| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
8,765 |
8,650 |
-115 |
-1.3% |
9,040 |
| High |
8,800 |
8,780 |
-20 |
-0.2% |
9,165 |
| Low |
8,600 |
8,600 |
0 |
0.0% |
8,600 |
| Close |
8,635 |
8,670 |
35 |
0.4% |
8,635 |
| Range |
200 |
180 |
-20 |
-10.0% |
565 |
| ATR |
252 |
247 |
-5 |
-2.0% |
0 |
| Volume |
12,976 |
9,137 |
-3,839 |
-29.6% |
52,107 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,223 |
9,127 |
8,769 |
|
| R3 |
9,043 |
8,947 |
8,720 |
|
| R2 |
8,863 |
8,863 |
8,703 |
|
| R1 |
8,767 |
8,767 |
8,687 |
8,815 |
| PP |
8,683 |
8,683 |
8,683 |
8,708 |
| S1 |
8,587 |
8,587 |
8,654 |
8,635 |
| S2 |
8,503 |
8,503 |
8,637 |
|
| S3 |
8,323 |
8,407 |
8,621 |
|
| S4 |
8,143 |
8,227 |
8,571 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,495 |
10,130 |
8,946 |
|
| R3 |
9,930 |
9,565 |
8,791 |
|
| R2 |
9,365 |
9,365 |
8,739 |
|
| R1 |
9,000 |
9,000 |
8,687 |
8,900 |
| PP |
8,800 |
8,800 |
8,800 |
8,750 |
| S1 |
8,435 |
8,435 |
8,583 |
8,335 |
| S2 |
8,235 |
8,235 |
8,532 |
|
| S3 |
7,670 |
7,870 |
8,480 |
|
| S4 |
7,105 |
7,305 |
8,324 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,155 |
8,600 |
555 |
6.4% |
211 |
2.4% |
13% |
False |
True |
11,139 |
| 10 |
9,205 |
8,600 |
605 |
7.0% |
278 |
3.2% |
12% |
False |
True |
15,817 |
| 20 |
10,155 |
8,600 |
1,555 |
17.9% |
269 |
3.1% |
5% |
False |
True |
16,090 |
| 40 |
10,255 |
8,600 |
1,655 |
19.1% |
216 |
2.5% |
4% |
False |
True |
12,576 |
| 60 |
10,255 |
8,600 |
1,655 |
19.1% |
194 |
2.2% |
4% |
False |
True |
10,638 |
| 80 |
10,255 |
8,600 |
1,655 |
19.1% |
153 |
1.8% |
4% |
False |
True |
7,982 |
| 100 |
10,255 |
8,600 |
1,655 |
19.1% |
123 |
1.4% |
4% |
False |
True |
6,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,545 |
|
2.618 |
9,251 |
|
1.618 |
9,071 |
|
1.000 |
8,960 |
|
0.618 |
8,891 |
|
HIGH |
8,780 |
|
0.618 |
8,711 |
|
0.500 |
8,690 |
|
0.382 |
8,669 |
|
LOW |
8,600 |
|
0.618 |
8,489 |
|
1.000 |
8,420 |
|
1.618 |
8,309 |
|
2.618 |
8,129 |
|
4.250 |
7,835 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
8,690 |
8,825 |
| PP |
8,683 |
8,773 |
| S1 |
8,677 |
8,722 |
|