| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,154.00 |
2,082.75 |
-71.25 |
-3.3% |
2,386.00 |
| High |
2,168.25 |
2,184.50 |
16.25 |
0.7% |
2,395.00 |
| Low |
2,065.75 |
2,057.50 |
-8.25 |
-0.4% |
2,128.75 |
| Close |
2,085.00 |
2,158.00 |
73.00 |
3.5% |
2,187.00 |
| Range |
102.50 |
127.00 |
24.50 |
23.9% |
266.25 |
| ATR |
74.94 |
78.65 |
3.72 |
5.0% |
0.00 |
| Volume |
543,270 |
421,381 |
-121,889 |
-22.4% |
2,245,608 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.25 |
2,463.25 |
2,227.75 |
|
| R3 |
2,387.25 |
2,336.25 |
2,193.00 |
|
| R2 |
2,260.25 |
2,260.25 |
2,181.25 |
|
| R1 |
2,209.25 |
2,209.25 |
2,169.75 |
2,234.75 |
| PP |
2,133.25 |
2,133.25 |
2,133.25 |
2,146.00 |
| S1 |
2,082.25 |
2,082.25 |
2,146.25 |
2,107.75 |
| S2 |
2,006.25 |
2,006.25 |
2,134.75 |
|
| S3 |
1,879.25 |
1,955.25 |
2,123.00 |
|
| S4 |
1,752.25 |
1,828.25 |
2,088.25 |
|
|
| 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 |
2,239.25 |
1,972.25 |
267.00 |
12.4% |
133.75 |
6.2% |
70% |
False |
False |
594,996 |
| 10 |
2,395.00 |
1,972.25 |
422.75 |
19.6% |
104.50 |
4.8% |
44% |
False |
False |
499,264 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
73.75 |
3.4% |
40% |
False |
False |
369,815 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
57.25 |
2.6% |
40% |
False |
False |
322,345 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
48.75 |
2.3% |
40% |
False |
False |
237,394 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
44.00 |
2.0% |
40% |
False |
False |
178,097 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.5% |
41.00 |
1.9% |
40% |
False |
False |
142,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,724.25 |
|
2.618 |
2,517.00 |
|
1.618 |
2,390.00 |
|
1.000 |
2,311.50 |
|
0.618 |
2,263.00 |
|
HIGH |
2,184.50 |
|
0.618 |
2,136.00 |
|
0.500 |
2,121.00 |
|
0.382 |
2,106.00 |
|
LOW |
2,057.50 |
|
0.618 |
1,979.00 |
|
1.000 |
1,930.50 |
|
1.618 |
1,852.00 |
|
2.618 |
1,725.00 |
|
4.250 |
1,517.75 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,145.75 |
2,131.50 |
| PP |
2,133.25 |
2,105.00 |
| S1 |
2,121.00 |
2,078.50 |
|