| 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 |
5,858.0 |
5,552.0 |
-306.0 |
-5.2% |
6,080.5 |
| High |
5,913.5 |
5,611.0 |
-302.5 |
-5.1% |
6,126.5 |
| Low |
5,575.0 |
5,371.0 |
-204.0 |
-3.7% |
5,371.0 |
| Close |
5,612.5 |
5,514.5 |
-98.0 |
-1.7% |
5,514.5 |
| Range |
338.5 |
240.0 |
-98.5 |
-29.1% |
755.5 |
| ATR |
265.2 |
263.5 |
-1.7 |
-0.6% |
0.0 |
| Volume |
1,428 |
1,109 |
-319 |
-22.3% |
4,139 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,218.8 |
6,106.7 |
5,646.5 |
|
| R3 |
5,978.8 |
5,866.7 |
5,580.5 |
|
| R2 |
5,738.8 |
5,738.8 |
5,558.5 |
|
| R1 |
5,626.7 |
5,626.7 |
5,536.5 |
5,562.8 |
| PP |
5,498.8 |
5,498.8 |
5,498.8 |
5,466.9 |
| S1 |
5,386.7 |
5,386.7 |
5,492.5 |
5,322.8 |
| S2 |
5,258.8 |
5,258.8 |
5,470.5 |
|
| S3 |
5,018.8 |
5,146.7 |
5,448.5 |
|
| S4 |
4,778.8 |
4,906.7 |
5,382.5 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,937.2 |
7,481.3 |
5,930.0 |
|
| R3 |
7,181.7 |
6,725.8 |
5,722.3 |
|
| R2 |
6,426.2 |
6,426.2 |
5,653.0 |
|
| R1 |
5,970.3 |
5,970.3 |
5,583.8 |
5,820.5 |
| PP |
5,670.7 |
5,670.7 |
5,670.7 |
5,595.8 |
| S1 |
5,214.8 |
5,214.8 |
5,445.2 |
5,065.0 |
| S2 |
4,915.2 |
4,915.2 |
5,376.0 |
|
| S3 |
4,159.7 |
4,459.3 |
5,306.7 |
|
| S4 |
3,404.2 |
3,703.8 |
5,099.0 |
|
|
| 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 |
5,371.0 |
755.5 |
13.7% |
196.1 |
3.6% |
19% |
False |
True |
827 |
| 10 |
6,290.0 |
5,371.0 |
919.0 |
16.7% |
344.3 |
6.2% |
16% |
False |
True |
1,173 |
| 20 |
7,425.0 |
5,371.0 |
2,054.0 |
37.2% |
286.6 |
5.2% |
7% |
False |
True |
958 |
| 40 |
7,575.5 |
5,371.0 |
2,204.5 |
40.0% |
192.0 |
3.5% |
7% |
False |
True |
658 |
| 60 |
7,575.5 |
5,371.0 |
2,204.5 |
40.0% |
160.8 |
2.9% |
7% |
False |
True |
1,405 |
| 80 |
7,680.0 |
5,371.0 |
2,309.0 |
41.9% |
142.5 |
2.6% |
6% |
False |
True |
1,080 |
| 100 |
7,680.0 |
5,371.0 |
2,309.0 |
41.9% |
123.3 |
2.2% |
6% |
False |
True |
876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,631.0 |
|
2.618 |
6,239.3 |
|
1.618 |
5,999.3 |
|
1.000 |
5,851.0 |
|
0.618 |
5,759.3 |
|
HIGH |
5,611.0 |
|
0.618 |
5,519.3 |
|
0.500 |
5,491.0 |
|
0.382 |
5,462.7 |
|
LOW |
5,371.0 |
|
0.618 |
5,222.7 |
|
1.000 |
5,131.0 |
|
1.618 |
4,982.7 |
|
2.618 |
4,742.7 |
|
4.250 |
4,351.0 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,506.7 |
5,698.0 |
| PP |
5,498.8 |
5,636.8 |
| S1 |
5,491.0 |
5,575.7 |
|