| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,038.50 |
2,163.00 |
124.50 |
6.1% |
2,380.25 |
| High |
2,155.50 |
2,163.00 |
7.50 |
0.3% |
2,389.25 |
| Low |
1,964.00 |
2,061.75 |
97.75 |
5.0% |
2,123.75 |
| Close |
2,149.50 |
2,079.50 |
-70.00 |
-3.3% |
2,181.50 |
| Range |
191.50 |
101.25 |
-90.25 |
-47.1% |
265.50 |
| ATR |
71.13 |
73.29 |
2.15 |
3.0% |
0.00 |
| Volume |
1,193 |
1,145 |
-48 |
-4.0% |
2,389 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,405.25 |
2,343.50 |
2,135.25 |
|
| R3 |
2,304.00 |
2,242.25 |
2,107.25 |
|
| R2 |
2,202.75 |
2,202.75 |
2,098.00 |
|
| R1 |
2,141.00 |
2,141.00 |
2,088.75 |
2,121.25 |
| PP |
2,101.50 |
2,101.50 |
2,101.50 |
2,091.50 |
| S1 |
2,039.75 |
2,039.75 |
2,070.25 |
2,020.00 |
| S2 |
2,000.25 |
2,000.25 |
2,061.00 |
|
| S3 |
1,899.00 |
1,938.50 |
2,051.75 |
|
| S4 |
1,797.75 |
1,837.25 |
2,023.75 |
|
|
| 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 |
16.8% |
132.25 |
6.4% |
33% |
False |
False |
977 |
| 10 |
2,392.75 |
1,964.00 |
428.75 |
20.6% |
95.25 |
4.6% |
27% |
False |
False |
609 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
68.75 |
3.3% |
25% |
False |
False |
630 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
52.75 |
2.5% |
25% |
False |
False |
351 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
36.50 |
1.7% |
25% |
False |
False |
235 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
28.00 |
1.3% |
25% |
False |
False |
176 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
22.75 |
1.1% |
25% |
False |
False |
143 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.4% |
20.50 |
1.0% |
25% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,593.25 |
|
2.618 |
2,428.00 |
|
1.618 |
2,326.75 |
|
1.000 |
2,264.25 |
|
0.618 |
2,225.50 |
|
HIGH |
2,163.00 |
|
0.618 |
2,124.25 |
|
0.500 |
2,112.50 |
|
0.382 |
2,100.50 |
|
LOW |
2,061.75 |
|
0.618 |
1,999.25 |
|
1.000 |
1,960.50 |
|
1.618 |
1,898.00 |
|
2.618 |
1,796.75 |
|
4.250 |
1,631.50 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.50 |
2,074.50 |
| PP |
2,101.50 |
2,069.25 |
| S1 |
2,090.50 |
2,064.00 |
|