| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
10,810.91 |
11,228.00 |
417.09 |
3.9% |
12,144.22 |
| High |
11,244.01 |
11,228.00 |
-16.01 |
-0.1% |
12,282.42 |
| Low |
10,604.07 |
10,686.49 |
82.42 |
0.8% |
11,139.00 |
| Close |
11,239.77 |
10,719.94 |
-519.83 |
-4.6% |
11,444.61 |
| Range |
639.94 |
541.51 |
-98.43 |
-15.4% |
1,143.42 |
| ATR |
267.57 |
287.98 |
20.41 |
7.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,502.67 |
12,152.82 |
11,017.77 |
|
| R3 |
11,961.16 |
11,611.31 |
10,868.86 |
|
| R2 |
11,419.65 |
11,419.65 |
10,819.22 |
|
| R1 |
11,069.80 |
11,069.80 |
10,769.58 |
10,973.97 |
| PP |
10,878.14 |
10,878.14 |
10,878.14 |
10,830.23 |
| S1 |
10,528.29 |
10,528.29 |
10,670.30 |
10,432.46 |
| S2 |
10,336.63 |
10,336.63 |
10,620.66 |
|
| S3 |
9,795.12 |
9,986.78 |
10,571.02 |
|
| S4 |
9,253.61 |
9,445.27 |
10,422.11 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,052.27 |
14,391.86 |
12,073.49 |
|
| R3 |
13,908.85 |
13,248.44 |
11,759.05 |
|
| R2 |
12,765.43 |
12,765.43 |
11,654.24 |
|
| R1 |
12,105.02 |
12,105.02 |
11,549.42 |
11,863.52 |
| PP |
11,622.01 |
11,622.01 |
11,622.01 |
11,501.26 |
| S1 |
10,961.60 |
10,961.60 |
11,339.80 |
10,720.10 |
| S2 |
10,478.59 |
10,478.59 |
11,234.98 |
|
| S3 |
9,335.17 |
9,818.18 |
11,130.17 |
|
| S4 |
8,191.75 |
8,674.76 |
10,815.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,893.94 |
10,604.07 |
1,289.87 |
12.0% |
548.78 |
5.1% |
9% |
False |
False |
|
| 10 |
12,384.90 |
10,604.07 |
1,780.83 |
16.6% |
381.52 |
3.6% |
7% |
False |
False |
|
| 20 |
12,751.43 |
10,604.07 |
2,147.36 |
20.0% |
263.89 |
2.5% |
5% |
False |
False |
|
| 40 |
12,753.89 |
10,604.07 |
2,149.82 |
20.1% |
203.53 |
1.9% |
5% |
False |
False |
|
| 60 |
12,753.89 |
10,604.07 |
2,149.82 |
20.1% |
179.55 |
1.7% |
5% |
False |
False |
|
| 80 |
12,876.00 |
10,604.07 |
2,271.93 |
21.2% |
167.48 |
1.6% |
5% |
False |
False |
|
| 100 |
12,876.00 |
10,604.07 |
2,271.93 |
21.2% |
154.70 |
1.4% |
5% |
False |
False |
|
| 120 |
12,876.00 |
10,604.07 |
2,271.93 |
21.2% |
157.71 |
1.5% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,529.42 |
|
2.618 |
12,645.67 |
|
1.618 |
12,104.16 |
|
1.000 |
11,769.51 |
|
0.618 |
11,562.65 |
|
HIGH |
11,228.00 |
|
0.618 |
11,021.14 |
|
0.500 |
10,957.25 |
|
0.382 |
10,893.35 |
|
LOW |
10,686.49 |
|
0.618 |
10,351.84 |
|
1.000 |
10,144.98 |
|
1.618 |
9,810.33 |
|
2.618 |
9,268.82 |
|
4.250 |
8,385.07 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
10,957.25 |
11,019.08 |
| PP |
10,878.14 |
10,919.37 |
| S1 |
10,799.04 |
10,819.65 |
|