| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,753.0 |
1,776.4 |
23.4 |
1.3% |
1,862.9 |
| High |
1,777.5 |
1,828.9 |
51.4 |
2.9% |
1,917.9 |
| Low |
1,705.4 |
1,759.5 |
54.1 |
3.2% |
1,705.4 |
| Close |
1,763.2 |
1,797.3 |
34.1 |
1.9% |
1,797.3 |
| Range |
72.1 |
69.4 |
-2.7 |
-3.7% |
212.5 |
| ATR |
49.0 |
50.4 |
1.5 |
3.0% |
0.0 |
| Volume |
349,120 |
249,265 |
-99,855 |
-28.6% |
1,587,333 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,003.4 |
1,969.8 |
1,835.5 |
|
| R3 |
1,934.0 |
1,900.4 |
1,816.4 |
|
| R2 |
1,864.6 |
1,864.6 |
1,810.0 |
|
| R1 |
1,831.0 |
1,831.0 |
1,803.7 |
1,847.8 |
| PP |
1,795.2 |
1,795.2 |
1,795.2 |
1,803.7 |
| S1 |
1,761.6 |
1,761.6 |
1,790.9 |
1,778.4 |
| S2 |
1,725.8 |
1,725.8 |
1,784.6 |
|
| S3 |
1,656.4 |
1,692.2 |
1,778.2 |
|
| S4 |
1,587.0 |
1,622.8 |
1,759.1 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,444.4 |
2,333.3 |
1,914.2 |
|
| R3 |
2,231.9 |
2,120.8 |
1,855.7 |
|
| R2 |
2,019.4 |
2,019.4 |
1,836.3 |
|
| R1 |
1,908.3 |
1,908.3 |
1,816.8 |
1,857.6 |
| PP |
1,806.9 |
1,806.9 |
1,806.9 |
1,781.5 |
| S1 |
1,695.8 |
1,695.8 |
1,777.8 |
1,645.1 |
| S2 |
1,594.4 |
1,594.4 |
1,758.3 |
|
| S3 |
1,381.9 |
1,483.3 |
1,738.9 |
|
| S4 |
1,169.4 |
1,270.8 |
1,680.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,917.9 |
1,705.4 |
212.5 |
11.8% |
76.3 |
4.2% |
43% |
False |
False |
317,466 |
| 10 |
1,917.9 |
1,705.4 |
212.5 |
11.8% |
56.3 |
3.1% |
43% |
False |
False |
244,279 |
| 20 |
1,917.9 |
1,608.2 |
309.7 |
17.2% |
51.0 |
2.8% |
61% |
False |
False |
240,744 |
| 40 |
1,917.9 |
1,481.0 |
436.9 |
24.3% |
36.0 |
2.0% |
72% |
False |
False |
141,291 |
| 60 |
1,917.9 |
1,481.0 |
436.9 |
24.3% |
29.7 |
1.7% |
72% |
False |
False |
95,903 |
| 80 |
1,917.9 |
1,465.9 |
452.0 |
25.1% |
27.7 |
1.5% |
73% |
False |
False |
73,232 |
| 100 |
1,917.9 |
1,450.0 |
467.9 |
26.0% |
26.1 |
1.4% |
74% |
False |
False |
59,014 |
| 120 |
1,917.9 |
1,387.1 |
530.8 |
29.5% |
24.7 |
1.4% |
77% |
False |
False |
49,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.9 |
|
2.618 |
2,010.6 |
|
1.618 |
1,941.2 |
|
1.000 |
1,898.3 |
|
0.618 |
1,871.8 |
|
HIGH |
1,828.9 |
|
0.618 |
1,802.4 |
|
0.500 |
1,794.2 |
|
0.382 |
1,786.0 |
|
LOW |
1,759.5 |
|
0.618 |
1,716.6 |
|
1.000 |
1,690.1 |
|
1.618 |
1,647.2 |
|
2.618 |
1,577.8 |
|
4.250 |
1,464.6 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,796.3 |
1,791.9 |
| PP |
1,795.2 |
1,786.5 |
| S1 |
1,794.2 |
1,781.1 |
|