| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
11,228.00 |
10,729.85 |
-498.15 |
-4.4% |
12,144.22 |
| High |
11,228.00 |
11,278.90 |
50.90 |
0.5% |
12,282.42 |
| Low |
10,686.49 |
10,729.85 |
43.36 |
0.4% |
11,139.00 |
| Close |
10,719.94 |
11,143.31 |
423.37 |
3.9% |
11,444.61 |
| Range |
541.51 |
549.05 |
7.54 |
1.4% |
1,143.42 |
| ATR |
287.98 |
307.34 |
19.36 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,697.84 |
12,469.62 |
11,445.29 |
|
| R3 |
12,148.79 |
11,920.57 |
11,294.30 |
|
| R2 |
11,599.74 |
11,599.74 |
11,243.97 |
|
| R1 |
11,371.52 |
11,371.52 |
11,193.64 |
11,485.63 |
| PP |
11,050.69 |
11,050.69 |
11,050.69 |
11,107.74 |
| S1 |
10,822.47 |
10,822.47 |
11,092.98 |
10,936.58 |
| S2 |
10,501.64 |
10,501.64 |
11,042.65 |
|
| S3 |
9,952.59 |
10,273.42 |
10,992.32 |
|
| S4 |
9,403.54 |
9,724.37 |
10,841.33 |
|
|
| 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 |
11,555.41 |
10,604.07 |
951.34 |
8.5% |
554.23 |
5.0% |
57% |
False |
False |
|
| 10 |
12,282.42 |
10,604.07 |
1,678.35 |
15.1% |
420.62 |
3.8% |
32% |
False |
False |
|
| 20 |
12,751.43 |
10,604.07 |
2,147.36 |
19.3% |
282.96 |
2.5% |
25% |
False |
False |
|
| 40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
211.94 |
1.9% |
25% |
False |
False |
|
| 60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
186.00 |
1.7% |
25% |
False |
False |
|
| 80 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
171.27 |
1.5% |
24% |
False |
False |
|
| 100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
158.01 |
1.4% |
24% |
False |
False |
|
| 120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
161.55 |
1.4% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,612.36 |
|
2.618 |
12,716.31 |
|
1.618 |
12,167.26 |
|
1.000 |
11,827.95 |
|
0.618 |
11,618.21 |
|
HIGH |
11,278.90 |
|
0.618 |
11,069.16 |
|
0.500 |
11,004.38 |
|
0.382 |
10,939.59 |
|
LOW |
10,729.85 |
|
0.618 |
10,390.54 |
|
1.000 |
10,180.80 |
|
1.618 |
9,841.49 |
|
2.618 |
9,292.44 |
|
4.250 |
8,396.39 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,097.00 |
11,076.04 |
| PP |
11,050.69 |
11,008.76 |
| S1 |
11,004.38 |
10,941.49 |
|