| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,043.00 |
2,154.00 |
111.00 |
5.4% |
2,386.00 |
| High |
2,161.25 |
2,168.25 |
7.00 |
0.3% |
2,395.00 |
| Low |
1,972.25 |
2,065.75 |
93.50 |
4.7% |
2,128.75 |
| Close |
2,155.00 |
2,085.00 |
-70.00 |
-3.2% |
2,187.00 |
| Range |
189.00 |
102.50 |
-86.50 |
-45.8% |
266.25 |
| ATR |
72.81 |
74.94 |
2.12 |
2.9% |
0.00 |
| Volume |
715,540 |
543,270 |
-172,270 |
-24.1% |
2,245,608 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,413.75 |
2,352.00 |
2,141.50 |
|
| R3 |
2,311.25 |
2,249.50 |
2,113.25 |
|
| R2 |
2,208.75 |
2,208.75 |
2,103.75 |
|
| R1 |
2,147.00 |
2,147.00 |
2,094.50 |
2,126.50 |
| PP |
2,106.25 |
2,106.25 |
2,106.25 |
2,096.25 |
| S1 |
2,044.50 |
2,044.50 |
2,075.50 |
2,024.00 |
| S2 |
2,003.75 |
2,003.75 |
2,066.25 |
|
| S3 |
1,901.25 |
1,942.00 |
2,056.75 |
|
| S4 |
1,798.75 |
1,839.50 |
2,028.50 |
|
|
| 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 |
2,319.50 |
1,972.25 |
347.25 |
16.7% |
133.25 |
6.4% |
32% |
False |
False |
617,966 |
| 10 |
2,398.75 |
1,972.25 |
426.50 |
20.5% |
96.00 |
4.6% |
26% |
False |
False |
485,833 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
22.2% |
70.00 |
3.4% |
24% |
False |
False |
365,950 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
22.2% |
55.25 |
2.6% |
24% |
False |
False |
322,025 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
22.2% |
47.00 |
2.3% |
24% |
False |
False |
230,377 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
22.2% |
43.00 |
2.1% |
24% |
False |
False |
172,833 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
22.2% |
40.25 |
1.9% |
24% |
False |
False |
138,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,604.00 |
|
2.618 |
2,436.50 |
|
1.618 |
2,334.00 |
|
1.000 |
2,270.75 |
|
0.618 |
2,231.50 |
|
HIGH |
2,168.25 |
|
0.618 |
2,129.00 |
|
0.500 |
2,117.00 |
|
0.382 |
2,105.00 |
|
LOW |
2,065.75 |
|
0.618 |
2,002.50 |
|
1.000 |
1,963.25 |
|
1.618 |
1,900.00 |
|
2.618 |
1,797.50 |
|
4.250 |
1,630.00 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,117.00 |
2,080.50 |
| PP |
2,106.25 |
2,076.00 |
| S1 |
2,095.75 |
2,071.50 |
|