| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,084.75 |
2,041.00 |
-43.75 |
-2.1% |
2,183.75 |
| High |
2,102.00 |
2,085.50 |
-16.50 |
-0.8% |
2,214.00 |
| Low |
2,033.75 |
2,022.25 |
-11.50 |
-0.6% |
2,033.75 |
| Close |
2,041.00 |
2,044.00 |
3.00 |
0.1% |
2,041.00 |
| Range |
68.25 |
63.25 |
-5.00 |
-7.3% |
180.25 |
| ATR |
75.39 |
74.53 |
-0.87 |
-1.2% |
0.00 |
| Volume |
374,568 |
254,177 |
-120,391 |
-32.1% |
1,608,837 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.25 |
2,205.50 |
2,078.75 |
|
| R3 |
2,177.00 |
2,142.25 |
2,061.50 |
|
| R2 |
2,113.75 |
2,113.75 |
2,055.50 |
|
| R1 |
2,079.00 |
2,079.00 |
2,049.75 |
2,096.50 |
| PP |
2,050.50 |
2,050.50 |
2,050.50 |
2,059.25 |
| S1 |
2,015.75 |
2,015.75 |
2,038.25 |
2,033.00 |
| S2 |
1,987.25 |
1,987.25 |
2,032.50 |
|
| S3 |
1,924.00 |
1,952.50 |
2,026.50 |
|
| S4 |
1,860.75 |
1,889.25 |
2,009.25 |
|
|
| 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 |
2,022.25 |
191.75 |
9.4% |
71.75 |
3.5% |
11% |
False |
True |
327,746 |
| 10 |
2,214.00 |
1,972.25 |
241.75 |
11.8% |
89.00 |
4.4% |
30% |
False |
False |
383,501 |
| 20 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
82.50 |
4.0% |
15% |
False |
False |
397,411 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
61.75 |
3.0% |
15% |
False |
False |
323,985 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
53.00 |
2.6% |
15% |
False |
False |
273,278 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
47.75 |
2.3% |
15% |
False |
False |
205,017 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
22.7% |
43.50 |
2.1% |
15% |
False |
False |
164,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,354.25 |
|
2.618 |
2,251.00 |
|
1.618 |
2,187.75 |
|
1.000 |
2,148.75 |
|
0.618 |
2,124.50 |
|
HIGH |
2,085.50 |
|
0.618 |
2,061.25 |
|
0.500 |
2,054.00 |
|
0.382 |
2,046.50 |
|
LOW |
2,022.25 |
|
0.618 |
1,983.25 |
|
1.000 |
1,959.00 |
|
1.618 |
1,920.00 |
|
2.618 |
1,856.75 |
|
4.250 |
1,753.50 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.00 |
2,099.00 |
| PP |
2,050.50 |
2,080.75 |
| S1 |
2,047.25 |
2,062.25 |
|