| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,303.75 |
2,213.75 |
-90.00 |
-3.9% |
2,386.00 |
| High |
2,319.50 |
2,239.25 |
-80.25 |
-3.5% |
2,395.00 |
| Low |
2,195.00 |
2,128.75 |
-66.25 |
-3.0% |
2,128.75 |
| Close |
2,209.50 |
2,187.00 |
-22.50 |
-1.0% |
2,187.00 |
| Range |
124.50 |
110.50 |
-14.00 |
-11.2% |
266.25 |
| ATR |
52.70 |
56.83 |
4.13 |
7.8% |
0.00 |
| Volume |
536,231 |
563,742 |
27,511 |
5.1% |
2,245,608 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.50 |
2,462.25 |
2,247.75 |
|
| R3 |
2,406.00 |
2,351.75 |
2,217.50 |
|
| R2 |
2,295.50 |
2,295.50 |
2,207.25 |
|
| R1 |
2,241.25 |
2,241.25 |
2,197.25 |
2,213.00 |
| PP |
2,185.00 |
2,185.00 |
2,185.00 |
2,171.00 |
| S1 |
2,130.75 |
2,130.75 |
2,176.75 |
2,102.50 |
| S2 |
2,074.50 |
2,074.50 |
2,166.75 |
|
| S3 |
1,964.00 |
2,020.25 |
2,156.50 |
|
| S4 |
1,853.50 |
1,909.75 |
2,126.25 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.75 |
2,877.50 |
2,333.50 |
|
| R3 |
2,769.50 |
2,611.25 |
2,260.25 |
|
| R2 |
2,503.25 |
2,503.25 |
2,235.75 |
|
| R1 |
2,345.00 |
2,345.00 |
2,211.50 |
2,291.00 |
| PP |
2,237.00 |
2,237.00 |
2,237.00 |
2,210.00 |
| S1 |
2,078.75 |
2,078.75 |
2,162.50 |
2,024.75 |
| S2 |
1,970.75 |
1,970.75 |
2,138.25 |
|
| S3 |
1,704.50 |
1,812.50 |
2,113.75 |
|
| S4 |
1,438.25 |
1,546.25 |
2,040.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,395.00 |
2,128.75 |
266.25 |
12.2% |
88.00 |
4.0% |
22% |
False |
True |
449,121 |
| 10 |
2,435.50 |
2,128.75 |
306.75 |
14.0% |
67.50 |
3.1% |
19% |
False |
True |
357,734 |
| 20 |
2,435.50 |
2,128.75 |
306.75 |
14.0% |
54.75 |
2.5% |
19% |
False |
True |
309,070 |
| 40 |
2,435.50 |
2,128.75 |
306.75 |
14.0% |
46.75 |
2.1% |
19% |
False |
True |
292,452 |
| 60 |
2,435.50 |
2,128.75 |
306.75 |
14.0% |
42.00 |
1.9% |
19% |
False |
True |
197,222 |
| 80 |
2,435.50 |
2,128.75 |
306.75 |
14.0% |
38.50 |
1.8% |
19% |
False |
True |
147,976 |
| 100 |
2,435.50 |
2,128.75 |
306.75 |
14.0% |
37.25 |
1.7% |
19% |
False |
True |
118,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,709.00 |
|
2.618 |
2,528.50 |
|
1.618 |
2,418.00 |
|
1.000 |
2,349.75 |
|
0.618 |
2,307.50 |
|
HIGH |
2,239.25 |
|
0.618 |
2,197.00 |
|
0.500 |
2,184.00 |
|
0.382 |
2,171.00 |
|
LOW |
2,128.75 |
|
0.618 |
2,060.50 |
|
1.000 |
2,018.25 |
|
1.618 |
1,950.00 |
|
2.618 |
1,839.50 |
|
4.250 |
1,659.00 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,186.00 |
2,224.00 |
| PP |
2,185.00 |
2,211.75 |
| S1 |
2,184.00 |
2,199.50 |
|