| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,121.50 |
2,116.75 |
-4.75 |
-0.2% |
2,175.75 |
| High |
2,141.75 |
2,146.25 |
4.50 |
0.2% |
2,208.00 |
| Low |
2,092.25 |
2,096.50 |
4.25 |
0.2% |
2,028.75 |
| Close |
2,133.75 |
2,106.00 |
-27.75 |
-1.3% |
2,035.75 |
| Range |
49.50 |
49.75 |
0.25 |
0.5% |
179.25 |
| ATR |
72.33 |
70.71 |
-1.61 |
-2.2% |
0.00 |
| Volume |
1,359 |
236 |
-1,123 |
-82.6% |
1,106 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,265.50 |
2,235.50 |
2,133.25 |
|
| R3 |
2,215.75 |
2,185.75 |
2,119.75 |
|
| R2 |
2,166.00 |
2,166.00 |
2,115.00 |
|
| R1 |
2,136.00 |
2,136.00 |
2,110.50 |
2,126.00 |
| PP |
2,116.25 |
2,116.25 |
2,116.25 |
2,111.25 |
| S1 |
2,086.25 |
2,086.25 |
2,101.50 |
2,076.50 |
| S2 |
2,066.50 |
2,066.50 |
2,097.00 |
|
| S3 |
2,016.75 |
2,036.50 |
2,092.25 |
|
| S4 |
1,967.00 |
1,986.75 |
2,078.75 |
|
|
| 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 |
2,146.25 |
2,019.25 |
127.00 |
6.0% |
63.50 |
3.0% |
68% |
True |
False |
727 |
| 10 |
2,208.00 |
2,019.25 |
188.75 |
9.0% |
64.50 |
3.1% |
46% |
False |
False |
469 |
| 20 |
2,389.25 |
1,964.00 |
425.25 |
20.2% |
84.00 |
4.0% |
33% |
False |
False |
554 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
22.1% |
61.50 |
2.9% |
31% |
False |
False |
466 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
22.1% |
48.50 |
2.3% |
31% |
False |
False |
319 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
22.1% |
37.00 |
1.8% |
31% |
False |
False |
240 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
22.1% |
30.50 |
1.4% |
31% |
False |
False |
193 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
22.1% |
26.75 |
1.3% |
31% |
False |
False |
162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,357.75 |
|
2.618 |
2,276.50 |
|
1.618 |
2,226.75 |
|
1.000 |
2,196.00 |
|
0.618 |
2,177.00 |
|
HIGH |
2,146.25 |
|
0.618 |
2,127.25 |
|
0.500 |
2,121.50 |
|
0.382 |
2,115.50 |
|
LOW |
2,096.50 |
|
0.618 |
2,065.75 |
|
1.000 |
2,046.75 |
|
1.618 |
2,016.00 |
|
2.618 |
1,966.25 |
|
4.250 |
1,885.00 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,121.50 |
2,100.50 |
| PP |
2,116.25 |
2,095.00 |
| S1 |
2,111.00 |
2,089.50 |
|