| Trading Metrics calculated at close of trading on 22-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,075.00 |
2,030.00 |
-45.00 |
-2.2% |
2,175.75 |
| High |
2,095.00 |
2,079.75 |
-15.25 |
-0.7% |
2,208.00 |
| Low |
2,028.75 |
2,019.25 |
-9.50 |
-0.5% |
2,028.75 |
| Close |
2,035.75 |
2,038.75 |
3.00 |
0.1% |
2,035.75 |
| Range |
66.25 |
60.50 |
-5.75 |
-8.7% |
179.25 |
| ATR |
73.71 |
72.76 |
-0.94 |
-1.3% |
0.00 |
| Volume |
321 |
1,407 |
1,086 |
338.3% |
1,106 |
|
| Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.50 |
2,193.50 |
2,072.00 |
|
| R3 |
2,167.00 |
2,133.00 |
2,055.50 |
|
| R2 |
2,106.50 |
2,106.50 |
2,049.75 |
|
| R1 |
2,072.50 |
2,072.50 |
2,044.25 |
2,089.50 |
| PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,054.50 |
| S1 |
2,012.00 |
2,012.00 |
2,033.25 |
2,029.00 |
| S2 |
1,985.50 |
1,985.50 |
2,027.75 |
|
| S3 |
1,925.00 |
1,951.50 |
2,022.00 |
|
| S4 |
1,864.50 |
1,891.00 |
2,005.50 |
|
|
| 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 |
2,019.25 |
188.75 |
9.3% |
69.00 |
3.4% |
10% |
False |
True |
480 |
| 10 |
2,208.00 |
1,964.00 |
244.00 |
12.0% |
87.00 |
4.3% |
31% |
False |
False |
553 |
| 20 |
2,429.50 |
1,964.00 |
465.50 |
22.8% |
81.00 |
4.0% |
16% |
False |
False |
487 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
22.8% |
60.00 |
2.9% |
16% |
False |
False |
422 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.8% |
46.00 |
2.3% |
16% |
False |
False |
288 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.8% |
34.75 |
1.7% |
16% |
False |
False |
216 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.8% |
28.50 |
1.4% |
16% |
False |
False |
174 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.8% |
25.25 |
1.2% |
16% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,337.00 |
|
2.618 |
2,238.25 |
|
1.618 |
2,177.75 |
|
1.000 |
2,140.25 |
|
0.618 |
2,117.25 |
|
HIGH |
2,079.75 |
|
0.618 |
2,056.75 |
|
0.500 |
2,049.50 |
|
0.382 |
2,042.25 |
|
LOW |
2,019.25 |
|
0.618 |
1,981.75 |
|
1.000 |
1,958.75 |
|
1.618 |
1,921.25 |
|
2.618 |
1,860.75 |
|
4.250 |
1,762.00 |
|
|
| Fisher Pivots for day following 22-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.50 |
2,092.00 |
| PP |
2,046.00 |
2,074.25 |
| S1 |
2,042.25 |
2,056.50 |
|