| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,205.00 |
2,131.00 |
-74.00 |
-3.4% |
2,380.25 |
| High |
2,234.75 |
2,164.25 |
-70.50 |
-3.2% |
2,389.25 |
| Low |
2,123.75 |
2,027.50 |
-96.25 |
-4.5% |
2,123.75 |
| Close |
2,181.50 |
2,032.50 |
-149.00 |
-6.8% |
2,181.50 |
| Range |
111.00 |
136.75 |
25.75 |
23.2% |
265.50 |
| ATR |
54.79 |
61.88 |
7.09 |
12.9% |
0.00 |
| Volume |
823 |
1,062 |
239 |
29.0% |
2,389 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,485.00 |
2,395.50 |
2,107.75 |
|
| R3 |
2,348.25 |
2,258.75 |
2,070.00 |
|
| R2 |
2,211.50 |
2,211.50 |
2,057.50 |
|
| R1 |
2,122.00 |
2,122.00 |
2,045.00 |
2,098.50 |
| PP |
2,074.75 |
2,074.75 |
2,074.75 |
2,063.00 |
| S1 |
1,985.25 |
1,985.25 |
2,020.00 |
1,961.50 |
| S2 |
1,938.00 |
1,938.00 |
2,007.50 |
|
| S3 |
1,801.25 |
1,848.50 |
1,995.00 |
|
| S4 |
1,664.50 |
1,711.75 |
1,957.25 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.00 |
2,870.25 |
2,327.50 |
|
| R3 |
2,762.50 |
2,604.75 |
2,254.50 |
|
| R2 |
2,497.00 |
2,497.00 |
2,230.25 |
|
| R1 |
2,339.25 |
2,339.25 |
2,205.75 |
2,285.50 |
| PP |
2,231.50 |
2,231.50 |
2,231.50 |
2,204.50 |
| S1 |
2,073.75 |
2,073.75 |
2,157.25 |
2,020.00 |
| S2 |
1,966.00 |
1,966.00 |
2,132.75 |
|
| S3 |
1,700.50 |
1,808.25 |
2,108.50 |
|
| S4 |
1,435.00 |
1,542.75 |
2,035.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,349.75 |
2,027.50 |
322.25 |
15.9% |
99.75 |
4.9% |
2% |
False |
True |
660 |
| 10 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
74.75 |
3.7% |
1% |
False |
True |
421 |
| 20 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
57.75 |
2.8% |
1% |
False |
True |
526 |
| 40 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
45.75 |
2.3% |
1% |
False |
True |
293 |
| 60 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
31.50 |
1.5% |
1% |
False |
True |
196 |
| 80 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
24.50 |
1.2% |
1% |
False |
True |
147 |
| 100 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
20.25 |
1.0% |
1% |
False |
True |
119 |
| 120 |
2,429.50 |
2,027.50 |
402.00 |
19.8% |
18.00 |
0.9% |
1% |
False |
True |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,745.50 |
|
2.618 |
2,522.25 |
|
1.618 |
2,385.50 |
|
1.000 |
2,301.00 |
|
0.618 |
2,248.75 |
|
HIGH |
2,164.25 |
|
0.618 |
2,112.00 |
|
0.500 |
2,096.00 |
|
0.382 |
2,079.75 |
|
LOW |
2,027.50 |
|
0.618 |
1,943.00 |
|
1.000 |
1,890.75 |
|
1.618 |
1,806.25 |
|
2.618 |
1,669.50 |
|
4.250 |
1,446.25 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.00 |
2,170.00 |
| PP |
2,074.75 |
2,124.25 |
| S1 |
2,053.50 |
2,078.50 |
|