Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,989.75 |
10,820.37 |
-169.38 |
-1.5% |
11,269.85 |
High |
11,086.40 |
11,020.55 |
-65.85 |
-0.6% |
11,529.67 |
Low |
10,801.41 |
10,820.37 |
18.96 |
0.2% |
10,801.41 |
Close |
10,817.65 |
10,854.65 |
37.00 |
0.3% |
10,817.65 |
Range |
284.99 |
200.18 |
-84.81 |
-29.8% |
728.26 |
ATR |
297.91 |
291.13 |
-6.79 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,499.06 |
11,377.04 |
10,964.75 |
|
R3 |
11,298.88 |
11,176.86 |
10,909.70 |
|
R2 |
11,098.70 |
11,098.70 |
10,891.35 |
|
R1 |
10,976.68 |
10,976.68 |
10,873.00 |
11,037.69 |
PP |
10,898.52 |
10,898.52 |
10,898.52 |
10,929.03 |
S1 |
10,776.50 |
10,776.50 |
10,836.30 |
10,837.51 |
S2 |
10,698.34 |
10,698.34 |
10,817.95 |
|
S3 |
10,498.16 |
10,576.32 |
10,799.60 |
|
S4 |
10,297.98 |
10,376.14 |
10,744.55 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,234.36 |
12,754.26 |
11,218.19 |
|
R3 |
12,506.10 |
12,026.00 |
11,017.92 |
|
R2 |
11,777.84 |
11,777.84 |
10,951.16 |
|
R1 |
11,297.74 |
11,297.74 |
10,884.41 |
11,173.66 |
PP |
11,049.58 |
11,049.58 |
11,049.58 |
10,987.54 |
S1 |
10,569.48 |
10,569.48 |
10,750.89 |
10,445.40 |
S2 |
10,321.32 |
10,321.32 |
10,684.14 |
|
S3 |
9,593.06 |
9,841.22 |
10,617.38 |
|
S4 |
8,864.80 |
9,112.96 |
10,417.11 |
|
|
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 |
10,801.41 |
728.26 |
6.7% |
282.56 |
2.6% |
7% |
False |
False |
|
10 |
11,529.67 |
10,604.07 |
925.60 |
8.5% |
356.26 |
3.3% |
27% |
False |
False |
|
20 |
12,593.40 |
10,604.07 |
1,989.33 |
18.3% |
325.48 |
3.0% |
13% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.8% |
233.82 |
2.2% |
12% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.8% |
202.31 |
1.9% |
12% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
20.9% |
184.64 |
1.7% |
11% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.9% |
169.59 |
1.6% |
11% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.9% |
168.35 |
1.6% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,871.32 |
2.618 |
11,544.62 |
1.618 |
11,344.44 |
1.000 |
11,220.73 |
0.618 |
11,144.26 |
HIGH |
11,020.55 |
0.618 |
10,944.08 |
0.500 |
10,920.46 |
0.382 |
10,896.84 |
LOW |
10,820.37 |
0.618 |
10,696.66 |
1.000 |
10,620.19 |
1.618 |
10,496.48 |
2.618 |
10,296.30 |
4.250 |
9,969.61 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
10,920.46 |
11,103.96 |
PP |
10,898.52 |
11,020.85 |
S1 |
10,876.59 |
10,937.75 |
|