| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,164.00 |
2,219.50 |
55.50 |
2.6% |
2,041.00 |
| High |
2,225.00 |
2,249.50 |
24.50 |
1.1% |
2,169.00 |
| Low |
2,158.00 |
2,201.50 |
43.50 |
2.0% |
2,022.25 |
| Close |
2,220.00 |
2,227.00 |
7.00 |
0.3% |
2,164.00 |
| Range |
67.00 |
48.00 |
-19.00 |
-28.4% |
146.75 |
| ATR |
73.06 |
71.27 |
-1.79 |
-2.5% |
0.00 |
| Volume |
198,317 |
254,838 |
56,521 |
28.5% |
1,450,823 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.00 |
2,346.50 |
2,253.50 |
|
| R3 |
2,322.00 |
2,298.50 |
2,240.25 |
|
| R2 |
2,274.00 |
2,274.00 |
2,235.75 |
|
| R1 |
2,250.50 |
2,250.50 |
2,231.50 |
2,262.25 |
| PP |
2,226.00 |
2,226.00 |
2,226.00 |
2,232.00 |
| S1 |
2,202.50 |
2,202.50 |
2,222.50 |
2,214.25 |
| S2 |
2,178.00 |
2,178.00 |
2,218.25 |
|
| S3 |
2,130.00 |
2,154.50 |
2,213.75 |
|
| S4 |
2,082.00 |
2,106.50 |
2,200.50 |
|
|
| 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 |
2,249.50 |
2,080.75 |
168.75 |
7.6% |
61.00 |
2.7% |
87% |
True |
False |
275,217 |
| 10 |
2,249.50 |
2,022.25 |
227.25 |
10.2% |
71.00 |
3.2% |
90% |
True |
False |
299,360 |
| 20 |
2,319.50 |
1,972.25 |
347.25 |
15.6% |
86.25 |
3.9% |
73% |
False |
False |
388,210 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
65.75 |
3.0% |
55% |
False |
False |
328,835 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
56.25 |
2.5% |
55% |
False |
False |
300,669 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
50.50 |
2.3% |
55% |
False |
False |
225,620 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.8% |
46.00 |
2.1% |
55% |
False |
False |
180,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,453.50 |
|
2.618 |
2,375.25 |
|
1.618 |
2,327.25 |
|
1.000 |
2,297.50 |
|
0.618 |
2,279.25 |
|
HIGH |
2,249.50 |
|
0.618 |
2,231.25 |
|
0.500 |
2,225.50 |
|
0.382 |
2,219.75 |
|
LOW |
2,201.50 |
|
0.618 |
2,171.75 |
|
1.000 |
2,153.50 |
|
1.618 |
2,123.75 |
|
2.618 |
2,075.75 |
|
4.250 |
1,997.50 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.50 |
2,206.50 |
| PP |
2,226.00 |
2,185.75 |
| S1 |
2,225.50 |
2,165.00 |
|