| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,138.75 |
2,111.00 |
-27.75 |
-1.3% |
2,041.00 |
| High |
2,152.00 |
2,169.00 |
17.00 |
0.8% |
2,169.00 |
| Low |
2,101.00 |
2,080.75 |
-20.25 |
-1.0% |
2,022.25 |
| Close |
2,111.00 |
2,164.00 |
53.00 |
2.5% |
2,164.00 |
| Range |
51.00 |
88.25 |
37.25 |
73.0% |
146.75 |
| ATR |
72.39 |
73.53 |
1.13 |
1.6% |
0.00 |
| Volume |
308,466 |
344,089 |
35,623 |
11.5% |
1,450,823 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.75 |
2,371.50 |
2,212.50 |
|
| R3 |
2,314.50 |
2,283.25 |
2,188.25 |
|
| R2 |
2,226.25 |
2,226.25 |
2,180.25 |
|
| R1 |
2,195.00 |
2,195.00 |
2,172.00 |
2,210.50 |
| PP |
2,138.00 |
2,138.00 |
2,138.00 |
2,145.75 |
| S1 |
2,106.75 |
2,106.75 |
2,156.00 |
2,122.50 |
| S2 |
2,049.75 |
2,049.75 |
2,147.75 |
|
| S3 |
1,961.50 |
2,018.50 |
2,139.75 |
|
| S4 |
1,873.25 |
1,930.25 |
2,115.50 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.75 |
2,508.00 |
2,244.75 |
|
| R3 |
2,412.00 |
2,361.25 |
2,204.25 |
|
| R2 |
2,265.25 |
2,265.25 |
2,191.00 |
|
| R1 |
2,214.50 |
2,214.50 |
2,177.50 |
2,240.00 |
| PP |
2,118.50 |
2,118.50 |
2,118.50 |
2,131.00 |
| S1 |
2,067.75 |
2,067.75 |
2,150.50 |
2,093.00 |
| S2 |
1,971.75 |
1,971.75 |
2,137.00 |
|
| S3 |
1,825.00 |
1,921.00 |
2,123.75 |
|
| S4 |
1,678.25 |
1,774.25 |
2,083.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,169.00 |
2,022.25 |
146.75 |
6.8% |
69.25 |
3.2% |
97% |
True |
False |
290,164 |
| 10 |
2,214.00 |
2,022.25 |
191.75 |
8.9% |
67.75 |
3.1% |
74% |
False |
False |
305,966 |
| 20 |
2,395.00 |
1,972.25 |
422.75 |
19.5% |
87.75 |
4.1% |
45% |
False |
False |
400,415 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
64.50 |
3.0% |
41% |
False |
False |
329,436 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
55.50 |
2.6% |
41% |
False |
False |
293,184 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
50.00 |
2.3% |
41% |
False |
False |
219,959 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
21.4% |
45.50 |
2.1% |
41% |
False |
False |
176,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.00 |
|
2.618 |
2,400.00 |
|
1.618 |
2,311.75 |
|
1.000 |
2,257.25 |
|
0.618 |
2,223.50 |
|
HIGH |
2,169.00 |
|
0.618 |
2,135.25 |
|
0.500 |
2,125.00 |
|
0.382 |
2,114.50 |
|
LOW |
2,080.75 |
|
0.618 |
2,026.25 |
|
1.000 |
1,992.50 |
|
1.618 |
1,938.00 |
|
2.618 |
1,849.75 |
|
4.250 |
1,705.75 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.00 |
2,151.00 |
| PP |
2,138.00 |
2,138.00 |
| S1 |
2,125.00 |
2,125.00 |
|