| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,131.00 |
2,038.50 |
-92.50 |
-4.3% |
2,380.25 |
| High |
2,164.25 |
2,155.50 |
-8.75 |
-0.4% |
2,389.25 |
| Low |
2,027.50 |
1,964.00 |
-63.50 |
-3.1% |
2,123.75 |
| Close |
2,032.50 |
2,149.50 |
117.00 |
5.8% |
2,181.50 |
| Range |
136.75 |
191.50 |
54.75 |
40.0% |
265.50 |
| ATR |
61.88 |
71.13 |
9.26 |
15.0% |
0.00 |
| Volume |
1,062 |
1,193 |
131 |
12.3% |
2,389 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.25 |
2,598.25 |
2,254.75 |
|
| R3 |
2,472.75 |
2,406.75 |
2,202.25 |
|
| R2 |
2,281.25 |
2,281.25 |
2,184.50 |
|
| R1 |
2,215.25 |
2,215.25 |
2,167.00 |
2,248.25 |
| PP |
2,089.75 |
2,089.75 |
2,089.75 |
2,106.00 |
| S1 |
2,023.75 |
2,023.75 |
2,132.00 |
2,056.75 |
| S2 |
1,898.25 |
1,898.25 |
2,114.50 |
|
| S3 |
1,706.75 |
1,832.25 |
2,096.75 |
|
| S4 |
1,515.25 |
1,640.75 |
2,044.25 |
|
|
| 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 |
2,312.75 |
1,964.00 |
348.75 |
16.2% |
124.25 |
5.8% |
53% |
False |
True |
832 |
| 10 |
2,420.50 |
1,964.00 |
456.50 |
21.2% |
91.75 |
4.3% |
41% |
False |
True |
519 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
65.50 |
3.0% |
40% |
False |
True |
582 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
50.50 |
2.4% |
40% |
False |
True |
323 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
34.75 |
1.6% |
40% |
False |
True |
215 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
26.75 |
1.2% |
40% |
False |
True |
162 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
21.75 |
1.0% |
40% |
False |
True |
131 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.7% |
19.50 |
0.9% |
40% |
False |
True |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,969.50 |
|
2.618 |
2,656.75 |
|
1.618 |
2,465.25 |
|
1.000 |
2,347.00 |
|
0.618 |
2,273.75 |
|
HIGH |
2,155.50 |
|
0.618 |
2,082.25 |
|
0.500 |
2,059.75 |
|
0.382 |
2,037.25 |
|
LOW |
1,964.00 |
|
0.618 |
1,845.75 |
|
1.000 |
1,772.50 |
|
1.618 |
1,654.25 |
|
2.618 |
1,462.75 |
|
4.250 |
1,150.00 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,119.50 |
2,132.75 |
| PP |
2,089.75 |
2,116.00 |
| S1 |
2,059.75 |
2,099.50 |
|