Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,195.0 |
5,096.0 |
-99.0 |
-1.9% |
4,981.0 |
High |
5,195.0 |
5,125.0 |
-70.0 |
-1.3% |
5,211.0 |
Low |
5,065.0 |
4,990.0 |
-75.0 |
-1.5% |
4,959.5 |
Close |
5,105.5 |
5,097.0 |
-8.5 |
-0.2% |
5,097.0 |
Range |
130.0 |
135.0 |
5.0 |
3.8% |
251.5 |
ATR |
133.4 |
133.5 |
0.1 |
0.1% |
0.0 |
Volume |
48 |
645 |
597 |
1,243.8% |
10,354 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,475.5 |
5,421.5 |
5,171.0 |
|
R3 |
5,340.5 |
5,286.5 |
5,134.0 |
|
R2 |
5,205.5 |
5,205.5 |
5,122.0 |
|
R1 |
5,151.5 |
5,151.5 |
5,109.5 |
5,178.5 |
PP |
5,070.5 |
5,070.5 |
5,070.5 |
5,084.0 |
S1 |
5,016.5 |
5,016.5 |
5,084.5 |
5,043.5 |
S2 |
4,935.5 |
4,935.5 |
5,072.0 |
|
S3 |
4,800.5 |
4,881.5 |
5,060.0 |
|
S4 |
4,665.5 |
4,746.5 |
5,023.0 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,843.5 |
5,722.0 |
5,235.5 |
|
R3 |
5,592.0 |
5,470.5 |
5,166.0 |
|
R2 |
5,340.5 |
5,340.5 |
5,143.0 |
|
R1 |
5,219.0 |
5,219.0 |
5,120.0 |
5,280.0 |
PP |
5,089.0 |
5,089.0 |
5,089.0 |
5,119.5 |
S1 |
4,967.5 |
4,967.5 |
5,074.0 |
5,028.0 |
S2 |
4,837.5 |
4,837.5 |
5,051.0 |
|
S3 |
4,586.0 |
4,716.0 |
5,028.0 |
|
S4 |
4,334.5 |
4,464.5 |
4,958.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,211.0 |
4,959.5 |
251.5 |
4.9% |
134.0 |
2.6% |
55% |
False |
False |
2,070 |
10 |
5,349.0 |
4,915.0 |
434.0 |
8.5% |
124.0 |
2.4% |
42% |
False |
False |
1,238 |
20 |
5,847.0 |
4,819.5 |
1,027.5 |
20.2% |
149.0 |
2.9% |
27% |
False |
False |
652 |
40 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
92.0 |
1.8% |
23% |
False |
False |
329 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
68.5 |
1.3% |
23% |
False |
False |
226 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
53.0 |
1.0% |
23% |
False |
False |
171 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
43.0 |
0.8% |
23% |
False |
False |
137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,699.0 |
2.618 |
5,478.5 |
1.618 |
5,343.5 |
1.000 |
5,260.0 |
0.618 |
5,208.5 |
HIGH |
5,125.0 |
0.618 |
5,073.5 |
0.500 |
5,057.5 |
0.382 |
5,041.5 |
LOW |
4,990.0 |
0.618 |
4,906.5 |
1.000 |
4,855.0 |
1.618 |
4,771.5 |
2.618 |
4,636.5 |
4.250 |
4,416.0 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,084.0 |
5,100.5 |
PP |
5,070.5 |
5,099.5 |
S1 |
5,057.5 |
5,098.0 |
|