| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,286.0 |
2,172.0 |
-114.0 |
-5.0% |
2,322.0 |
| High |
2,293.0 |
2,188.0 |
-105.0 |
-4.6% |
2,345.0 |
| Low |
2,167.0 |
2,104.0 |
-63.0 |
-2.9% |
2,104.0 |
| Close |
2,192.0 |
2,149.0 |
-43.0 |
-2.0% |
2,149.0 |
| Range |
126.0 |
84.0 |
-42.0 |
-33.3% |
241.0 |
| ATR |
104.2 |
103.1 |
-1.2 |
-1.1% |
0.0 |
| Volume |
12,370 |
105,293 |
92,923 |
751.2% |
157,702 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,399.0 |
2,358.0 |
2,195.2 |
|
| R3 |
2,315.0 |
2,274.0 |
2,172.1 |
|
| R2 |
2,231.0 |
2,231.0 |
2,164.4 |
|
| R1 |
2,190.0 |
2,190.0 |
2,156.7 |
2,168.5 |
| PP |
2,147.0 |
2,147.0 |
2,147.0 |
2,136.3 |
| S1 |
2,106.0 |
2,106.0 |
2,141.3 |
2,084.5 |
| S2 |
2,063.0 |
2,063.0 |
2,133.6 |
|
| S3 |
1,979.0 |
2,022.0 |
2,125.9 |
|
| S4 |
1,895.0 |
1,938.0 |
2,102.8 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.3 |
2,776.7 |
2,281.6 |
|
| R3 |
2,681.3 |
2,535.7 |
2,215.3 |
|
| R2 |
2,440.3 |
2,440.3 |
2,193.2 |
|
| R1 |
2,294.7 |
2,294.7 |
2,171.1 |
2,247.0 |
| PP |
2,199.3 |
2,199.3 |
2,199.3 |
2,175.5 |
| S1 |
2,053.7 |
2,053.7 |
2,126.9 |
2,006.0 |
| S2 |
1,958.3 |
1,958.3 |
2,104.8 |
|
| S3 |
1,717.3 |
1,812.7 |
2,082.7 |
|
| S4 |
1,476.3 |
1,571.7 |
2,016.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,345.0 |
2,104.0 |
241.0 |
11.2% |
80.2 |
3.7% |
19% |
False |
True |
31,540 |
| 10 |
2,420.0 |
2,066.0 |
354.0 |
16.5% |
133.3 |
6.2% |
23% |
False |
False |
26,727 |
| 20 |
2,760.0 |
2,066.0 |
694.0 |
32.3% |
107.3 |
5.0% |
12% |
False |
False |
16,249 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
38.2% |
77.7 |
3.6% |
10% |
False |
False |
11,710 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
38.2% |
67.0 |
3.1% |
10% |
False |
False |
10,489 |
| 80 |
2,969.0 |
2,066.0 |
903.0 |
42.0% |
60.4 |
2.8% |
9% |
False |
False |
7,982 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
42.0% |
53.8 |
2.5% |
9% |
False |
False |
6,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,545.0 |
|
2.618 |
2,407.9 |
|
1.618 |
2,323.9 |
|
1.000 |
2,272.0 |
|
0.618 |
2,239.9 |
|
HIGH |
2,188.0 |
|
0.618 |
2,155.9 |
|
0.500 |
2,146.0 |
|
0.382 |
2,136.1 |
|
LOW |
2,104.0 |
|
0.618 |
2,052.1 |
|
1.000 |
2,020.0 |
|
1.618 |
1,968.1 |
|
2.618 |
1,884.1 |
|
4.250 |
1,747.0 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,148.0 |
2,224.5 |
| PP |
2,147.0 |
2,199.3 |
| S1 |
2,146.0 |
2,174.2 |
|