| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
6,309.0 |
5,941.0 |
-368.0 |
-5.8% |
7,284.5 |
| High |
6,470.0 |
6,290.0 |
-180.0 |
-2.8% |
7,323.0 |
| Low |
6,150.0 |
5,745.5 |
-404.5 |
-6.6% |
6,150.0 |
| Close |
6,279.0 |
5,982.0 |
-297.0 |
-4.7% |
6,279.0 |
| Range |
320.0 |
544.5 |
224.5 |
70.2% |
1,173.0 |
| ATR |
192.2 |
217.4 |
25.2 |
13.1% |
0.0 |
| Volume |
2,358 |
2,106 |
-252 |
-10.7% |
6,215 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,639.3 |
7,355.2 |
6,281.5 |
|
| R3 |
7,094.8 |
6,810.7 |
6,131.7 |
|
| R2 |
6,550.3 |
6,550.3 |
6,081.8 |
|
| R1 |
6,266.2 |
6,266.2 |
6,031.9 |
6,408.3 |
| PP |
6,005.8 |
6,005.8 |
6,005.8 |
6,076.9 |
| S1 |
5,721.7 |
5,721.7 |
5,932.1 |
5,863.8 |
| S2 |
5,461.3 |
5,461.3 |
5,882.2 |
|
| S3 |
4,916.8 |
5,177.2 |
5,832.3 |
|
| S4 |
4,372.3 |
4,632.7 |
5,682.5 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,103.0 |
9,364.0 |
6,924.2 |
|
| R3 |
8,930.0 |
8,191.0 |
6,601.6 |
|
| R2 |
7,757.0 |
7,757.0 |
6,494.1 |
|
| R1 |
7,018.0 |
7,018.0 |
6,386.5 |
6,801.0 |
| PP |
6,584.0 |
6,584.0 |
6,584.0 |
6,475.5 |
| S1 |
5,845.0 |
5,845.0 |
6,171.5 |
5,628.0 |
| S2 |
5,411.0 |
5,411.0 |
6,064.0 |
|
| S3 |
4,238.0 |
4,672.0 |
5,956.4 |
|
| S4 |
3,065.0 |
3,499.0 |
5,633.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,000.0 |
5,745.5 |
1,254.5 |
21.0% |
367.4 |
6.1% |
19% |
False |
True |
1,541 |
| 10 |
7,425.0 |
5,745.5 |
1,679.5 |
28.1% |
273.4 |
4.6% |
14% |
False |
True |
933 |
| 20 |
7,425.0 |
5,745.5 |
1,679.5 |
28.1% |
189.0 |
3.2% |
14% |
False |
True |
613 |
| 40 |
7,575.5 |
5,745.5 |
1,830.0 |
30.6% |
145.3 |
2.4% |
13% |
False |
True |
1,614 |
| 60 |
7,575.5 |
5,745.5 |
1,830.0 |
30.6% |
124.2 |
2.1% |
13% |
False |
True |
1,261 |
| 80 |
7,680.0 |
5,745.5 |
1,934.5 |
32.3% |
114.2 |
1.9% |
12% |
False |
True |
966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,604.1 |
|
2.618 |
7,715.5 |
|
1.618 |
7,171.0 |
|
1.000 |
6,834.5 |
|
0.618 |
6,626.5 |
|
HIGH |
6,290.0 |
|
0.618 |
6,082.0 |
|
0.500 |
6,017.8 |
|
0.382 |
5,953.5 |
|
LOW |
5,745.5 |
|
0.618 |
5,409.0 |
|
1.000 |
5,201.0 |
|
1.618 |
4,864.5 |
|
2.618 |
4,320.0 |
|
4.250 |
3,431.4 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,017.8 |
6,260.0 |
| PP |
6,005.8 |
6,167.3 |
| S1 |
5,993.9 |
6,074.7 |
|