| Trading Metrics calculated at close of trading on 24-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,038.75 |
2,121.50 |
82.75 |
4.1% |
2,175.75 |
| High |
2,123.75 |
2,141.75 |
18.00 |
0.8% |
2,208.00 |
| Low |
2,032.50 |
2,092.25 |
59.75 |
2.9% |
2,028.75 |
| Close |
2,119.00 |
2,133.75 |
14.75 |
0.7% |
2,035.75 |
| Range |
91.25 |
49.50 |
-41.75 |
-45.8% |
179.25 |
| ATR |
74.08 |
72.33 |
-1.76 |
-2.4% |
0.00 |
| Volume |
312 |
1,359 |
1,047 |
335.6% |
1,106 |
|
| Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,271.00 |
2,252.00 |
2,161.00 |
|
| R3 |
2,221.50 |
2,202.50 |
2,147.25 |
|
| R2 |
2,172.00 |
2,172.00 |
2,142.75 |
|
| R1 |
2,153.00 |
2,153.00 |
2,138.25 |
2,162.50 |
| PP |
2,122.50 |
2,122.50 |
2,122.50 |
2,127.50 |
| S1 |
2,103.50 |
2,103.50 |
2,129.25 |
2,113.00 |
| S2 |
2,073.00 |
2,073.00 |
2,124.75 |
|
| S3 |
2,023.50 |
2,054.00 |
2,120.25 |
|
| S4 |
1,974.00 |
2,004.50 |
2,106.50 |
|
|
| 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 |
2,164.50 |
2,019.25 |
145.25 |
6.8% |
76.75 |
3.6% |
79% |
False |
False |
733 |
| 10 |
2,208.00 |
2,019.25 |
188.75 |
8.8% |
72.00 |
3.4% |
61% |
False |
False |
486 |
| 20 |
2,392.75 |
1,964.00 |
428.75 |
20.1% |
83.50 |
3.9% |
40% |
False |
False |
548 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
61.00 |
2.9% |
36% |
False |
False |
462 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
48.00 |
2.2% |
36% |
False |
False |
315 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
36.50 |
1.7% |
36% |
False |
False |
237 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
30.00 |
1.4% |
36% |
False |
False |
190 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
21.8% |
26.50 |
1.2% |
36% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,352.00 |
|
2.618 |
2,271.25 |
|
1.618 |
2,221.75 |
|
1.000 |
2,191.25 |
|
0.618 |
2,172.25 |
|
HIGH |
2,141.75 |
|
0.618 |
2,122.75 |
|
0.500 |
2,117.00 |
|
0.382 |
2,111.25 |
|
LOW |
2,092.25 |
|
0.618 |
2,061.75 |
|
1.000 |
2,042.75 |
|
1.618 |
2,012.25 |
|
2.618 |
1,962.75 |
|
4.250 |
1,882.00 |
|
|
| Fisher Pivots for day following 24-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,128.25 |
2,116.00 |
| PP |
2,122.50 |
2,098.25 |
| S1 |
2,117.00 |
2,080.50 |
|