Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,183.58 |
1,204.22 |
20.64 |
1.7% |
1,183.92 |
High |
1,204.49 |
1,204.22 |
-0.27 |
0.0% |
1,189.04 |
Low |
1,183.58 |
1,180.53 |
-3.05 |
-0.3% |
1,101.54 |
Close |
1,204.49 |
1,192.76 |
-11.73 |
-1.0% |
1,178.81 |
Range |
20.91 |
23.69 |
2.78 |
13.3% |
87.50 |
ATR |
33.60 |
32.91 |
-0.69 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.57 |
1,251.86 |
1,205.79 |
|
R3 |
1,239.88 |
1,228.17 |
1,199.27 |
|
R2 |
1,216.19 |
1,216.19 |
1,197.10 |
|
R1 |
1,204.48 |
1,204.48 |
1,194.93 |
1,198.49 |
PP |
1,192.50 |
1,192.50 |
1,192.50 |
1,189.51 |
S1 |
1,180.79 |
1,180.79 |
1,190.59 |
1,174.80 |
S2 |
1,168.81 |
1,168.81 |
1,188.42 |
|
S3 |
1,145.12 |
1,157.10 |
1,186.25 |
|
S4 |
1,121.43 |
1,133.41 |
1,179.73 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.96 |
1,386.39 |
1,226.94 |
|
R3 |
1,331.46 |
1,298.89 |
1,202.87 |
|
R2 |
1,243.96 |
1,243.96 |
1,194.85 |
|
R1 |
1,211.39 |
1,211.39 |
1,186.83 |
1,183.93 |
PP |
1,156.46 |
1,156.46 |
1,156.46 |
1,142.73 |
S1 |
1,123.89 |
1,123.89 |
1,170.79 |
1,096.43 |
S2 |
1,068.96 |
1,068.96 |
1,162.77 |
|
S3 |
981.46 |
1,036.39 |
1,154.75 |
|
S4 |
893.96 |
948.89 |
1,130.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.49 |
1,118.01 |
86.48 |
7.3% |
34.71 |
2.9% |
86% |
False |
False |
|
10 |
1,261.20 |
1,101.54 |
159.66 |
13.4% |
44.69 |
3.7% |
57% |
False |
False |
|
20 |
1,347.00 |
1,101.54 |
245.46 |
20.6% |
31.68 |
2.7% |
37% |
False |
False |
|
40 |
1,356.48 |
1,101.54 |
254.94 |
21.4% |
24.25 |
2.0% |
36% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.4% |
21.35 |
1.8% |
36% |
False |
False |
|
80 |
1,370.58 |
1,101.54 |
269.04 |
22.6% |
19.29 |
1.6% |
34% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
22.6% |
17.59 |
1.5% |
34% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.6% |
17.48 |
1.5% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,304.90 |
2.618 |
1,266.24 |
1.618 |
1,242.55 |
1.000 |
1,227.91 |
0.618 |
1,218.86 |
HIGH |
1,204.22 |
0.618 |
1,195.17 |
0.500 |
1,192.38 |
0.382 |
1,189.58 |
LOW |
1,180.53 |
0.618 |
1,165.89 |
1.000 |
1,156.84 |
1.618 |
1,142.20 |
2.618 |
1,118.51 |
4.250 |
1,079.85 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,192.63 |
1,191.05 |
PP |
1,192.50 |
1,189.33 |
S1 |
1,192.38 |
1,187.62 |
|