| 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 |
1,649.7 |
1,681.7 |
32.0 |
1.9% |
1,622.2 |
| High |
1,673.0 |
1,723.4 |
50.4 |
3.0% |
1,684.9 |
| Low |
1,644.2 |
1,681.7 |
37.5 |
2.3% |
1,608.2 |
| Close |
1,651.8 |
1,713.2 |
61.4 |
3.7% |
1,651.8 |
| Range |
28.8 |
41.7 |
12.9 |
44.8% |
76.7 |
| ATR |
24.8 |
28.1 |
3.3 |
13.5% |
0.0 |
| Volume |
184,430 |
258,557 |
74,127 |
40.2% |
963,184 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,831.2 |
1,813.9 |
1,736.1 |
|
| R3 |
1,789.5 |
1,772.2 |
1,724.7 |
|
| R2 |
1,747.8 |
1,747.8 |
1,720.8 |
|
| R1 |
1,730.5 |
1,730.5 |
1,717.0 |
1,739.2 |
| PP |
1,706.1 |
1,706.1 |
1,706.1 |
1,710.4 |
| S1 |
1,688.8 |
1,688.8 |
1,709.4 |
1,697.5 |
| S2 |
1,664.4 |
1,664.4 |
1,705.6 |
|
| S3 |
1,622.7 |
1,647.1 |
1,701.7 |
|
| S4 |
1,581.0 |
1,605.4 |
1,690.3 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.4 |
1,841.8 |
1,694.0 |
|
| R3 |
1,801.7 |
1,765.1 |
1,672.9 |
|
| R2 |
1,725.0 |
1,725.0 |
1,665.9 |
|
| R1 |
1,688.4 |
1,688.4 |
1,658.8 |
1,706.7 |
| PP |
1,648.3 |
1,648.3 |
1,648.3 |
1,657.5 |
| S1 |
1,611.7 |
1,611.7 |
1,644.8 |
1,630.0 |
| S2 |
1,571.6 |
1,571.6 |
1,637.7 |
|
| S3 |
1,494.9 |
1,535.0 |
1,630.7 |
|
| S4 |
1,418.2 |
1,458.3 |
1,609.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,723.4 |
1,618.8 |
104.6 |
6.1% |
35.6 |
2.1% |
90% |
True |
False |
215,175 |
| 10 |
1,723.4 |
1,605.0 |
118.4 |
6.9% |
28.0 |
1.6% |
91% |
True |
False |
169,940 |
| 20 |
1,723.4 |
1,543.3 |
180.1 |
10.5% |
24.9 |
1.5% |
94% |
True |
False |
98,625 |
| 40 |
1,723.4 |
1,481.0 |
242.4 |
14.1% |
21.7 |
1.3% |
96% |
True |
False |
53,697 |
| 60 |
1,723.4 |
1,475.0 |
248.4 |
14.5% |
20.3 |
1.2% |
96% |
True |
False |
37,080 |
| 80 |
1,723.4 |
1,457.9 |
265.5 |
15.5% |
21.2 |
1.2% |
96% |
True |
False |
28,688 |
| 100 |
1,723.4 |
1,392.3 |
331.1 |
19.3% |
20.2 |
1.2% |
97% |
True |
False |
23,299 |
| 120 |
1,723.4 |
1,375.6 |
347.8 |
20.3% |
19.7 |
1.2% |
97% |
True |
False |
19,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,900.6 |
|
2.618 |
1,832.6 |
|
1.618 |
1,790.9 |
|
1.000 |
1,765.1 |
|
0.618 |
1,749.2 |
|
HIGH |
1,723.4 |
|
0.618 |
1,707.5 |
|
0.500 |
1,702.6 |
|
0.382 |
1,697.6 |
|
LOW |
1,681.7 |
|
0.618 |
1,655.9 |
|
1.000 |
1,640.0 |
|
1.618 |
1,614.2 |
|
2.618 |
1,572.5 |
|
4.250 |
1,504.5 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,709.7 |
1,703.1 |
| PP |
1,706.1 |
1,692.9 |
| S1 |
1,702.6 |
1,682.8 |
|