| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,145.00 |
2,043.00 |
-102.00 |
-4.8% |
2,386.00 |
| High |
2,170.75 |
2,161.25 |
-9.50 |
-0.4% |
2,395.00 |
| Low |
2,031.50 |
1,972.25 |
-59.25 |
-2.9% |
2,128.75 |
| Close |
2,038.00 |
2,155.00 |
117.00 |
5.7% |
2,187.00 |
| Range |
139.25 |
189.00 |
49.75 |
35.7% |
266.25 |
| ATR |
63.88 |
72.81 |
8.94 |
14.0% |
0.00 |
| Volume |
731,047 |
715,540 |
-15,507 |
-2.1% |
2,245,608 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.25 |
2,598.00 |
2,259.00 |
|
| R3 |
2,474.25 |
2,409.00 |
2,207.00 |
|
| R2 |
2,285.25 |
2,285.25 |
2,189.75 |
|
| R1 |
2,220.00 |
2,220.00 |
2,172.25 |
2,252.50 |
| PP |
2,096.25 |
2,096.25 |
2,096.25 |
2,112.50 |
| S1 |
2,031.00 |
2,031.00 |
2,137.75 |
2,063.50 |
| S2 |
1,907.25 |
1,907.25 |
2,120.25 |
|
| S3 |
1,718.25 |
1,842.00 |
2,103.00 |
|
| S4 |
1,529.25 |
1,653.00 |
2,051.00 |
|
|
| 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 |
2,319.50 |
1,972.25 |
347.25 |
16.1% |
125.00 |
5.8% |
53% |
False |
True |
598,986 |
| 10 |
2,425.75 |
1,972.25 |
453.50 |
21.0% |
92.75 |
4.3% |
40% |
False |
True |
464,362 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
66.75 |
3.1% |
39% |
False |
True |
352,151 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
53.50 |
2.5% |
39% |
False |
True |
316,545 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
46.00 |
2.1% |
39% |
False |
True |
221,326 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
42.00 |
2.0% |
39% |
False |
True |
166,043 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
39.50 |
1.8% |
39% |
False |
True |
132,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,964.50 |
|
2.618 |
2,656.00 |
|
1.618 |
2,467.00 |
|
1.000 |
2,350.25 |
|
0.618 |
2,278.00 |
|
HIGH |
2,161.25 |
|
0.618 |
2,089.00 |
|
0.500 |
2,066.75 |
|
0.382 |
2,044.50 |
|
LOW |
1,972.25 |
|
0.618 |
1,855.50 |
|
1.000 |
1,783.25 |
|
1.618 |
1,666.50 |
|
2.618 |
1,477.50 |
|
4.250 |
1,169.00 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,125.50 |
2,138.50 |
| PP |
2,096.25 |
2,122.25 |
| S1 |
2,066.75 |
2,105.75 |
|