| Trading Metrics calculated at close of trading on 23-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,030.00 |
2,038.75 |
8.75 |
0.4% |
2,175.75 |
| High |
2,079.75 |
2,123.75 |
44.00 |
2.1% |
2,208.00 |
| Low |
2,019.25 |
2,032.50 |
13.25 |
0.7% |
2,028.75 |
| Close |
2,038.75 |
2,119.00 |
80.25 |
3.9% |
2,035.75 |
| Range |
60.50 |
91.25 |
30.75 |
50.8% |
179.25 |
| ATR |
72.76 |
74.08 |
1.32 |
1.8% |
0.00 |
| Volume |
1,407 |
312 |
-1,095 |
-77.8% |
1,106 |
|
| Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,365.50 |
2,333.50 |
2,169.25 |
|
| R3 |
2,274.25 |
2,242.25 |
2,144.00 |
|
| R2 |
2,183.00 |
2,183.00 |
2,135.75 |
|
| R1 |
2,151.00 |
2,151.00 |
2,127.25 |
2,167.00 |
| PP |
2,091.75 |
2,091.75 |
2,091.75 |
2,099.75 |
| S1 |
2,059.75 |
2,059.75 |
2,110.75 |
2,075.75 |
| S2 |
2,000.50 |
2,000.50 |
2,102.25 |
|
| S3 |
1,909.25 |
1,968.50 |
2,094.00 |
|
| S4 |
1,818.00 |
1,877.25 |
2,068.75 |
|
|
| 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 |
8.9% |
78.00 |
3.7% |
53% |
False |
False |
508 |
| 10 |
2,208.00 |
2,019.25 |
188.75 |
8.9% |
77.00 |
3.6% |
53% |
False |
False |
465 |
| 20 |
2,420.50 |
1,964.00 |
456.50 |
21.5% |
84.50 |
4.0% |
34% |
False |
False |
492 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
60.75 |
2.9% |
33% |
False |
False |
429 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
47.50 |
2.2% |
33% |
False |
False |
293 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
35.75 |
1.7% |
33% |
False |
False |
220 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
29.50 |
1.4% |
33% |
False |
False |
177 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.0% |
26.00 |
1.2% |
33% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,511.50 |
|
2.618 |
2,362.75 |
|
1.618 |
2,271.50 |
|
1.000 |
2,215.00 |
|
0.618 |
2,180.25 |
|
HIGH |
2,123.75 |
|
0.618 |
2,089.00 |
|
0.500 |
2,078.00 |
|
0.382 |
2,067.25 |
|
LOW |
2,032.50 |
|
0.618 |
1,976.00 |
|
1.000 |
1,941.25 |
|
1.618 |
1,884.75 |
|
2.618 |
1,793.50 |
|
4.250 |
1,644.75 |
|
|
| Fisher Pivots for day following 23-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.50 |
2,103.25 |
| PP |
2,091.75 |
2,087.25 |
| S1 |
2,078.00 |
2,071.50 |
|