| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,581.0 |
5,725.0 |
144.0 |
2.6% |
6,080.5 |
| High |
5,759.0 |
5,789.0 |
30.0 |
0.5% |
6,126.5 |
| Low |
5,543.5 |
5,464.5 |
-79.0 |
-1.4% |
5,371.0 |
| Close |
5,690.0 |
5,605.5 |
-84.5 |
-1.5% |
5,514.5 |
| Range |
215.5 |
324.5 |
109.0 |
50.6% |
755.5 |
| ATR |
250.1 |
255.4 |
5.3 |
2.1% |
0.0 |
| Volume |
889 |
874 |
-15 |
-1.7% |
4,139 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,593.2 |
6,423.8 |
5,784.0 |
|
| R3 |
6,268.7 |
6,099.3 |
5,694.7 |
|
| R2 |
5,944.2 |
5,944.2 |
5,665.0 |
|
| R1 |
5,774.8 |
5,774.8 |
5,635.2 |
5,697.3 |
| PP |
5,619.7 |
5,619.7 |
5,619.7 |
5,580.9 |
| S1 |
5,450.3 |
5,450.3 |
5,575.8 |
5,372.8 |
| S2 |
5,295.2 |
5,295.2 |
5,546.0 |
|
| S3 |
4,970.7 |
5,125.8 |
5,516.3 |
|
| S4 |
4,646.2 |
4,801.3 |
5,427.0 |
|
|
| 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 |
5,789.0 |
5,371.0 |
418.0 |
7.5% |
229.5 |
4.1% |
56% |
True |
False |
843 |
| 10 |
6,126.5 |
5,371.0 |
755.5 |
13.5% |
227.1 |
4.1% |
31% |
False |
False |
800 |
| 20 |
7,323.0 |
5,371.0 |
1,952.0 |
34.8% |
310.8 |
5.5% |
12% |
False |
False |
1,073 |
| 40 |
7,575.5 |
5,371.0 |
2,204.5 |
39.3% |
204.8 |
3.7% |
11% |
False |
False |
695 |
| 60 |
7,575.5 |
5,371.0 |
2,204.5 |
39.3% |
171.5 |
3.1% |
11% |
False |
False |
1,453 |
| 80 |
7,593.5 |
5,371.0 |
2,222.5 |
39.6% |
149.4 |
2.7% |
11% |
False |
False |
1,111 |
| 100 |
7,680.0 |
5,371.0 |
2,309.0 |
41.2% |
131.5 |
2.3% |
10% |
False |
False |
906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,168.1 |
|
2.618 |
6,638.5 |
|
1.618 |
6,314.0 |
|
1.000 |
6,113.5 |
|
0.618 |
5,989.5 |
|
HIGH |
5,789.0 |
|
0.618 |
5,665.0 |
|
0.500 |
5,626.8 |
|
0.382 |
5,588.5 |
|
LOW |
5,464.5 |
|
0.618 |
5,264.0 |
|
1.000 |
5,140.0 |
|
1.618 |
4,939.5 |
|
2.618 |
4,615.0 |
|
4.250 |
4,085.4 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,626.8 |
5,626.8 |
| PP |
5,619.7 |
5,619.7 |
| S1 |
5,612.6 |
5,612.6 |
|