Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,158.85 |
1,177.91 |
19.06 |
1.6% |
1,131.77 |
High |
1,181.23 |
1,210.28 |
29.05 |
2.5% |
1,190.68 |
Low |
1,135.91 |
1,177.91 |
42.00 |
3.7% |
1,121.09 |
Close |
1,176.80 |
1,210.08 |
33.28 |
2.8% |
1,176.80 |
Range |
45.32 |
32.37 |
-12.95 |
-28.6% |
69.59 |
ATR |
34.19 |
34.13 |
-0.05 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.53 |
1,285.68 |
1,227.88 |
|
R3 |
1,264.16 |
1,253.31 |
1,218.98 |
|
R2 |
1,231.79 |
1,231.79 |
1,216.01 |
|
R1 |
1,220.94 |
1,220.94 |
1,213.05 |
1,226.37 |
PP |
1,199.42 |
1,199.42 |
1,199.42 |
1,202.14 |
S1 |
1,188.57 |
1,188.57 |
1,207.11 |
1,194.00 |
S2 |
1,167.05 |
1,167.05 |
1,204.15 |
|
S3 |
1,134.68 |
1,156.20 |
1,201.18 |
|
S4 |
1,102.31 |
1,123.83 |
1,192.28 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.63 |
1,343.80 |
1,215.07 |
|
R3 |
1,302.04 |
1,274.21 |
1,195.94 |
|
R2 |
1,232.45 |
1,232.45 |
1,189.56 |
|
R1 |
1,204.62 |
1,204.62 |
1,183.18 |
1,218.54 |
PP |
1,162.86 |
1,162.86 |
1,162.86 |
1,169.81 |
S1 |
1,135.03 |
1,135.03 |
1,170.42 |
1,148.95 |
S2 |
1,093.27 |
1,093.27 |
1,164.04 |
|
S3 |
1,023.68 |
1,065.44 |
1,157.66 |
|
S4 |
954.09 |
995.85 |
1,138.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,210.28 |
1,122.91 |
87.37 |
7.2% |
34.92 |
2.9% |
100% |
True |
False |
|
10 |
1,210.28 |
1,121.09 |
89.19 |
7.4% |
33.77 |
2.8% |
100% |
True |
False |
|
20 |
1,286.56 |
1,101.54 |
185.02 |
15.3% |
39.67 |
3.3% |
59% |
False |
False |
|
40 |
1,356.48 |
1,101.54 |
254.94 |
21.1% |
28.23 |
2.3% |
43% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.1% |
24.25 |
2.0% |
43% |
False |
False |
|
80 |
1,359.44 |
1,101.54 |
257.90 |
21.3% |
21.93 |
1.8% |
42% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
22.2% |
19.92 |
1.6% |
40% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.2% |
18.83 |
1.6% |
40% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.85 |
2.618 |
1,295.02 |
1.618 |
1,262.65 |
1.000 |
1,242.65 |
0.618 |
1,230.28 |
HIGH |
1,210.28 |
0.618 |
1,197.91 |
0.500 |
1,194.10 |
0.382 |
1,190.28 |
LOW |
1,177.91 |
0.618 |
1,157.91 |
1.000 |
1,145.54 |
1.618 |
1,125.54 |
2.618 |
1,093.17 |
4.250 |
1,040.34 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,204.75 |
1,197.75 |
PP |
1,199.42 |
1,185.42 |
S1 |
1,194.10 |
1,173.10 |
|