| Trading Metrics calculated at close of trading on 16-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,183.75 |
2,204.50 |
20.75 |
1.0% |
2,145.00 |
| High |
2,211.50 |
2,211.25 |
-0.25 |
0.0% |
2,192.50 |
| Low |
2,176.50 |
2,163.50 |
-13.00 |
-0.6% |
1,972.25 |
| Close |
2,206.50 |
2,199.00 |
-7.50 |
-0.3% |
2,177.50 |
| Range |
35.00 |
47.75 |
12.75 |
36.4% |
220.25 |
| ATR |
75.53 |
73.54 |
-1.98 |
-2.6% |
0.00 |
| Volume |
224,281 |
294,934 |
70,653 |
31.5% |
2,703,044 |
|
| Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,334.50 |
2,314.50 |
2,225.25 |
|
| R3 |
2,286.75 |
2,266.75 |
2,212.25 |
|
| R2 |
2,239.00 |
2,239.00 |
2,207.75 |
|
| R1 |
2,219.00 |
2,219.00 |
2,203.50 |
2,205.00 |
| PP |
2,191.25 |
2,191.25 |
2,191.25 |
2,184.25 |
| S1 |
2,171.25 |
2,171.25 |
2,194.50 |
2,157.50 |
| S2 |
2,143.50 |
2,143.50 |
2,190.25 |
|
| S3 |
2,095.75 |
2,123.50 |
2,185.75 |
|
| S4 |
2,048.00 |
2,075.75 |
2,172.75 |
|
|
| 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 |
2,057.50 |
154.00 |
7.0% |
78.25 |
3.6% |
92% |
False |
False |
355,134 |
| 10 |
2,319.50 |
1,972.25 |
347.25 |
15.8% |
101.50 |
4.6% |
65% |
False |
False |
477,060 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
75.50 |
3.4% |
49% |
False |
False |
373,144 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
58.50 |
2.7% |
49% |
False |
False |
320,509 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
50.00 |
2.3% |
49% |
False |
False |
250,898 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
44.75 |
2.0% |
49% |
False |
False |
188,226 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.1% |
41.50 |
1.9% |
49% |
False |
False |
150,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.25 |
|
2.618 |
2,336.25 |
|
1.618 |
2,288.50 |
|
1.000 |
2,259.00 |
|
0.618 |
2,240.75 |
|
HIGH |
2,211.25 |
|
0.618 |
2,193.00 |
|
0.500 |
2,187.50 |
|
0.382 |
2,181.75 |
|
LOW |
2,163.50 |
|
0.618 |
2,134.00 |
|
1.000 |
2,115.75 |
|
1.618 |
2,086.25 |
|
2.618 |
2,038.50 |
|
4.250 |
1,960.50 |
|
|
| Fisher Pivots for day following 16-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.00 |
2,187.00 |
| PP |
2,191.25 |
2,174.75 |
| S1 |
2,187.50 |
2,162.75 |
|