| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,163.00 |
2,086.50 |
-76.50 |
-3.5% |
2,380.25 |
| High |
2,163.00 |
2,177.75 |
14.75 |
0.7% |
2,389.25 |
| Low |
2,061.75 |
2,053.00 |
-8.75 |
-0.4% |
2,123.75 |
| Close |
2,079.50 |
2,152.00 |
72.50 |
3.5% |
2,181.50 |
| Range |
101.25 |
124.75 |
23.50 |
23.2% |
265.50 |
| ATR |
73.29 |
76.96 |
3.68 |
5.0% |
0.00 |
| Volume |
1,145 |
404 |
-741 |
-64.7% |
2,389 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.75 |
2,451.75 |
2,220.50 |
|
| R3 |
2,377.00 |
2,327.00 |
2,186.25 |
|
| R2 |
2,252.25 |
2,252.25 |
2,174.75 |
|
| R1 |
2,202.25 |
2,202.25 |
2,163.50 |
2,227.25 |
| PP |
2,127.50 |
2,127.50 |
2,127.50 |
2,140.00 |
| S1 |
2,077.50 |
2,077.50 |
2,140.50 |
2,102.50 |
| S2 |
2,002.75 |
2,002.75 |
2,129.25 |
|
| S3 |
1,878.00 |
1,952.75 |
2,117.75 |
|
| S4 |
1,753.25 |
1,828.00 |
2,083.50 |
|
|
| 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 |
2,234.75 |
1,964.00 |
270.75 |
12.6% |
133.00 |
6.2% |
69% |
False |
False |
925 |
| 10 |
2,389.25 |
1,964.00 |
425.25 |
19.8% |
103.50 |
4.8% |
44% |
False |
False |
639 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
72.50 |
3.4% |
40% |
False |
False |
649 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
55.25 |
2.6% |
40% |
False |
False |
361 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
38.50 |
1.8% |
40% |
False |
False |
241 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
29.00 |
1.4% |
40% |
False |
False |
181 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
24.00 |
1.1% |
40% |
False |
False |
147 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.6% |
21.50 |
1.0% |
40% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,708.00 |
|
2.618 |
2,504.25 |
|
1.618 |
2,379.50 |
|
1.000 |
2,302.50 |
|
0.618 |
2,254.75 |
|
HIGH |
2,177.75 |
|
0.618 |
2,130.00 |
|
0.500 |
2,115.50 |
|
0.382 |
2,100.75 |
|
LOW |
2,053.00 |
|
0.618 |
1,976.00 |
|
1.000 |
1,928.25 |
|
1.618 |
1,851.25 |
|
2.618 |
1,726.50 |
|
4.250 |
1,522.75 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,139.75 |
2,125.00 |
| PP |
2,127.50 |
2,098.00 |
| S1 |
2,115.50 |
2,071.00 |
|