| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,219.50 |
2,226.00 |
6.50 |
0.3% |
2,041.00 |
| High |
2,249.50 |
2,268.25 |
18.75 |
0.8% |
2,169.00 |
| Low |
2,201.50 |
2,221.25 |
19.75 |
0.9% |
2,022.25 |
| Close |
2,227.00 |
2,240.75 |
13.75 |
0.6% |
2,164.00 |
| Range |
48.00 |
47.00 |
-1.00 |
-2.1% |
146.75 |
| ATR |
71.27 |
69.54 |
-1.73 |
-2.4% |
0.00 |
| Volume |
254,838 |
285,780 |
30,942 |
12.1% |
1,450,823 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.50 |
2,359.50 |
2,266.50 |
|
| R3 |
2,337.50 |
2,312.50 |
2,253.75 |
|
| R2 |
2,290.50 |
2,290.50 |
2,249.25 |
|
| R1 |
2,265.50 |
2,265.50 |
2,245.00 |
2,278.00 |
| PP |
2,243.50 |
2,243.50 |
2,243.50 |
2,249.50 |
| S1 |
2,218.50 |
2,218.50 |
2,236.50 |
2,231.00 |
| S2 |
2,196.50 |
2,196.50 |
2,232.25 |
|
| S3 |
2,149.50 |
2,171.50 |
2,227.75 |
|
| S4 |
2,102.50 |
2,124.50 |
2,215.00 |
|
|
| 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 |
2,268.25 |
2,080.75 |
187.50 |
8.4% |
60.25 |
2.7% |
85% |
True |
False |
278,298 |
| 10 |
2,268.25 |
2,022.25 |
246.00 |
11.0% |
70.00 |
3.1% |
89% |
True |
False |
300,872 |
| 20 |
2,319.50 |
1,972.25 |
347.25 |
15.5% |
85.50 |
3.8% |
77% |
False |
False |
380,080 |
| 40 |
2,435.50 |
1,972.25 |
463.25 |
20.7% |
66.50 |
3.0% |
58% |
False |
False |
329,532 |
| 60 |
2,435.50 |
1,972.25 |
463.25 |
20.7% |
56.50 |
2.5% |
58% |
False |
False |
305,247 |
| 80 |
2,435.50 |
1,972.25 |
463.25 |
20.7% |
50.75 |
2.3% |
58% |
False |
False |
229,190 |
| 100 |
2,435.50 |
1,972.25 |
463.25 |
20.7% |
46.00 |
2.1% |
58% |
False |
False |
183,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,468.00 |
|
2.618 |
2,391.25 |
|
1.618 |
2,344.25 |
|
1.000 |
2,315.25 |
|
0.618 |
2,297.25 |
|
HIGH |
2,268.25 |
|
0.618 |
2,250.25 |
|
0.500 |
2,244.75 |
|
0.382 |
2,239.25 |
|
LOW |
2,221.25 |
|
0.618 |
2,192.25 |
|
1.000 |
2,174.25 |
|
1.618 |
2,145.25 |
|
2.618 |
2,098.25 |
|
4.250 |
2,021.50 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,244.75 |
2,231.50 |
| PP |
2,243.50 |
2,222.25 |
| S1 |
2,242.00 |
2,213.00 |
|