| Trading Metrics calculated at close of trading on 12-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,200.0 |
2,205.0 |
5.0 |
0.2% |
2,325.0 |
| High |
2,252.0 |
2,308.0 |
56.0 |
2.5% |
2,420.0 |
| Low |
2,066.0 |
2,154.0 |
88.0 |
4.3% |
2,066.0 |
| Close |
2,205.0 |
2,291.0 |
86.0 |
3.9% |
2,291.0 |
| Range |
186.0 |
154.0 |
-32.0 |
-17.2% |
354.0 |
| ATR |
105.7 |
109.1 |
3.5 |
3.3% |
0.0 |
| Volume |
20,886 |
20,921 |
35 |
0.2% |
109,574 |
|
| Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.0 |
2,656.0 |
2,375.7 |
|
| R3 |
2,559.0 |
2,502.0 |
2,333.4 |
|
| R2 |
2,405.0 |
2,405.0 |
2,319.2 |
|
| R1 |
2,348.0 |
2,348.0 |
2,305.1 |
2,376.5 |
| PP |
2,251.0 |
2,251.0 |
2,251.0 |
2,265.3 |
| S1 |
2,194.0 |
2,194.0 |
2,276.9 |
2,222.5 |
| S2 |
2,097.0 |
2,097.0 |
2,262.8 |
|
| S3 |
1,943.0 |
2,040.0 |
2,248.7 |
|
| S4 |
1,789.0 |
1,886.0 |
2,206.3 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.0 |
3,160.0 |
2,485.7 |
|
| R3 |
2,967.0 |
2,806.0 |
2,388.4 |
|
| R2 |
2,613.0 |
2,613.0 |
2,355.9 |
|
| R1 |
2,452.0 |
2,452.0 |
2,323.5 |
2,355.5 |
| PP |
2,259.0 |
2,259.0 |
2,259.0 |
2,210.8 |
| S1 |
2,098.0 |
2,098.0 |
2,258.6 |
2,001.5 |
| S2 |
1,905.0 |
1,905.0 |
2,226.1 |
|
| S3 |
1,551.0 |
1,744.0 |
2,193.7 |
|
| S4 |
1,197.0 |
1,390.0 |
2,096.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,420.0 |
2,066.0 |
354.0 |
15.5% |
186.4 |
8.1% |
64% |
False |
False |
21,914 |
| 10 |
2,705.0 |
2,066.0 |
639.0 |
27.9% |
152.6 |
6.7% |
35% |
False |
False |
16,526 |
| 20 |
2,790.0 |
2,066.0 |
724.0 |
31.6% |
99.7 |
4.4% |
31% |
False |
False |
8,752 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
35.8% |
73.5 |
3.2% |
27% |
False |
False |
7,881 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
35.8% |
63.2 |
2.8% |
27% |
False |
False |
7,922 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
39.4% |
57.1 |
2.5% |
25% |
False |
False |
6,033 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
39.4% |
51.4 |
2.2% |
25% |
False |
False |
4,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.5 |
|
2.618 |
2,711.2 |
|
1.618 |
2,557.2 |
|
1.000 |
2,462.0 |
|
0.618 |
2,403.2 |
|
HIGH |
2,308.0 |
|
0.618 |
2,249.2 |
|
0.500 |
2,231.0 |
|
0.382 |
2,212.8 |
|
LOW |
2,154.0 |
|
0.618 |
2,058.8 |
|
1.000 |
2,000.0 |
|
1.618 |
1,904.8 |
|
2.618 |
1,750.8 |
|
4.250 |
1,499.5 |
|
|
| Fisher Pivots for day following 12-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.0 |
2,260.7 |
| PP |
2,251.0 |
2,230.3 |
| S1 |
2,231.0 |
2,200.0 |
|