| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,041.00 |
2,046.75 |
5.75 |
0.3% |
2,183.75 |
| High |
2,085.50 |
2,129.25 |
43.75 |
2.1% |
2,214.00 |
| Low |
2,022.25 |
2,037.00 |
14.75 |
0.7% |
2,033.75 |
| Close |
2,044.00 |
2,124.00 |
80.00 |
3.9% |
2,041.00 |
| Range |
63.25 |
92.25 |
29.00 |
45.8% |
180.25 |
| ATR |
74.53 |
75.79 |
1.27 |
1.7% |
0.00 |
| Volume |
254,177 |
273,713 |
19,536 |
7.7% |
1,608,837 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,373.50 |
2,341.00 |
2,174.75 |
|
| R3 |
2,281.25 |
2,248.75 |
2,149.25 |
|
| R2 |
2,189.00 |
2,189.00 |
2,141.00 |
|
| R1 |
2,156.50 |
2,156.50 |
2,132.50 |
2,172.75 |
| PP |
2,096.75 |
2,096.75 |
2,096.75 |
2,105.00 |
| S1 |
2,064.25 |
2,064.25 |
2,115.50 |
2,080.50 |
| S2 |
2,004.50 |
2,004.50 |
2,107.00 |
|
| S3 |
1,912.25 |
1,972.00 |
2,098.75 |
|
| S4 |
1,820.00 |
1,879.75 |
2,073.25 |
|
|
| 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 |
9.0% |
80.75 |
3.8% |
53% |
False |
False |
323,502 |
| 10 |
2,214.00 |
2,022.25 |
191.75 |
9.0% |
79.50 |
3.7% |
53% |
False |
False |
339,318 |
| 20 |
2,425.75 |
1,972.25 |
453.50 |
21.4% |
86.00 |
4.1% |
33% |
False |
False |
401,840 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.8% |
62.50 |
2.9% |
33% |
False |
False |
323,656 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.8% |
54.50 |
2.6% |
33% |
False |
False |
277,835 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.8% |
48.75 |
2.3% |
33% |
False |
False |
208,434 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.8% |
44.25 |
2.1% |
33% |
False |
False |
166,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.25 |
|
2.618 |
2,370.75 |
|
1.618 |
2,278.50 |
|
1.000 |
2,221.50 |
|
0.618 |
2,186.25 |
|
HIGH |
2,129.25 |
|
0.618 |
2,094.00 |
|
0.500 |
2,083.00 |
|
0.382 |
2,072.25 |
|
LOW |
2,037.00 |
|
0.618 |
1,980.00 |
|
1.000 |
1,944.75 |
|
1.618 |
1,887.75 |
|
2.618 |
1,795.50 |
|
4.250 |
1,645.00 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,110.50 |
2,108.00 |
| PP |
2,096.75 |
2,091.75 |
| S1 |
2,083.00 |
2,075.75 |
|