| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,082.75 |
2,158.00 |
75.25 |
3.6% |
2,145.00 |
| High |
2,184.50 |
2,192.50 |
8.00 |
0.4% |
2,192.50 |
| Low |
2,057.50 |
2,114.00 |
56.50 |
2.7% |
1,972.25 |
| Close |
2,158.00 |
2,177.50 |
19.50 |
0.9% |
2,177.50 |
| Range |
127.00 |
78.50 |
-48.50 |
-38.2% |
220.25 |
| ATR |
78.65 |
78.64 |
-0.01 |
0.0% |
0.00 |
| Volume |
421,381 |
291,806 |
-129,575 |
-30.8% |
2,703,044 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.75 |
2,365.75 |
2,220.75 |
|
| R3 |
2,318.25 |
2,287.25 |
2,199.00 |
|
| R2 |
2,239.75 |
2,239.75 |
2,192.00 |
|
| R1 |
2,208.75 |
2,208.75 |
2,184.75 |
2,224.25 |
| PP |
2,161.25 |
2,161.25 |
2,161.25 |
2,169.00 |
| S1 |
2,130.25 |
2,130.25 |
2,170.25 |
2,145.75 |
| S2 |
2,082.75 |
2,082.75 |
2,163.00 |
|
| S3 |
2,004.25 |
2,051.75 |
2,156.00 |
|
| S4 |
1,925.75 |
1,973.25 |
2,134.25 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.75 |
2,696.50 |
2,298.75 |
|
| R3 |
2,554.50 |
2,476.25 |
2,238.00 |
|
| R2 |
2,334.25 |
2,334.25 |
2,218.00 |
|
| R1 |
2,256.00 |
2,256.00 |
2,197.75 |
2,295.00 |
| PP |
2,114.00 |
2,114.00 |
2,114.00 |
2,133.75 |
| S1 |
2,035.75 |
2,035.75 |
2,157.25 |
2,075.00 |
| S2 |
1,893.75 |
1,893.75 |
2,137.00 |
|
| S3 |
1,673.50 |
1,815.50 |
2,117.00 |
|
| S4 |
1,453.25 |
1,595.25 |
2,056.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,192.50 |
1,972.25 |
220.25 |
10.1% |
127.25 |
5.8% |
93% |
True |
False |
540,608 |
| 10 |
2,395.00 |
1,972.25 |
422.75 |
19.4% |
107.75 |
4.9% |
49% |
False |
False |
494,865 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
76.25 |
3.5% |
44% |
False |
False |
371,664 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
58.25 |
2.7% |
44% |
False |
False |
320,620 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
49.50 |
2.3% |
44% |
False |
False |
242,252 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
44.50 |
2.0% |
44% |
False |
False |
181,740 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
41.75 |
1.9% |
44% |
False |
False |
145,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,526.00 |
|
2.618 |
2,398.00 |
|
1.618 |
2,319.50 |
|
1.000 |
2,271.00 |
|
0.618 |
2,241.00 |
|
HIGH |
2,192.50 |
|
0.618 |
2,162.50 |
|
0.500 |
2,153.25 |
|
0.382 |
2,144.00 |
|
LOW |
2,114.00 |
|
0.618 |
2,065.50 |
|
1.000 |
2,035.50 |
|
1.618 |
1,987.00 |
|
2.618 |
1,908.50 |
|
4.250 |
1,780.50 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,169.50 |
2,160.00 |
| PP |
2,161.25 |
2,142.50 |
| S1 |
2,153.25 |
2,125.00 |
|