| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,172.0 |
2,130.0 |
-42.0 |
-1.9% |
2,322.0 |
| High |
2,188.0 |
2,211.0 |
23.0 |
1.1% |
2,345.0 |
| Low |
2,104.0 |
2,113.0 |
9.0 |
0.4% |
2,104.0 |
| Close |
2,149.0 |
2,171.0 |
22.0 |
1.0% |
2,149.0 |
| Range |
84.0 |
98.0 |
14.0 |
16.7% |
241.0 |
| ATR |
103.1 |
102.7 |
-0.4 |
-0.4% |
0.0 |
| Volume |
105,293 |
685 |
-104,608 |
-99.3% |
157,702 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,459.0 |
2,413.0 |
2,224.9 |
|
| R3 |
2,361.0 |
2,315.0 |
2,198.0 |
|
| R2 |
2,263.0 |
2,263.0 |
2,189.0 |
|
| R1 |
2,217.0 |
2,217.0 |
2,180.0 |
2,240.0 |
| PP |
2,165.0 |
2,165.0 |
2,165.0 |
2,176.5 |
| S1 |
2,119.0 |
2,119.0 |
2,162.0 |
2,142.0 |
| S2 |
2,067.0 |
2,067.0 |
2,153.0 |
|
| S3 |
1,969.0 |
2,021.0 |
2,144.1 |
|
| S4 |
1,871.0 |
1,923.0 |
2,117.1 |
|
|
| 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 |
11.1% |
92.2 |
4.2% |
28% |
False |
False |
26,920 |
| 10 |
2,345.0 |
2,066.0 |
279.0 |
12.9% |
121.8 |
5.6% |
38% |
False |
False |
26,121 |
| 20 |
2,755.0 |
2,066.0 |
689.0 |
31.7% |
111.0 |
5.1% |
15% |
False |
False |
16,270 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
37.8% |
79.3 |
3.7% |
13% |
False |
False |
11,553 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.8% |
68.4 |
3.1% |
13% |
False |
False |
10,498 |
| 80 |
2,954.0 |
2,066.0 |
888.0 |
40.9% |
61.2 |
2.8% |
12% |
False |
False |
7,984 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.6% |
54.5 |
2.5% |
12% |
False |
False |
6,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,627.5 |
|
2.618 |
2,467.6 |
|
1.618 |
2,369.6 |
|
1.000 |
2,309.0 |
|
0.618 |
2,271.6 |
|
HIGH |
2,211.0 |
|
0.618 |
2,173.6 |
|
0.500 |
2,162.0 |
|
0.382 |
2,150.4 |
|
LOW |
2,113.0 |
|
0.618 |
2,052.4 |
|
1.000 |
2,015.0 |
|
1.618 |
1,954.4 |
|
2.618 |
1,856.4 |
|
4.250 |
1,696.5 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,168.0 |
2,198.5 |
| PP |
2,165.0 |
2,189.3 |
| S1 |
2,162.0 |
2,180.2 |
|