| 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 |
2,213.75 |
2,145.00 |
-68.75 |
-3.1% |
2,386.00 |
| High |
2,239.25 |
2,170.75 |
-68.50 |
-3.1% |
2,395.00 |
| Low |
2,128.75 |
2,031.50 |
-97.25 |
-4.6% |
2,128.75 |
| Close |
2,187.00 |
2,038.00 |
-149.00 |
-6.8% |
2,187.00 |
| Range |
110.50 |
139.25 |
28.75 |
26.0% |
266.25 |
| ATR |
56.83 |
63.88 |
7.05 |
12.4% |
0.00 |
| Volume |
563,742 |
731,047 |
167,305 |
29.7% |
2,245,608 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.75 |
2,407.25 |
2,114.50 |
|
| R3 |
2,358.50 |
2,268.00 |
2,076.25 |
|
| R2 |
2,219.25 |
2,219.25 |
2,063.50 |
|
| R1 |
2,128.75 |
2,128.75 |
2,050.75 |
2,104.50 |
| PP |
2,080.00 |
2,080.00 |
2,080.00 |
2,068.00 |
| S1 |
1,989.50 |
1,989.50 |
2,025.25 |
1,965.00 |
| S2 |
1,940.75 |
1,940.75 |
2,012.50 |
|
| S3 |
1,801.50 |
1,850.25 |
1,999.75 |
|
| S4 |
1,662.25 |
1,711.00 |
1,961.50 |
|
|
| 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 |
2,355.25 |
2,031.50 |
323.75 |
15.9% |
101.00 |
5.0% |
2% |
False |
True |
524,000 |
| 10 |
2,435.50 |
2,031.50 |
404.00 |
19.8% |
76.00 |
3.7% |
2% |
False |
True |
411,322 |
| 20 |
2,435.50 |
2,031.50 |
404.00 |
19.8% |
59.00 |
2.9% |
2% |
False |
True |
331,619 |
| 40 |
2,435.50 |
2,031.50 |
404.00 |
19.8% |
49.25 |
2.4% |
2% |
False |
True |
305,058 |
| 60 |
2,435.50 |
2,031.50 |
404.00 |
19.8% |
43.50 |
2.1% |
2% |
False |
True |
209,402 |
| 80 |
2,435.50 |
2,031.50 |
404.00 |
19.8% |
40.00 |
2.0% |
2% |
False |
True |
157,101 |
| 100 |
2,435.50 |
2,031.50 |
404.00 |
19.8% |
38.25 |
1.9% |
2% |
False |
True |
125,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,762.50 |
|
2.618 |
2,535.25 |
|
1.618 |
2,396.00 |
|
1.000 |
2,310.00 |
|
0.618 |
2,256.75 |
|
HIGH |
2,170.75 |
|
0.618 |
2,117.50 |
|
0.500 |
2,101.00 |
|
0.382 |
2,084.75 |
|
LOW |
2,031.50 |
|
0.618 |
1,945.50 |
|
1.000 |
1,892.25 |
|
1.618 |
1,806.25 |
|
2.618 |
1,667.00 |
|
4.250 |
1,439.75 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,101.00 |
2,175.50 |
| PP |
2,080.00 |
2,129.75 |
| S1 |
2,059.00 |
2,083.75 |
|