| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
1,116.50 |
1,153.50 |
37.00 |
3.3% |
1,171.50 |
| High |
1,154.50 |
1,170.75 |
16.25 |
1.4% |
1,200.50 |
| Low |
1,113.00 |
1,137.25 |
24.25 |
2.2% |
1,112.00 |
| Close |
1,153.00 |
1,166.25 |
13.25 |
1.1% |
1,118.25 |
| Range |
41.50 |
33.50 |
-8.00 |
-19.3% |
88.50 |
| ATR |
39.45 |
39.02 |
-0.42 |
-1.1% |
0.00 |
| Volume |
2,732 |
15,933 |
13,201 |
483.2% |
21,581 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.50 |
1,246.00 |
1,184.75 |
|
| R3 |
1,225.00 |
1,212.50 |
1,175.50 |
|
| R2 |
1,191.50 |
1,191.50 |
1,172.50 |
|
| R1 |
1,179.00 |
1,179.00 |
1,169.25 |
1,185.25 |
| PP |
1,158.00 |
1,158.00 |
1,158.00 |
1,161.25 |
| S1 |
1,145.50 |
1,145.50 |
1,163.25 |
1,151.75 |
| S2 |
1,124.50 |
1,124.50 |
1,160.00 |
|
| S3 |
1,091.00 |
1,112.00 |
1,157.00 |
|
| S4 |
1,057.50 |
1,078.50 |
1,147.75 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,409.00 |
1,352.25 |
1,167.00 |
|
| R3 |
1,320.50 |
1,263.75 |
1,142.50 |
|
| R2 |
1,232.00 |
1,232.00 |
1,134.50 |
|
| R1 |
1,175.25 |
1,175.25 |
1,126.25 |
1,159.50 |
| PP |
1,143.50 |
1,143.50 |
1,143.50 |
1,135.75 |
| S1 |
1,086.75 |
1,086.75 |
1,110.25 |
1,071.00 |
| S2 |
1,055.00 |
1,055.00 |
1,102.00 |
|
| S3 |
966.50 |
998.25 |
1,094.00 |
|
| S4 |
878.00 |
909.75 |
1,069.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,184.25 |
1,105.75 |
78.50 |
6.7% |
41.50 |
3.6% |
77% |
False |
False |
7,770 |
| 10 |
1,200.50 |
1,097.50 |
103.00 |
8.8% |
40.00 |
3.4% |
67% |
False |
False |
6,738 |
| 20 |
1,307.00 |
1,071.50 |
235.50 |
20.2% |
45.50 |
3.9% |
40% |
False |
False |
6,664 |
| 40 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
32.25 |
2.8% |
34% |
False |
False |
4,121 |
| 60 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
27.75 |
2.4% |
34% |
False |
False |
2,977 |
| 80 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
24.50 |
2.1% |
34% |
False |
False |
2,268 |
| 100 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
22.00 |
1.9% |
33% |
False |
False |
1,861 |
| 120 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
20.50 |
1.8% |
33% |
False |
False |
1,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.00 |
|
2.618 |
1,258.50 |
|
1.618 |
1,225.00 |
|
1.000 |
1,204.25 |
|
0.618 |
1,191.50 |
|
HIGH |
1,170.75 |
|
0.618 |
1,158.00 |
|
0.500 |
1,154.00 |
|
0.382 |
1,150.00 |
|
LOW |
1,137.25 |
|
0.618 |
1,116.50 |
|
1.000 |
1,103.75 |
|
1.618 |
1,083.00 |
|
2.618 |
1,049.50 |
|
4.250 |
995.00 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,162.25 |
1,157.00 |
| PP |
1,158.00 |
1,147.50 |
| S1 |
1,154.00 |
1,138.25 |
|