| Trading Metrics calculated at close of trading on 19-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,162.00 |
2,075.00 |
-87.00 |
-4.0% |
2,175.75 |
| High |
2,164.50 |
2,095.00 |
-69.50 |
-3.2% |
2,208.00 |
| Low |
2,048.50 |
2,028.75 |
-19.75 |
-1.0% |
2,028.75 |
| Close |
2,076.75 |
2,035.75 |
-41.00 |
-2.0% |
2,035.75 |
| Range |
116.00 |
66.25 |
-49.75 |
-42.9% |
179.25 |
| ATR |
74.28 |
73.71 |
-0.57 |
-0.8% |
0.00 |
| Volume |
268 |
321 |
53 |
19.8% |
1,106 |
|
| Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,252.00 |
2,210.00 |
2,072.25 |
|
| R3 |
2,185.75 |
2,143.75 |
2,054.00 |
|
| R2 |
2,119.50 |
2,119.50 |
2,048.00 |
|
| R1 |
2,077.50 |
2,077.50 |
2,041.75 |
2,065.50 |
| PP |
2,053.25 |
2,053.25 |
2,053.25 |
2,047.00 |
| S1 |
2,011.25 |
2,011.25 |
2,029.75 |
1,999.00 |
| S2 |
1,987.00 |
1,987.00 |
2,023.50 |
|
| S3 |
1,920.75 |
1,945.00 |
2,017.50 |
|
| S4 |
1,854.50 |
1,878.75 |
1,999.25 |
|
|
| Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.50 |
2,511.50 |
2,134.25 |
|
| R3 |
2,449.25 |
2,332.25 |
2,085.00 |
|
| R2 |
2,270.00 |
2,270.00 |
2,068.50 |
|
| R1 |
2,153.00 |
2,153.00 |
2,052.25 |
2,122.00 |
| PP |
2,090.75 |
2,090.75 |
2,090.75 |
2,075.25 |
| S1 |
1,973.75 |
1,973.75 |
2,019.25 |
1,942.50 |
| S2 |
1,911.50 |
1,911.50 |
2,003.00 |
|
| S3 |
1,732.25 |
1,794.50 |
1,986.50 |
|
| S4 |
1,553.00 |
1,615.25 |
1,937.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,208.00 |
2,028.75 |
179.25 |
8.8% |
63.50 |
3.1% |
4% |
False |
True |
221 |
| 10 |
2,208.00 |
1,964.00 |
244.00 |
12.0% |
94.75 |
4.7% |
29% |
False |
False |
518 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
22.9% |
80.75 |
4.0% |
15% |
False |
False |
546 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
22.9% |
59.75 |
2.9% |
15% |
False |
False |
390 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.9% |
45.00 |
2.2% |
15% |
False |
False |
264 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.9% |
34.00 |
1.7% |
15% |
False |
False |
199 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.9% |
28.00 |
1.4% |
15% |
False |
False |
160 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.9% |
24.75 |
1.2% |
15% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,376.50 |
|
2.618 |
2,268.50 |
|
1.618 |
2,202.25 |
|
1.000 |
2,161.25 |
|
0.618 |
2,136.00 |
|
HIGH |
2,095.00 |
|
0.618 |
2,069.75 |
|
0.500 |
2,062.00 |
|
0.382 |
2,054.00 |
|
LOW |
2,028.75 |
|
0.618 |
1,987.75 |
|
1.000 |
1,962.50 |
|
1.618 |
1,921.50 |
|
2.618 |
1,855.25 |
|
4.250 |
1,747.25 |
|
|
| Fisher Pivots for day following 19-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.00 |
2,118.50 |
| PP |
2,053.25 |
2,090.75 |
| S1 |
2,044.50 |
2,063.25 |
|