| Trading Metrics calculated at close of trading on 15-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
11,143.46 |
11,269.85 |
126.39 |
1.1% |
11,433.93 |
| High |
11,346.67 |
11,484.60 |
137.93 |
1.2% |
11,434.09 |
| Low |
11,142.18 |
11,269.85 |
127.67 |
1.1% |
10,604.07 |
| Close |
11,269.02 |
11,482.90 |
213.88 |
1.9% |
11,269.02 |
| Range |
204.49 |
214.75 |
10.26 |
5.0% |
830.02 |
| ATR |
299.99 |
293.96 |
-6.03 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,056.70 |
11,984.55 |
11,601.01 |
|
| R3 |
11,841.95 |
11,769.80 |
11,541.96 |
|
| R2 |
11,627.20 |
11,627.20 |
11,522.27 |
|
| R1 |
11,555.05 |
11,555.05 |
11,502.59 |
11,591.13 |
| PP |
11,412.45 |
11,412.45 |
11,412.45 |
11,430.49 |
| S1 |
11,340.30 |
11,340.30 |
11,463.21 |
11,376.38 |
| S2 |
11,197.70 |
11,197.70 |
11,443.53 |
|
| S3 |
10,982.95 |
11,125.55 |
11,423.84 |
|
| S4 |
10,768.20 |
10,910.80 |
11,364.79 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,592.45 |
13,260.76 |
11,725.53 |
|
| R3 |
12,762.43 |
12,430.74 |
11,497.28 |
|
| R2 |
11,932.41 |
11,932.41 |
11,421.19 |
|
| R1 |
11,600.72 |
11,600.72 |
11,345.11 |
11,351.56 |
| PP |
11,102.39 |
11,102.39 |
11,102.39 |
10,977.81 |
| S1 |
10,770.70 |
10,770.70 |
11,192.93 |
10,521.54 |
| S2 |
10,272.37 |
10,272.37 |
11,116.85 |
|
| S3 |
9,442.35 |
9,940.68 |
11,040.76 |
|
| S4 |
8,612.33 |
9,110.66 |
10,812.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,484.60 |
10,604.07 |
880.53 |
7.7% |
429.95 |
3.7% |
100% |
True |
False |
|
| 10 |
12,130.30 |
10,604.07 |
1,526.23 |
13.3% |
418.15 |
3.6% |
58% |
False |
False |
|
| 20 |
12,751.43 |
10,604.07 |
2,147.36 |
18.7% |
290.03 |
2.5% |
41% |
False |
False |
|
| 40 |
12,753.89 |
10,604.07 |
2,149.82 |
18.7% |
216.81 |
1.9% |
41% |
False |
False |
|
| 60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.7% |
189.18 |
1.6% |
41% |
False |
False |
|
| 80 |
12,876.00 |
10,604.07 |
2,271.93 |
19.8% |
172.92 |
1.5% |
39% |
False |
False |
|
| 100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.8% |
160.29 |
1.4% |
39% |
False |
False |
|
| 120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.8% |
161.95 |
1.4% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,397.29 |
|
2.618 |
12,046.82 |
|
1.618 |
11,832.07 |
|
1.000 |
11,699.35 |
|
0.618 |
11,617.32 |
|
HIGH |
11,484.60 |
|
0.618 |
11,402.57 |
|
0.500 |
11,377.23 |
|
0.382 |
11,351.88 |
|
LOW |
11,269.85 |
|
0.618 |
11,137.13 |
|
1.000 |
11,055.10 |
|
1.618 |
10,922.38 |
|
2.618 |
10,707.63 |
|
4.250 |
10,357.16 |
|
|
| Fisher Pivots for day following 15-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,447.68 |
11,357.68 |
| PP |
11,412.45 |
11,232.45 |
| S1 |
11,377.23 |
11,107.23 |
|