| Trading Metrics calculated at close of trading on 18-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,966.0 |
5,858.0 |
-108.0 |
-1.8% |
5,941.0 |
| High |
6,025.0 |
5,913.5 |
-111.5 |
-1.9% |
6,290.0 |
| Low |
5,900.0 |
5,575.0 |
-325.0 |
-5.5% |
5,517.5 |
| Close |
5,974.5 |
5,612.5 |
-362.0 |
-6.1% |
6,012.0 |
| Range |
125.0 |
338.5 |
213.5 |
170.8% |
772.5 |
| ATR |
254.9 |
265.2 |
10.3 |
4.1% |
0.0 |
| Volume |
512 |
1,428 |
916 |
178.9% |
7,597 |
|
| Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,715.8 |
6,502.7 |
5,798.7 |
|
| R3 |
6,377.3 |
6,164.2 |
5,705.6 |
|
| R2 |
6,038.8 |
6,038.8 |
5,674.6 |
|
| R1 |
5,825.7 |
5,825.7 |
5,643.5 |
5,763.0 |
| PP |
5,700.3 |
5,700.3 |
5,700.3 |
5,669.0 |
| S1 |
5,487.2 |
5,487.2 |
5,581.5 |
5,424.5 |
| S2 |
5,361.8 |
5,361.8 |
5,550.4 |
|
| S3 |
5,023.3 |
5,148.7 |
5,519.4 |
|
| S4 |
4,684.8 |
4,810.2 |
5,426.3 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,257.3 |
7,907.2 |
6,436.9 |
|
| R3 |
7,484.8 |
7,134.7 |
6,224.4 |
|
| R2 |
6,712.3 |
6,712.3 |
6,153.6 |
|
| R1 |
6,362.2 |
6,362.2 |
6,082.8 |
6,537.3 |
| PP |
5,939.8 |
5,939.8 |
5,939.8 |
6,027.4 |
| S1 |
5,589.7 |
5,589.7 |
5,941.2 |
5,764.8 |
| S2 |
5,167.3 |
5,167.3 |
5,870.4 |
|
| S3 |
4,394.8 |
4,817.2 |
5,799.6 |
|
| S4 |
3,622.3 |
4,044.7 |
5,587.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,126.5 |
5,575.0 |
551.5 |
9.8% |
224.7 |
4.0% |
7% |
False |
True |
757 |
| 10 |
6,470.0 |
5,517.5 |
952.5 |
17.0% |
352.3 |
6.3% |
10% |
False |
False |
1,298 |
| 20 |
7,425.0 |
5,517.5 |
1,907.5 |
34.0% |
278.4 |
5.0% |
5% |
False |
False |
918 |
| 40 |
7,575.5 |
5,517.5 |
2,058.0 |
36.7% |
190.4 |
3.4% |
5% |
False |
False |
636 |
| 60 |
7,575.5 |
5,517.5 |
2,058.0 |
36.7% |
157.2 |
2.8% |
5% |
False |
False |
1,387 |
| 80 |
7,680.0 |
5,517.5 |
2,162.5 |
38.5% |
140.3 |
2.5% |
4% |
False |
False |
1,066 |
| 100 |
7,680.0 |
5,517.5 |
2,162.5 |
38.5% |
121.3 |
2.2% |
4% |
False |
False |
865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,352.1 |
|
2.618 |
6,799.7 |
|
1.618 |
6,461.2 |
|
1.000 |
6,252.0 |
|
0.618 |
6,122.7 |
|
HIGH |
5,913.5 |
|
0.618 |
5,784.2 |
|
0.500 |
5,744.3 |
|
0.382 |
5,704.3 |
|
LOW |
5,575.0 |
|
0.618 |
5,365.8 |
|
1.000 |
5,236.5 |
|
1.618 |
5,027.3 |
|
2.618 |
4,688.8 |
|
4.250 |
4,136.4 |
|
|
| Fisher Pivots for day following 18-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,744.3 |
5,817.3 |
| PP |
5,700.3 |
5,749.0 |
| S1 |
5,656.4 |
5,680.8 |
|