Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,052.0 |
5,212.0 |
160.0 |
3.2% |
5,098.5 |
High |
5,124.5 |
5,311.5 |
187.0 |
3.6% |
5,311.5 |
Low |
4,960.0 |
5,212.0 |
252.0 |
5.1% |
4,819.5 |
Close |
5,124.5 |
5,275.5 |
151.0 |
2.9% |
5,275.5 |
Range |
164.5 |
99.5 |
-65.0 |
-39.5% |
492.0 |
ATR |
128.2 |
132.4 |
4.2 |
3.3% |
0.0 |
Volume |
43 |
20 |
-23 |
-53.5% |
573 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,565.0 |
5,519.5 |
5,330.0 |
|
R3 |
5,465.5 |
5,420.0 |
5,303.0 |
|
R2 |
5,366.0 |
5,366.0 |
5,293.5 |
|
R1 |
5,320.5 |
5,320.5 |
5,284.5 |
5,343.0 |
PP |
5,266.5 |
5,266.5 |
5,266.5 |
5,277.5 |
S1 |
5,221.0 |
5,221.0 |
5,266.5 |
5,244.0 |
S2 |
5,167.0 |
5,167.0 |
5,257.5 |
|
S3 |
5,067.5 |
5,121.5 |
5,248.0 |
|
S4 |
4,968.0 |
5,022.0 |
5,221.0 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,611.5 |
6,435.5 |
5,546.0 |
|
R3 |
6,119.5 |
5,943.5 |
5,411.0 |
|
R2 |
5,627.5 |
5,627.5 |
5,365.5 |
|
R1 |
5,451.5 |
5,451.5 |
5,320.5 |
5,539.5 |
PP |
5,135.5 |
5,135.5 |
5,135.5 |
5,179.5 |
S1 |
4,959.5 |
4,959.5 |
5,230.5 |
5,047.5 |
S2 |
4,643.5 |
4,643.5 |
5,185.5 |
|
S3 |
4,151.5 |
4,467.5 |
5,140.0 |
|
S4 |
3,659.5 |
3,975.5 |
5,005.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,311.5 |
4,819.5 |
492.0 |
9.3% |
202.0 |
3.8% |
93% |
True |
False |
114 |
10 |
5,847.0 |
4,819.5 |
1,027.5 |
19.5% |
175.0 |
3.3% |
44% |
False |
False |
67 |
20 |
5,885.0 |
4,819.5 |
1,065.5 |
20.2% |
104.5 |
2.0% |
43% |
False |
False |
38 |
40 |
6,000.5 |
4,819.5 |
1,181.0 |
22.4% |
68.0 |
1.3% |
39% |
False |
False |
24 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
22.4% |
49.5 |
0.9% |
39% |
False |
False |
21 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
22.4% |
37.5 |
0.7% |
39% |
False |
False |
16 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
22.4% |
31.0 |
0.6% |
39% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,734.5 |
2.618 |
5,572.0 |
1.618 |
5,472.5 |
1.000 |
5,411.0 |
0.618 |
5,373.0 |
HIGH |
5,311.5 |
0.618 |
5,273.5 |
0.500 |
5,262.0 |
0.382 |
5,250.0 |
LOW |
5,212.0 |
0.618 |
5,150.5 |
1.000 |
5,112.5 |
1.618 |
5,051.0 |
2.618 |
4,951.5 |
4.250 |
4,789.0 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,271.0 |
5,229.0 |
PP |
5,266.5 |
5,182.5 |
S1 |
5,262.0 |
5,136.0 |
|