| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,198.00 |
2,175.75 |
-22.25 |
-1.0% |
2,145.00 |
| High |
2,214.00 |
2,175.75 |
-38.25 |
-1.7% |
2,192.50 |
| Low |
2,157.25 |
2,053.00 |
-104.25 |
-4.8% |
1,972.25 |
| Close |
2,175.25 |
2,082.00 |
-93.25 |
-4.3% |
2,177.50 |
| Range |
56.75 |
122.75 |
66.00 |
116.3% |
220.25 |
| ATR |
72.34 |
75.94 |
3.60 |
5.0% |
0.00 |
| Volume |
270,655 |
444,399 |
173,744 |
64.2% |
2,703,044 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,471.75 |
2,399.75 |
2,149.50 |
|
| R3 |
2,349.00 |
2,277.00 |
2,115.75 |
|
| R2 |
2,226.25 |
2,226.25 |
2,104.50 |
|
| R1 |
2,154.25 |
2,154.25 |
2,093.25 |
2,129.00 |
| PP |
2,103.50 |
2,103.50 |
2,103.50 |
2,091.00 |
| S1 |
2,031.50 |
2,031.50 |
2,070.75 |
2,006.00 |
| S2 |
1,980.75 |
1,980.75 |
2,059.50 |
|
| S3 |
1,858.00 |
1,908.75 |
2,048.25 |
|
| S4 |
1,735.25 |
1,786.00 |
2,014.50 |
|
|
| 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 |
2,053.00 |
161.00 |
7.7% |
68.25 |
3.3% |
18% |
False |
True |
305,215 |
| 10 |
2,239.25 |
1,972.25 |
267.00 |
12.8% |
101.00 |
4.8% |
41% |
False |
False |
450,105 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
22.3% |
80.50 |
3.9% |
24% |
False |
False |
382,262 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
22.3% |
61.25 |
2.9% |
24% |
False |
False |
324,292 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
22.3% |
52.00 |
2.5% |
24% |
False |
False |
262,808 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
22.3% |
46.50 |
2.2% |
24% |
False |
False |
197,160 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
22.3% |
42.75 |
2.1% |
24% |
False |
False |
157,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,697.50 |
|
2.618 |
2,497.00 |
|
1.618 |
2,374.25 |
|
1.000 |
2,298.50 |
|
0.618 |
2,251.50 |
|
HIGH |
2,175.75 |
|
0.618 |
2,128.75 |
|
0.500 |
2,114.50 |
|
0.382 |
2,100.00 |
|
LOW |
2,053.00 |
|
0.618 |
1,977.25 |
|
1.000 |
1,930.25 |
|
1.618 |
1,854.50 |
|
2.618 |
1,731.75 |
|
4.250 |
1,531.25 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,114.50 |
2,133.50 |
| PP |
2,103.50 |
2,116.25 |
| S1 |
2,092.75 |
2,099.25 |
|