| Trading Metrics calculated at close of trading on 31-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
2,216.50 |
2,222.75 |
6.25 |
0.3% |
2,030.00 |
| High |
2,243.50 |
2,262.75 |
19.25 |
0.9% |
2,163.00 |
| Low |
2,197.75 |
2,216.25 |
18.50 |
0.8% |
2,019.25 |
| Close |
2,222.00 |
2,235.75 |
13.75 |
0.6% |
2,159.00 |
| Range |
45.75 |
46.50 |
0.75 |
1.6% |
143.75 |
| ATR |
69.13 |
67.51 |
-1.62 |
-2.3% |
0.00 |
| Volume |
1,072 |
1,448 |
376 |
35.1% |
3,556 |
|
| Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,377.75 |
2,353.25 |
2,261.25 |
|
| R3 |
2,331.25 |
2,306.75 |
2,248.50 |
|
| R2 |
2,284.75 |
2,284.75 |
2,244.25 |
|
| R1 |
2,260.25 |
2,260.25 |
2,240.00 |
2,272.50 |
| PP |
2,238.25 |
2,238.25 |
2,238.25 |
2,244.50 |
| S1 |
2,213.75 |
2,213.75 |
2,231.50 |
2,226.00 |
| S2 |
2,191.75 |
2,191.75 |
2,227.25 |
|
| S3 |
2,145.25 |
2,167.25 |
2,223.00 |
|
| S4 |
2,098.75 |
2,120.75 |
2,210.25 |
|
|
| 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 |
2,262.75 |
2,076.50 |
186.25 |
8.3% |
57.25 |
2.6% |
86% |
True |
False |
629 |
| 10 |
2,262.75 |
2,019.25 |
243.50 |
10.9% |
67.00 |
3.0% |
89% |
True |
False |
681 |
| 20 |
2,312.75 |
1,964.00 |
348.75 |
15.6% |
83.25 |
3.7% |
78% |
False |
False |
644 |
| 40 |
2,429.50 |
1,964.00 |
465.50 |
20.8% |
64.50 |
2.9% |
58% |
False |
False |
528 |
| 60 |
2,429.50 |
1,964.00 |
465.50 |
20.8% |
52.50 |
2.3% |
58% |
False |
False |
368 |
| 80 |
2,429.50 |
1,964.00 |
465.50 |
20.8% |
40.00 |
1.8% |
58% |
False |
False |
276 |
| 100 |
2,429.50 |
1,964.00 |
465.50 |
20.8% |
32.75 |
1.5% |
58% |
False |
False |
221 |
| 120 |
2,429.50 |
1,964.00 |
465.50 |
20.8% |
28.25 |
1.3% |
58% |
False |
False |
186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,460.50 |
|
2.618 |
2,384.50 |
|
1.618 |
2,338.00 |
|
1.000 |
2,309.25 |
|
0.618 |
2,291.50 |
|
HIGH |
2,262.75 |
|
0.618 |
2,245.00 |
|
0.500 |
2,239.50 |
|
0.382 |
2,234.00 |
|
LOW |
2,216.25 |
|
0.618 |
2,187.50 |
|
1.000 |
2,169.75 |
|
1.618 |
2,141.00 |
|
2.618 |
2,094.50 |
|
4.250 |
2,018.50 |
|
|
| Fisher Pivots for day following 31-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,239.50 |
2,227.75 |
| PP |
2,238.25 |
2,219.75 |
| S1 |
2,237.00 |
2,211.75 |
|