Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,392.01 |
11,406.27 |
14.26 |
0.1% |
11,433.93 |
High |
11,529.67 |
11,406.50 |
-123.17 |
-1.1% |
11,434.09 |
Low |
11,322.30 |
10,881.60 |
-440.70 |
-3.9% |
10,604.07 |
Close |
11,410.21 |
10,990.58 |
-419.63 |
-3.7% |
11,269.02 |
Range |
207.37 |
524.90 |
317.53 |
153.1% |
830.02 |
ATR |
281.24 |
298.91 |
17.67 |
6.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,667.59 |
12,353.99 |
11,279.28 |
|
R3 |
12,142.69 |
11,829.09 |
11,134.93 |
|
R2 |
11,617.79 |
11,617.79 |
11,086.81 |
|
R1 |
11,304.19 |
11,304.19 |
11,038.70 |
11,198.54 |
PP |
11,092.89 |
11,092.89 |
11,092.89 |
11,040.07 |
S1 |
10,779.29 |
10,779.29 |
10,942.46 |
10,673.64 |
S2 |
10,567.99 |
10,567.99 |
10,894.35 |
|
S3 |
10,043.09 |
10,254.39 |
10,846.23 |
|
S4 |
9,518.19 |
9,729.49 |
10,701.89 |
|
|
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 |
11,529.67 |
10,881.60 |
648.07 |
5.9% |
269.38 |
2.5% |
17% |
False |
True |
|
10 |
11,555.41 |
10,604.07 |
951.34 |
8.7% |
411.80 |
3.7% |
41% |
False |
False |
|
20 |
12,740.87 |
10,604.07 |
2,136.80 |
19.4% |
313.25 |
2.9% |
18% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.6% |
230.83 |
2.1% |
18% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.6% |
198.46 |
1.8% |
18% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
20.7% |
181.35 |
1.7% |
17% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.7% |
166.89 |
1.5% |
17% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.7% |
166.83 |
1.5% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,637.33 |
2.618 |
12,780.69 |
1.618 |
12,255.79 |
1.000 |
11,931.40 |
0.618 |
11,730.89 |
HIGH |
11,406.50 |
0.618 |
11,205.99 |
0.500 |
11,144.05 |
0.382 |
11,082.11 |
LOW |
10,881.60 |
0.618 |
10,557.21 |
1.000 |
10,356.70 |
1.618 |
10,032.31 |
2.618 |
9,507.41 |
4.250 |
8,650.78 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,144.05 |
11,205.64 |
PP |
11,092.89 |
11,133.95 |
S1 |
11,041.74 |
11,062.27 |
|