| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,130.0 |
2,183.0 |
53.0 |
2.5% |
2,322.0 |
| High |
2,211.0 |
2,228.0 |
17.0 |
0.8% |
2,345.0 |
| Low |
2,113.0 |
2,164.0 |
51.0 |
2.4% |
2,104.0 |
| Close |
2,171.0 |
2,187.0 |
16.0 |
0.7% |
2,149.0 |
| Range |
98.0 |
64.0 |
-34.0 |
-34.7% |
241.0 |
| ATR |
102.7 |
100.0 |
-2.8 |
-2.7% |
0.0 |
| Volume |
685 |
7,096 |
6,411 |
935.9% |
157,702 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,385.0 |
2,350.0 |
2,222.2 |
|
| R3 |
2,321.0 |
2,286.0 |
2,204.6 |
|
| R2 |
2,257.0 |
2,257.0 |
2,198.7 |
|
| R1 |
2,222.0 |
2,222.0 |
2,192.9 |
2,239.5 |
| PP |
2,193.0 |
2,193.0 |
2,193.0 |
2,201.8 |
| S1 |
2,158.0 |
2,158.0 |
2,181.1 |
2,175.5 |
| S2 |
2,129.0 |
2,129.0 |
2,175.3 |
|
| S3 |
2,065.0 |
2,094.0 |
2,169.4 |
|
| S4 |
2,001.0 |
2,030.0 |
2,151.8 |
|
|
| 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 |
11.0% |
89.4 |
4.1% |
34% |
False |
False |
25,159 |
| 10 |
2,345.0 |
2,066.0 |
279.0 |
12.8% |
111.0 |
5.1% |
43% |
False |
False |
23,204 |
| 20 |
2,723.0 |
2,066.0 |
657.0 |
30.0% |
112.4 |
5.1% |
18% |
False |
False |
16,607 |
| 40 |
2,887.0 |
2,066.0 |
821.0 |
37.5% |
79.7 |
3.6% |
15% |
False |
False |
11,717 |
| 60 |
2,887.0 |
2,066.0 |
821.0 |
37.5% |
68.8 |
3.1% |
15% |
False |
False |
10,596 |
| 80 |
2,954.0 |
2,066.0 |
888.0 |
40.6% |
61.8 |
2.8% |
14% |
False |
False |
8,069 |
| 100 |
2,969.0 |
2,066.0 |
903.0 |
41.3% |
54.8 |
2.5% |
13% |
False |
False |
6,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,500.0 |
|
2.618 |
2,395.6 |
|
1.618 |
2,331.6 |
|
1.000 |
2,292.0 |
|
0.618 |
2,267.6 |
|
HIGH |
2,228.0 |
|
0.618 |
2,203.6 |
|
0.500 |
2,196.0 |
|
0.382 |
2,188.4 |
|
LOW |
2,164.0 |
|
0.618 |
2,124.4 |
|
1.000 |
2,100.0 |
|
1.618 |
2,060.4 |
|
2.618 |
1,996.4 |
|
4.250 |
1,892.0 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.0 |
2,180.0 |
| PP |
2,193.0 |
2,173.0 |
| S1 |
2,190.0 |
2,166.0 |
|