| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,111.00 |
2,164.00 |
53.00 |
2.5% |
2,041.00 |
| High |
2,169.00 |
2,225.00 |
56.00 |
2.6% |
2,169.00 |
| Low |
2,080.75 |
2,158.00 |
77.25 |
3.7% |
2,022.25 |
| Close |
2,164.00 |
2,220.00 |
56.00 |
2.6% |
2,164.00 |
| Range |
88.25 |
67.00 |
-21.25 |
-24.1% |
146.75 |
| ATR |
73.53 |
73.06 |
-0.47 |
-0.6% |
0.00 |
| Volume |
344,089 |
198,317 |
-145,772 |
-42.4% |
1,450,823 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,402.00 |
2,378.00 |
2,256.75 |
|
| R3 |
2,335.00 |
2,311.00 |
2,238.50 |
|
| R2 |
2,268.00 |
2,268.00 |
2,232.25 |
|
| R1 |
2,244.00 |
2,244.00 |
2,226.25 |
2,256.00 |
| PP |
2,201.00 |
2,201.00 |
2,201.00 |
2,207.00 |
| S1 |
2,177.00 |
2,177.00 |
2,213.75 |
2,189.00 |
| S2 |
2,134.00 |
2,134.00 |
2,207.75 |
|
| S3 |
2,067.00 |
2,110.00 |
2,201.50 |
|
| S4 |
2,000.00 |
2,043.00 |
2,183.25 |
|
|
| 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 |
2,225.00 |
2,037.00 |
188.00 |
8.5% |
70.00 |
3.2% |
97% |
True |
False |
278,992 |
| 10 |
2,225.00 |
2,022.25 |
202.75 |
9.1% |
70.75 |
3.2% |
98% |
True |
False |
303,369 |
| 20 |
2,355.25 |
1,972.25 |
383.00 |
17.3% |
87.25 |
3.9% |
65% |
False |
False |
392,498 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
65.00 |
2.9% |
53% |
False |
False |
328,429 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
55.75 |
2.5% |
53% |
False |
False |
296,465 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
50.25 |
2.3% |
53% |
False |
False |
222,437 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.9% |
45.75 |
2.1% |
53% |
False |
False |
177,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,509.75 |
|
2.618 |
2,400.50 |
|
1.618 |
2,333.50 |
|
1.000 |
2,292.00 |
|
0.618 |
2,266.50 |
|
HIGH |
2,225.00 |
|
0.618 |
2,199.50 |
|
0.500 |
2,191.50 |
|
0.382 |
2,183.50 |
|
LOW |
2,158.00 |
|
0.618 |
2,116.50 |
|
1.000 |
2,091.00 |
|
1.618 |
2,049.50 |
|
2.618 |
1,982.50 |
|
4.250 |
1,873.25 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,210.50 |
2,197.50 |
| PP |
2,201.00 |
2,175.25 |
| S1 |
2,191.50 |
2,153.00 |
|