| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,124.00 |
2,138.75 |
14.75 |
0.7% |
2,183.75 |
| High |
2,147.50 |
2,152.00 |
4.50 |
0.2% |
2,214.00 |
| Low |
2,096.25 |
2,101.00 |
4.75 |
0.2% |
2,033.75 |
| Close |
2,139.00 |
2,111.00 |
-28.00 |
-1.3% |
2,041.00 |
| Range |
51.25 |
51.00 |
-0.25 |
-0.5% |
180.25 |
| ATR |
74.04 |
72.39 |
-1.65 |
-2.2% |
0.00 |
| Volume |
270,378 |
308,466 |
38,088 |
14.1% |
1,608,837 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.25 |
2,243.75 |
2,139.00 |
|
| R3 |
2,223.25 |
2,192.75 |
2,125.00 |
|
| R2 |
2,172.25 |
2,172.25 |
2,120.25 |
|
| R1 |
2,141.75 |
2,141.75 |
2,115.75 |
2,131.50 |
| PP |
2,121.25 |
2,121.25 |
2,121.25 |
2,116.25 |
| S1 |
2,090.75 |
2,090.75 |
2,106.25 |
2,080.50 |
| S2 |
2,070.25 |
2,070.25 |
2,101.75 |
|
| S3 |
2,019.25 |
2,039.75 |
2,097.00 |
|
| S4 |
1,968.25 |
1,988.75 |
2,083.00 |
|
|
| 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 |
2,152.00 |
2,022.25 |
129.75 |
6.1% |
65.25 |
3.1% |
68% |
True |
False |
296,260 |
| 10 |
2,214.00 |
2,022.25 |
191.75 |
9.1% |
66.75 |
3.2% |
46% |
False |
False |
300,737 |
| 20 |
2,395.00 |
1,972.25 |
422.75 |
20.0% |
85.50 |
4.1% |
33% |
False |
False |
400,001 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.9% |
63.25 |
3.0% |
30% |
False |
False |
325,882 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.9% |
54.25 |
2.6% |
30% |
False |
False |
287,471 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.9% |
49.25 |
2.3% |
30% |
False |
False |
215,667 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.9% |
44.75 |
2.1% |
30% |
False |
False |
172,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,368.75 |
|
2.618 |
2,285.50 |
|
1.618 |
2,234.50 |
|
1.000 |
2,203.00 |
|
0.618 |
2,183.50 |
|
HIGH |
2,152.00 |
|
0.618 |
2,132.50 |
|
0.500 |
2,126.50 |
|
0.382 |
2,120.50 |
|
LOW |
2,101.00 |
|
0.618 |
2,069.50 |
|
1.000 |
2,050.00 |
|
1.618 |
2,018.50 |
|
2.618 |
1,967.50 |
|
4.250 |
1,884.25 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,126.50 |
2,105.50 |
| PP |
2,121.25 |
2,100.00 |
| S1 |
2,116.25 |
2,094.50 |
|