| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
9,120 |
9,120 |
0 |
0.0% |
9,150 |
| High |
9,155 |
9,150 |
-5 |
-0.1% |
9,260 |
| Low |
8,995 |
9,005 |
10 |
0.1% |
8,660 |
| Close |
9,070 |
9,045 |
-25 |
-0.3% |
9,050 |
| Range |
160 |
145 |
-15 |
-9.4% |
600 |
| ATR |
255 |
247 |
-8 |
-3.1% |
0 |
| Volume |
7,212 |
8,698 |
1,486 |
20.6% |
134,588 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,502 |
9,418 |
9,125 |
|
| R3 |
9,357 |
9,273 |
9,085 |
|
| R2 |
9,212 |
9,212 |
9,072 |
|
| R1 |
9,128 |
9,128 |
9,058 |
9,098 |
| PP |
9,067 |
9,067 |
9,067 |
9,051 |
| S1 |
8,983 |
8,983 |
9,032 |
8,953 |
| S2 |
8,922 |
8,922 |
9,019 |
|
| S3 |
8,777 |
8,838 |
9,005 |
|
| S4 |
8,632 |
8,693 |
8,965 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,790 |
10,520 |
9,380 |
|
| R3 |
10,190 |
9,920 |
9,215 |
|
| R2 |
9,590 |
9,590 |
9,160 |
|
| R1 |
9,320 |
9,320 |
9,105 |
9,155 |
| PP |
8,990 |
8,990 |
8,990 |
8,908 |
| S1 |
8,720 |
8,720 |
8,995 |
8,555 |
| S2 |
8,390 |
8,390 |
8,940 |
|
| S3 |
7,790 |
8,120 |
8,885 |
|
| S4 |
7,190 |
7,520 |
8,720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,165 |
8,780 |
385 |
4.3% |
212 |
2.3% |
69% |
False |
False |
11,031 |
| 10 |
9,780 |
8,660 |
1,120 |
12.4% |
341 |
3.8% |
34% |
False |
False |
20,922 |
| 20 |
10,190 |
8,660 |
1,530 |
16.9% |
249 |
2.7% |
25% |
False |
False |
15,358 |
| 40 |
10,255 |
8,660 |
1,595 |
17.6% |
208 |
2.3% |
24% |
False |
False |
12,250 |
| 60 |
10,255 |
8,660 |
1,595 |
17.6% |
183 |
2.0% |
24% |
False |
False |
9,976 |
| 80 |
10,255 |
8,660 |
1,595 |
17.6% |
145 |
1.6% |
24% |
False |
False |
7,485 |
| 100 |
10,255 |
8,660 |
1,595 |
17.6% |
116 |
1.3% |
24% |
False |
False |
5,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,766 |
|
2.618 |
9,530 |
|
1.618 |
9,385 |
|
1.000 |
9,295 |
|
0.618 |
9,240 |
|
HIGH |
9,150 |
|
0.618 |
9,095 |
|
0.500 |
9,078 |
|
0.382 |
9,061 |
|
LOW |
9,005 |
|
0.618 |
8,916 |
|
1.000 |
8,860 |
|
1.618 |
8,771 |
|
2.618 |
8,626 |
|
4.250 |
8,389 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
9,078 |
9,080 |
| PP |
9,067 |
9,068 |
| S1 |
9,056 |
9,057 |
|