| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,158.00 |
2,183.75 |
25.75 |
1.2% |
2,145.00 |
| High |
2,192.50 |
2,211.50 |
19.00 |
0.9% |
2,192.50 |
| Low |
2,114.00 |
2,176.50 |
62.50 |
3.0% |
1,972.25 |
| Close |
2,177.50 |
2,206.50 |
29.00 |
1.3% |
2,177.50 |
| Range |
78.50 |
35.00 |
-43.50 |
-55.4% |
220.25 |
| ATR |
78.64 |
75.53 |
-3.12 |
-4.0% |
0.00 |
| Volume |
291,806 |
224,281 |
-67,525 |
-23.1% |
2,703,044 |
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,303.25 |
2,289.75 |
2,225.75 |
|
| R3 |
2,268.25 |
2,254.75 |
2,216.00 |
|
| R2 |
2,233.25 |
2,233.25 |
2,213.00 |
|
| R1 |
2,219.75 |
2,219.75 |
2,209.75 |
2,226.50 |
| PP |
2,198.25 |
2,198.25 |
2,198.25 |
2,201.50 |
| S1 |
2,184.75 |
2,184.75 |
2,203.25 |
2,191.50 |
| S2 |
2,163.25 |
2,163.25 |
2,200.00 |
|
| S3 |
2,128.25 |
2,149.75 |
2,197.00 |
|
| S4 |
2,093.25 |
2,114.75 |
2,187.25 |
|
|
| 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 |
2,211.50 |
1,972.25 |
239.25 |
10.8% |
106.50 |
4.8% |
98% |
True |
False |
439,255 |
| 10 |
2,355.25 |
1,972.25 |
383.00 |
17.4% |
103.75 |
4.7% |
61% |
False |
False |
481,628 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
21.0% |
76.25 |
3.5% |
51% |
False |
False |
372,177 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.0% |
58.25 |
2.6% |
51% |
False |
False |
318,514 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.0% |
49.75 |
2.3% |
51% |
False |
False |
245,988 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.0% |
44.50 |
2.0% |
51% |
False |
False |
184,542 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.0% |
41.50 |
1.9% |
51% |
False |
False |
147,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,360.25 |
|
2.618 |
2,303.25 |
|
1.618 |
2,268.25 |
|
1.000 |
2,246.50 |
|
0.618 |
2,233.25 |
|
HIGH |
2,211.50 |
|
0.618 |
2,198.25 |
|
0.500 |
2,194.00 |
|
0.382 |
2,189.75 |
|
LOW |
2,176.50 |
|
0.618 |
2,154.75 |
|
1.000 |
2,141.50 |
|
1.618 |
2,119.75 |
|
2.618 |
2,084.75 |
|
4.250 |
2,027.75 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,202.25 |
2,182.50 |
| PP |
2,198.25 |
2,158.50 |
| S1 |
2,194.00 |
2,134.50 |
|