| 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 |
1,840.4 |
1,791.9 |
-48.5 |
-2.6% |
1,862.5 |
| High |
1,841.5 |
1,843.9 |
2.4 |
0.1% |
1,916.2 |
| Low |
1,780.0 |
1,789.0 |
9.0 |
0.5% |
1,708.4 |
| Close |
1,793.2 |
1,831.3 |
38.1 |
2.1% |
1,798.8 |
| Range |
61.5 |
54.9 |
-6.6 |
-10.7% |
207.8 |
| ATR |
49.3 |
49.7 |
0.4 |
0.8% |
0.0 |
| Volume |
1,158 |
953 |
-205 |
-17.7% |
18,361 |
|
| Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,986.1 |
1,963.6 |
1,861.5 |
|
| R3 |
1,931.2 |
1,908.7 |
1,846.4 |
|
| R2 |
1,876.3 |
1,876.3 |
1,841.4 |
|
| R1 |
1,853.8 |
1,853.8 |
1,836.3 |
1,865.1 |
| PP |
1,821.4 |
1,821.4 |
1,821.4 |
1,827.0 |
| S1 |
1,798.9 |
1,798.9 |
1,826.3 |
1,810.2 |
| S2 |
1,766.5 |
1,766.5 |
1,821.2 |
|
| S3 |
1,711.6 |
1,744.0 |
1,816.2 |
|
| S4 |
1,656.7 |
1,689.1 |
1,801.1 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.2 |
2,322.8 |
1,913.1 |
|
| R3 |
2,223.4 |
2,115.0 |
1,855.9 |
|
| R2 |
2,015.6 |
2,015.6 |
1,836.9 |
|
| R1 |
1,907.2 |
1,907.2 |
1,817.8 |
1,857.5 |
| PP |
1,807.8 |
1,807.8 |
1,807.8 |
1,783.0 |
| S1 |
1,699.4 |
1,699.4 |
1,779.8 |
1,649.7 |
| S2 |
1,600.0 |
1,600.0 |
1,760.7 |
|
| S3 |
1,392.2 |
1,491.6 |
1,741.7 |
|
| S4 |
1,184.4 |
1,283.8 |
1,684.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,857.7 |
1,708.4 |
149.3 |
8.2% |
71.9 |
3.9% |
82% |
False |
False |
2,430 |
| 10 |
1,916.2 |
1,708.4 |
207.8 |
11.3% |
59.8 |
3.3% |
59% |
False |
False |
3,326 |
| 20 |
1,916.2 |
1,645.0 |
271.2 |
14.8% |
50.9 |
2.8% |
69% |
False |
False |
4,295 |
| 40 |
1,916.2 |
1,517.1 |
399.1 |
21.8% |
34.9 |
1.9% |
79% |
False |
False |
2,501 |
| 60 |
1,916.2 |
1,482.6 |
433.6 |
23.7% |
27.8 |
1.5% |
80% |
False |
False |
1,741 |
| 80 |
1,916.2 |
1,477.1 |
439.1 |
24.0% |
24.6 |
1.3% |
81% |
False |
False |
1,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,077.2 |
|
2.618 |
1,987.6 |
|
1.618 |
1,932.7 |
|
1.000 |
1,898.8 |
|
0.618 |
1,877.8 |
|
HIGH |
1,843.9 |
|
0.618 |
1,822.9 |
|
0.500 |
1,816.5 |
|
0.382 |
1,810.0 |
|
LOW |
1,789.0 |
|
0.618 |
1,755.1 |
|
1.000 |
1,734.1 |
|
1.618 |
1,700.2 |
|
2.618 |
1,645.3 |
|
4.250 |
1,555.7 |
|
|
| Fisher Pivots for day following 30-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,826.4 |
1,821.9 |
| PP |
1,821.4 |
1,812.4 |
| S1 |
1,816.5 |
1,803.0 |
|