| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,204.50 |
2,198.00 |
-6.50 |
-0.3% |
2,145.00 |
| High |
2,211.25 |
2,214.00 |
2.75 |
0.1% |
2,192.50 |
| Low |
2,163.50 |
2,157.25 |
-6.25 |
-0.3% |
1,972.25 |
| Close |
2,199.00 |
2,175.25 |
-23.75 |
-1.1% |
2,177.50 |
| Range |
47.75 |
56.75 |
9.00 |
18.8% |
220.25 |
| ATR |
73.54 |
72.34 |
-1.20 |
-1.6% |
0.00 |
| Volume |
294,934 |
270,655 |
-24,279 |
-8.2% |
2,703,044 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,352.50 |
2,320.50 |
2,206.50 |
|
| R3 |
2,295.75 |
2,263.75 |
2,190.75 |
|
| R2 |
2,239.00 |
2,239.00 |
2,185.75 |
|
| R1 |
2,207.00 |
2,207.00 |
2,180.50 |
2,194.50 |
| PP |
2,182.25 |
2,182.25 |
2,182.25 |
2,176.00 |
| S1 |
2,150.25 |
2,150.25 |
2,170.00 |
2,138.00 |
| S2 |
2,125.50 |
2,125.50 |
2,164.75 |
|
| S3 |
2,068.75 |
2,093.50 |
2,159.75 |
|
| S4 |
2,012.00 |
2,036.75 |
2,144.00 |
|
|
| 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 |
2,214.00 |
2,057.50 |
156.50 |
7.2% |
69.00 |
3.2% |
75% |
True |
False |
300,611 |
| 10 |
2,319.50 |
1,972.25 |
347.25 |
16.0% |
101.00 |
4.6% |
58% |
False |
False |
459,288 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
76.75 |
3.5% |
44% |
False |
False |
373,989 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
58.75 |
2.7% |
44% |
False |
False |
318,776 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
50.50 |
2.3% |
44% |
False |
False |
255,406 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
45.50 |
2.1% |
44% |
False |
False |
191,605 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.3% |
41.75 |
1.9% |
44% |
False |
False |
153,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,455.25 |
|
2.618 |
2,362.50 |
|
1.618 |
2,305.75 |
|
1.000 |
2,270.75 |
|
0.618 |
2,249.00 |
|
HIGH |
2,214.00 |
|
0.618 |
2,192.25 |
|
0.500 |
2,185.50 |
|
0.382 |
2,179.00 |
|
LOW |
2,157.25 |
|
0.618 |
2,122.25 |
|
1.000 |
2,100.50 |
|
1.618 |
2,065.50 |
|
2.618 |
2,008.75 |
|
4.250 |
1,916.00 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,185.50 |
2,185.50 |
| PP |
2,182.25 |
2,182.25 |
| S1 |
2,178.75 |
2,178.75 |
|