| Trading Metrics calculated at close of trading on 26-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
5,725.0 |
5,593.0 |
-132.0 |
-2.3% |
5,461.0 |
| High |
5,789.0 |
5,605.0 |
-184.0 |
-3.2% |
5,789.0 |
| Low |
5,464.5 |
5,429.0 |
-35.5 |
-0.6% |
5,409.5 |
| Close |
5,605.5 |
5,549.5 |
-56.0 |
-1.0% |
5,549.5 |
| Range |
324.5 |
176.0 |
-148.5 |
-45.8% |
379.5 |
| ATR |
255.4 |
249.8 |
-5.6 |
-2.2% |
0.0 |
| Volume |
874 |
750 |
-124 |
-14.2% |
3,857 |
|
| Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,055.8 |
5,978.7 |
5,646.3 |
|
| R3 |
5,879.8 |
5,802.7 |
5,597.9 |
|
| R2 |
5,703.8 |
5,703.8 |
5,581.8 |
|
| R1 |
5,626.7 |
5,626.7 |
5,565.6 |
5,577.3 |
| PP |
5,527.8 |
5,527.8 |
5,527.8 |
5,503.1 |
| S1 |
5,450.7 |
5,450.7 |
5,533.4 |
5,401.3 |
| S2 |
5,351.8 |
5,351.8 |
5,517.2 |
|
| S3 |
5,175.8 |
5,274.7 |
5,501.1 |
|
| S4 |
4,999.8 |
5,098.7 |
5,452.7 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,721.2 |
6,514.8 |
5,758.2 |
|
| R3 |
6,341.7 |
6,135.3 |
5,653.9 |
|
| R2 |
5,962.2 |
5,962.2 |
5,619.1 |
|
| R1 |
5,755.8 |
5,755.8 |
5,584.3 |
5,859.0 |
| PP |
5,582.7 |
5,582.7 |
5,582.7 |
5,634.3 |
| S1 |
5,376.3 |
5,376.3 |
5,514.7 |
5,479.5 |
| S2 |
5,203.2 |
5,203.2 |
5,479.9 |
|
| S3 |
4,823.7 |
4,996.8 |
5,445.1 |
|
| S4 |
4,444.2 |
4,617.3 |
5,340.8 |
|
|
| 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 |
5,409.5 |
379.5 |
6.8% |
216.7 |
3.9% |
37% |
False |
False |
771 |
| 10 |
6,126.5 |
5,371.0 |
755.5 |
13.6% |
206.4 |
3.7% |
24% |
False |
False |
799 |
| 20 |
7,323.0 |
5,371.0 |
1,952.0 |
35.2% |
313.3 |
5.6% |
9% |
False |
False |
1,090 |
| 40 |
7,575.5 |
5,371.0 |
2,204.5 |
39.7% |
207.0 |
3.7% |
8% |
False |
False |
700 |
| 60 |
7,575.5 |
5,371.0 |
2,204.5 |
39.7% |
172.7 |
3.1% |
8% |
False |
False |
1,460 |
| 80 |
7,593.5 |
5,371.0 |
2,222.5 |
40.0% |
150.2 |
2.7% |
8% |
False |
False |
1,120 |
| 100 |
7,680.0 |
5,371.0 |
2,309.0 |
41.6% |
132.8 |
2.4% |
8% |
False |
False |
910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,353.0 |
|
2.618 |
6,065.8 |
|
1.618 |
5,889.8 |
|
1.000 |
5,781.0 |
|
0.618 |
5,713.8 |
|
HIGH |
5,605.0 |
|
0.618 |
5,537.8 |
|
0.500 |
5,517.0 |
|
0.382 |
5,496.2 |
|
LOW |
5,429.0 |
|
0.618 |
5,320.2 |
|
1.000 |
5,253.0 |
|
1.618 |
5,144.2 |
|
2.618 |
4,968.2 |
|
4.250 |
4,681.0 |
|
|
| Fisher Pivots for day following 26-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,538.7 |
5,609.0 |
| PP |
5,527.8 |
5,589.2 |
| S1 |
5,517.0 |
5,569.3 |
|