Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,662.5 |
1,662.9 |
0.4 |
0.0% |
1,612.0 |
High |
1,675.9 |
1,684.9 |
9.0 |
0.5% |
1,637.5 |
Low |
1,654.4 |
1,642.2 |
-12.2 |
-0.7% |
1,605.0 |
Close |
1,666.3 |
1,659.0 |
-7.3 |
-0.4% |
1,631.2 |
Range |
21.5 |
42.7 |
21.2 |
98.6% |
32.5 |
ATR |
23.1 |
24.5 |
1.4 |
6.1% |
0.0 |
Volume |
187,011 |
288,813 |
101,802 |
54.4% |
528,782 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,790.1 |
1,767.3 |
1,682.5 |
|
R3 |
1,747.4 |
1,724.6 |
1,670.7 |
|
R2 |
1,704.7 |
1,704.7 |
1,666.8 |
|
R1 |
1,681.9 |
1,681.9 |
1,662.9 |
1,672.0 |
PP |
1,662.0 |
1,662.0 |
1,662.0 |
1,657.1 |
S1 |
1,639.2 |
1,639.2 |
1,655.1 |
1,629.3 |
S2 |
1,619.3 |
1,619.3 |
1,651.2 |
|
S3 |
1,576.6 |
1,596.5 |
1,647.3 |
|
S4 |
1,533.9 |
1,553.8 |
1,635.5 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.1 |
1,709.1 |
1,649.1 |
|
R3 |
1,689.6 |
1,676.6 |
1,640.1 |
|
R2 |
1,657.1 |
1,657.1 |
1,637.2 |
|
R1 |
1,644.1 |
1,644.1 |
1,634.2 |
1,650.6 |
PP |
1,624.6 |
1,624.6 |
1,624.6 |
1,627.8 |
S1 |
1,611.6 |
1,611.6 |
1,628.2 |
1,618.1 |
S2 |
1,592.1 |
1,592.1 |
1,625.2 |
|
S3 |
1,559.6 |
1,579.1 |
1,622.3 |
|
S4 |
1,527.1 |
1,546.6 |
1,613.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,684.9 |
1,608.2 |
76.7 |
4.6% |
31.6 |
1.9% |
66% |
True |
False |
183,136 |
10 |
1,684.9 |
1,585.9 |
99.0 |
6.0% |
25.3 |
1.5% |
74% |
True |
False |
135,063 |
20 |
1,684.9 |
1,527.3 |
157.6 |
9.5% |
23.1 |
1.4% |
84% |
True |
False |
78,830 |
40 |
1,684.9 |
1,481.0 |
203.9 |
12.3% |
20.8 |
1.3% |
87% |
True |
False |
42,702 |
60 |
1,684.9 |
1,475.0 |
209.9 |
12.7% |
20.1 |
1.2% |
88% |
True |
False |
29,873 |
80 |
1,684.9 |
1,450.0 |
234.9 |
14.2% |
20.7 |
1.3% |
89% |
True |
False |
23,224 |
100 |
1,684.9 |
1,387.1 |
297.8 |
18.0% |
20.0 |
1.2% |
91% |
True |
False |
18,890 |
120 |
1,684.9 |
1,363.1 |
321.8 |
19.4% |
19.3 |
1.2% |
92% |
True |
False |
15,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,866.4 |
2.618 |
1,796.7 |
1.618 |
1,754.0 |
1.000 |
1,727.6 |
0.618 |
1,711.3 |
HIGH |
1,684.9 |
0.618 |
1,668.6 |
0.500 |
1,663.6 |
0.382 |
1,658.5 |
LOW |
1,642.2 |
0.618 |
1,615.8 |
1.000 |
1,599.5 |
1.618 |
1,573.1 |
2.618 |
1,530.4 |
4.250 |
1,460.7 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,663.6 |
1,656.6 |
PP |
1,662.0 |
1,654.2 |
S1 |
1,660.5 |
1,651.9 |
|