| Trading Metrics calculated at close of trading on 30-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,160.75 |
2,216.50 |
55.75 |
2.6% |
2,030.00 |
| High |
2,218.00 |
2,243.50 |
25.50 |
1.1% |
2,163.00 |
| Low |
2,160.75 |
2,197.75 |
37.00 |
1.7% |
2,019.25 |
| Close |
2,215.00 |
2,222.00 |
7.00 |
0.3% |
2,159.00 |
| Range |
57.25 |
45.75 |
-11.50 |
-20.1% |
143.75 |
| ATR |
70.92 |
69.13 |
-1.80 |
-2.5% |
0.00 |
| Volume |
150 |
1,072 |
922 |
614.7% |
3,556 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.25 |
2,336.00 |
2,247.25 |
|
| R3 |
2,312.50 |
2,290.25 |
2,234.50 |
|
| R2 |
2,266.75 |
2,266.75 |
2,230.50 |
|
| R1 |
2,244.50 |
2,244.50 |
2,226.25 |
2,255.50 |
| PP |
2,221.00 |
2,221.00 |
2,221.00 |
2,226.75 |
| S1 |
2,198.75 |
2,198.75 |
2,217.75 |
2,210.00 |
| S2 |
2,175.25 |
2,175.25 |
2,213.50 |
|
| S3 |
2,129.50 |
2,153.00 |
2,209.50 |
|
| S4 |
2,083.75 |
2,107.25 |
2,196.75 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,545.00 |
2,495.75 |
2,238.00 |
|
| R3 |
2,401.25 |
2,352.00 |
2,198.50 |
|
| R2 |
2,257.50 |
2,257.50 |
2,185.25 |
|
| R1 |
2,208.25 |
2,208.25 |
2,172.25 |
2,233.00 |
| PP |
2,113.75 |
2,113.75 |
2,113.75 |
2,126.00 |
| S1 |
2,064.50 |
2,064.50 |
2,145.75 |
2,089.00 |
| S2 |
1,970.00 |
1,970.00 |
2,132.75 |
|
| S3 |
1,826.25 |
1,920.75 |
2,119.50 |
|
| S4 |
1,682.50 |
1,777.00 |
2,080.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,243.50 |
2,076.50 |
167.00 |
7.5% |
57.75 |
2.6% |
87% |
True |
False |
611 |
| 10 |
2,243.50 |
2,019.25 |
224.25 |
10.1% |
67.75 |
3.1% |
90% |
True |
False |
560 |
| 20 |
2,312.75 |
1,964.00 |
348.75 |
15.7% |
84.00 |
3.8% |
74% |
False |
False |
593 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
63.75 |
2.9% |
55% |
False |
False |
493 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
51.75 |
2.3% |
55% |
False |
False |
344 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
39.50 |
1.8% |
55% |
False |
False |
258 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
32.25 |
1.5% |
55% |
False |
False |
207 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.9% |
28.25 |
1.3% |
55% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,438.00 |
|
2.618 |
2,363.25 |
|
1.618 |
2,317.50 |
|
1.000 |
2,289.25 |
|
0.618 |
2,271.75 |
|
HIGH |
2,243.50 |
|
0.618 |
2,226.00 |
|
0.500 |
2,220.50 |
|
0.382 |
2,215.25 |
|
LOW |
2,197.75 |
|
0.618 |
2,169.50 |
|
1.000 |
2,152.00 |
|
1.618 |
2,123.75 |
|
2.618 |
2,078.00 |
|
4.250 |
2,003.25 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,221.50 |
2,201.25 |
| PP |
2,221.00 |
2,180.75 |
| S1 |
2,220.50 |
2,160.00 |
|