| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,278.5 |
5,188.5 |
-90.0 |
-1.7% |
5,805.0 |
| High |
5,368.5 |
5,277.5 |
-91.0 |
-1.7% |
5,878.0 |
| Low |
5,121.0 |
4,850.0 |
-271.0 |
-5.3% |
5,121.0 |
| Close |
5,230.0 |
5,075.0 |
-155.0 |
-3.0% |
5,230.0 |
| Range |
247.5 |
427.5 |
180.0 |
72.7% |
757.0 |
| ATR |
128.0 |
149.4 |
21.4 |
16.7% |
0.0 |
| Volume |
27,155 |
270,432 |
243,277 |
895.9% |
678,287 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,350.0 |
6,140.0 |
5,310.0 |
|
| R3 |
5,922.5 |
5,712.5 |
5,192.5 |
|
| R2 |
5,495.0 |
5,495.0 |
5,153.5 |
|
| R1 |
5,285.0 |
5,285.0 |
5,114.0 |
5,176.0 |
| PP |
5,067.5 |
5,067.5 |
5,067.5 |
5,013.0 |
| S1 |
4,857.5 |
4,857.5 |
5,036.0 |
4,749.0 |
| S2 |
4,640.0 |
4,640.0 |
4,996.5 |
|
| S3 |
4,212.5 |
4,430.0 |
4,957.5 |
|
| S4 |
3,785.0 |
4,002.5 |
4,840.0 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,680.5 |
7,212.5 |
5,646.5 |
|
| R3 |
6,923.5 |
6,455.5 |
5,438.0 |
|
| R2 |
6,166.5 |
6,166.5 |
5,369.0 |
|
| R1 |
5,698.5 |
5,698.5 |
5,299.5 |
5,554.0 |
| PP |
5,409.5 |
5,409.5 |
5,409.5 |
5,337.5 |
| S1 |
4,941.5 |
4,941.5 |
5,160.5 |
4,797.0 |
| S2 |
4,652.5 |
4,652.5 |
5,091.0 |
|
| S3 |
3,895.5 |
4,184.5 |
5,022.0 |
|
| S4 |
3,138.5 |
3,427.5 |
4,813.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,771.0 |
4,850.0 |
921.0 |
18.1% |
269.0 |
5.3% |
24% |
False |
True |
160,599 |
| 10 |
5,913.0 |
4,850.0 |
1,063.0 |
20.9% |
189.0 |
3.7% |
21% |
False |
True |
139,566 |
| 20 |
5,931.0 |
4,850.0 |
1,081.0 |
21.3% |
136.0 |
2.7% |
21% |
False |
True |
124,774 |
| 40 |
6,049.0 |
4,850.0 |
1,199.0 |
23.6% |
109.0 |
2.1% |
19% |
False |
True |
120,267 |
| 60 |
6,049.0 |
4,850.0 |
1,199.0 |
23.6% |
94.5 |
1.9% |
19% |
False |
True |
84,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,094.5 |
|
2.618 |
6,396.5 |
|
1.618 |
5,969.0 |
|
1.000 |
5,705.0 |
|
0.618 |
5,541.5 |
|
HIGH |
5,277.5 |
|
0.618 |
5,114.0 |
|
0.500 |
5,064.0 |
|
0.382 |
5,013.5 |
|
LOW |
4,850.0 |
|
0.618 |
4,586.0 |
|
1.000 |
4,422.5 |
|
1.618 |
4,158.5 |
|
2.618 |
3,731.0 |
|
4.250 |
3,033.0 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,071.0 |
5,236.0 |
| PP |
5,067.5 |
5,182.5 |
| S1 |
5,064.0 |
5,128.5 |
|