| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,175.75 |
2,084.75 |
-91.00 |
-4.2% |
2,183.75 |
| High |
2,175.75 |
2,102.00 |
-73.75 |
-3.4% |
2,214.00 |
| Low |
2,053.00 |
2,033.75 |
-19.25 |
-0.9% |
2,033.75 |
| Close |
2,082.00 |
2,041.00 |
-41.00 |
-2.0% |
2,041.00 |
| Range |
122.75 |
68.25 |
-54.50 |
-44.4% |
180.25 |
| ATR |
75.94 |
75.39 |
-0.55 |
-0.7% |
0.00 |
| Volume |
444,399 |
374,568 |
-69,831 |
-15.7% |
1,608,837 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,263.75 |
2,220.50 |
2,078.50 |
|
| R3 |
2,195.50 |
2,152.25 |
2,059.75 |
|
| R2 |
2,127.25 |
2,127.25 |
2,053.50 |
|
| R1 |
2,084.00 |
2,084.00 |
2,047.25 |
2,071.50 |
| PP |
2,059.00 |
2,059.00 |
2,059.00 |
2,052.50 |
| S1 |
2,015.75 |
2,015.75 |
2,034.75 |
2,003.25 |
| S2 |
1,990.75 |
1,990.75 |
2,028.50 |
|
| S3 |
1,922.50 |
1,947.50 |
2,022.25 |
|
| S4 |
1,854.25 |
1,879.25 |
2,003.50 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,637.00 |
2,519.25 |
2,140.25 |
|
| R3 |
2,456.75 |
2,339.00 |
2,090.50 |
|
| R2 |
2,276.50 |
2,276.50 |
2,074.00 |
|
| R1 |
2,158.75 |
2,158.75 |
2,057.50 |
2,127.50 |
| PP |
2,096.25 |
2,096.25 |
2,096.25 |
2,080.50 |
| S1 |
1,978.50 |
1,978.50 |
2,024.50 |
1,947.25 |
| S2 |
1,916.00 |
1,916.00 |
2,008.00 |
|
| S3 |
1,735.75 |
1,798.25 |
1,991.50 |
|
| S4 |
1,555.50 |
1,618.00 |
1,941.75 |
|
|
| 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 |
2,033.75 |
180.25 |
8.8% |
66.00 |
3.2% |
4% |
False |
True |
321,767 |
| 10 |
2,214.00 |
1,972.25 |
241.75 |
11.8% |
96.75 |
4.7% |
28% |
False |
False |
431,188 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
82.00 |
4.0% |
15% |
False |
False |
394,461 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
61.50 |
3.0% |
15% |
False |
False |
323,268 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
52.50 |
2.6% |
15% |
False |
False |
269,047 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
47.25 |
2.3% |
15% |
False |
False |
201,840 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
43.00 |
2.1% |
15% |
False |
False |
161,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,392.00 |
|
2.618 |
2,280.75 |
|
1.618 |
2,212.50 |
|
1.000 |
2,170.25 |
|
0.618 |
2,144.25 |
|
HIGH |
2,102.00 |
|
0.618 |
2,076.00 |
|
0.500 |
2,068.00 |
|
0.382 |
2,059.75 |
|
LOW |
2,033.75 |
|
0.618 |
1,991.50 |
|
1.000 |
1,965.50 |
|
1.618 |
1,923.25 |
|
2.618 |
1,855.00 |
|
4.250 |
1,743.75 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.00 |
2,124.00 |
| PP |
2,059.00 |
2,096.25 |
| S1 |
2,050.00 |
2,068.50 |
|