Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,662.9 |
1,649.7 |
-13.2 |
-0.8% |
1,622.2 |
High |
1,684.9 |
1,673.0 |
-11.9 |
-0.7% |
1,684.9 |
Low |
1,642.2 |
1,644.2 |
2.0 |
0.1% |
1,608.2 |
Close |
1,659.0 |
1,651.8 |
-7.2 |
-0.4% |
1,651.8 |
Range |
42.7 |
28.8 |
-13.9 |
-32.6% |
76.7 |
ATR |
24.5 |
24.8 |
0.3 |
1.3% |
0.0 |
Volume |
288,813 |
184,430 |
-104,383 |
-36.1% |
963,184 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,742.7 |
1,726.1 |
1,667.6 |
|
R3 |
1,713.9 |
1,697.3 |
1,659.7 |
|
R2 |
1,685.1 |
1,685.1 |
1,657.1 |
|
R1 |
1,668.5 |
1,668.5 |
1,654.4 |
1,676.8 |
PP |
1,656.3 |
1,656.3 |
1,656.3 |
1,660.5 |
S1 |
1,639.7 |
1,639.7 |
1,649.2 |
1,648.0 |
S2 |
1,627.5 |
1,627.5 |
1,646.5 |
|
S3 |
1,598.7 |
1,610.9 |
1,643.9 |
|
S4 |
1,569.9 |
1,582.1 |
1,636.0 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,878.4 |
1,841.8 |
1,694.0 |
|
R3 |
1,801.7 |
1,765.1 |
1,672.9 |
|
R2 |
1,725.0 |
1,725.0 |
1,665.9 |
|
R1 |
1,688.4 |
1,688.4 |
1,658.8 |
1,706.7 |
PP |
1,648.3 |
1,648.3 |
1,648.3 |
1,657.5 |
S1 |
1,611.7 |
1,611.7 |
1,644.8 |
1,630.0 |
S2 |
1,571.6 |
1,571.6 |
1,637.7 |
|
S3 |
1,494.9 |
1,535.0 |
1,630.7 |
|
S4 |
1,418.2 |
1,458.3 |
1,609.6 |
|
|
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% |
32.5 |
2.0% |
57% |
False |
False |
192,636 |
10 |
1,684.9 |
1,605.0 |
79.9 |
4.8% |
25.8 |
1.6% |
59% |
False |
False |
149,196 |
20 |
1,684.9 |
1,543.3 |
141.6 |
8.6% |
23.5 |
1.4% |
77% |
False |
False |
87,181 |
40 |
1,684.9 |
1,481.0 |
203.9 |
12.3% |
21.1 |
1.3% |
84% |
False |
False |
47,277 |
60 |
1,684.9 |
1,475.0 |
209.9 |
12.7% |
20.1 |
1.2% |
84% |
False |
False |
32,832 |
80 |
1,684.9 |
1,456.0 |
228.9 |
13.9% |
20.8 |
1.3% |
86% |
False |
False |
25,500 |
100 |
1,684.9 |
1,392.3 |
292.6 |
17.7% |
19.9 |
1.2% |
89% |
False |
False |
20,730 |
120 |
1,684.9 |
1,368.0 |
316.9 |
19.2% |
19.5 |
1.2% |
90% |
False |
False |
17,492 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,795.4 |
2.618 |
1,748.4 |
1.618 |
1,719.6 |
1.000 |
1,701.8 |
0.618 |
1,690.8 |
HIGH |
1,673.0 |
0.618 |
1,662.0 |
0.500 |
1,658.6 |
0.382 |
1,655.2 |
LOW |
1,644.2 |
0.618 |
1,626.4 |
1.000 |
1,615.4 |
1.618 |
1,597.6 |
2.618 |
1,568.8 |
4.250 |
1,521.8 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,658.6 |
1,663.6 |
PP |
1,656.3 |
1,659.6 |
S1 |
1,654.1 |
1,655.7 |
|