| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,188.5 |
4,848.0 |
-340.5 |
-6.6% |
5,805.0 |
| High |
5,277.5 |
5,238.5 |
-39.0 |
-0.7% |
5,878.0 |
| Low |
4,850.0 |
4,701.5 |
-148.5 |
-3.1% |
5,121.0 |
| Close |
5,075.0 |
5,238.5 |
163.5 |
3.2% |
5,230.0 |
| Range |
427.5 |
537.0 |
109.5 |
25.6% |
757.0 |
| ATR |
149.4 |
177.1 |
27.7 |
18.5% |
0.0 |
| Volume |
270,432 |
373,001 |
102,569 |
37.9% |
678,287 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,670.5 |
6,491.5 |
5,534.0 |
|
| R3 |
6,133.5 |
5,954.5 |
5,386.0 |
|
| R2 |
5,596.5 |
5,596.5 |
5,337.0 |
|
| R1 |
5,417.5 |
5,417.5 |
5,287.5 |
5,507.0 |
| PP |
5,059.5 |
5,059.5 |
5,059.5 |
5,104.0 |
| S1 |
4,880.5 |
4,880.5 |
5,189.5 |
4,970.0 |
| S2 |
4,522.5 |
4,522.5 |
5,140.0 |
|
| S3 |
3,985.5 |
4,343.5 |
5,091.0 |
|
| S4 |
3,448.5 |
3,806.5 |
4,943.0 |
|
|
| 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 |
5,660.5 |
4,701.5 |
959.0 |
18.3% |
345.0 |
6.6% |
56% |
False |
True |
208,098 |
| 10 |
5,896.0 |
4,701.5 |
1,194.5 |
22.8% |
237.0 |
4.5% |
45% |
False |
True |
167,894 |
| 20 |
5,931.0 |
4,701.5 |
1,229.5 |
23.5% |
156.0 |
3.0% |
44% |
False |
True |
134,649 |
| 40 |
6,049.0 |
4,701.5 |
1,347.5 |
25.7% |
121.0 |
2.3% |
40% |
False |
True |
123,219 |
| 60 |
6,049.0 |
4,701.5 |
1,347.5 |
25.7% |
102.5 |
2.0% |
40% |
False |
True |
90,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,521.0 |
|
2.618 |
6,644.5 |
|
1.618 |
6,107.5 |
|
1.000 |
5,775.5 |
|
0.618 |
5,570.5 |
|
HIGH |
5,238.5 |
|
0.618 |
5,033.5 |
|
0.500 |
4,970.0 |
|
0.382 |
4,906.5 |
|
LOW |
4,701.5 |
|
0.618 |
4,369.5 |
|
1.000 |
4,164.5 |
|
1.618 |
3,832.5 |
|
2.618 |
3,295.5 |
|
4.250 |
2,419.0 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,149.0 |
5,170.5 |
| PP |
5,059.5 |
5,103.0 |
| S1 |
4,970.0 |
5,035.0 |
|