |
8,903 |
8,854 |
| S1 |
8,547 |
8,547 |
8,694 |
8,448 |
| S2 |
8,348 |
8,348 |
8,643 |
|
| S3 |
7,793 |
7,992 |
8,593 |
|
| S4 |
7,238 |
7,437 |
8,440 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,307 |
11,758 |
9,854 |
|
| R3 |
11,372 |
10,823 |
9,597 |
|
| R2 |
10,437 |
10,437 |
9,512 |
|
| R1 |
9,888 |
9,888 |
9,426 |
9,695 |
| PP |
9,502 |
9,502 |
9,502 |
9,405 |
| S1 |
8,953 |
8,953 |
9,254 |
8,760 |
| S2 |
8,567 |
8,567 |
9,169 |
|
| S3 |
7,632 |
8,018 |
9,083 |
|
| S4 |
6,697 |
7,083 |
8,826 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,885 |
8,705 |
1,180 |
13.5% |
354 |
4.0% |
3% |
False |
True |
23,586 |
| 10 |
10,155 |
8,705 |
1,450 |
16.6% |
261 |
3.0% |
3% |
False |
True |
16,362 |
| 20 |
10,190 |
8,705 |
1,485 |
17.0% |
218 |
2.5% |
3% |
False |
True |
12,920 |
| 40 |
10,255 |
8,705 |
1,550 |
17.7% |
184 |
2.1% |
3% |
False |
True |
10,450 |
| 60 |
10,255 |
8,705 |
1,550 |
17.7% |
154 |
1.8% |
3% |
False |
True |
8,005 |
| 80 |
10,255 |
8,705 |
1,550 |
17.7% |
120 |
1.4% |
3% |
False |
True |
6,005 |
| 100 |
10,255 |
8,705 |
1,550 |
17.7% |
101 |
1.2% |
3% |
False |
True |
4,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,619 |
|
2.618 |
10,713 |
|
1.618 |
10,158 |
|
1.000 |
9,815 |
|
0.618 |
9,603 |
|
HIGH |
9,260 |
|
0.618 |
9,048 |
|
0.500 |
8,983 |
|
0.382 |
8,917 |
|
LOW |
8,705 |
|
0.618 |
8,362 |
|
1.000 |
8,150 |
|
1.618 |
7,807 |
|
2.618 |
7,252 |
|
4.250 |
6,346 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,983 |
9,243 |
| PP |
8,903 |
9,077 |
| S1 |
8,824 |
8,911 |
|