Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,719.9 |
1,747.4 |
27.5 |
1.6% |
1,622.2 |
High |
1,782.5 |
1,801.0 |
18.5 |
1.0% |
1,684.9 |
Low |
1,717.7 |
1,740.2 |
22.5 |
1.3% |
1,608.2 |
Close |
1,743.0 |
1,784.3 |
41.3 |
2.4% |
1,651.8 |
Range |
64.8 |
60.8 |
-4.0 |
-6.2% |
76.7 |
ATR |
31.1 |
33.2 |
2.1 |
6.8% |
0.0 |
Volume |
366,921 |
276,874 |
-90,047 |
-24.5% |
963,184 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.6 |
1,931.7 |
1,817.7 |
|
R3 |
1,896.8 |
1,870.9 |
1,801.0 |
|
R2 |
1,836.0 |
1,836.0 |
1,795.4 |
|
R1 |
1,810.1 |
1,810.1 |
1,789.9 |
1,823.1 |
PP |
1,775.2 |
1,775.2 |
1,775.2 |
1,781.6 |
S1 |
1,749.3 |
1,749.3 |
1,778.7 |
1,762.3 |
S2 |
1,714.4 |
1,714.4 |
1,773.2 |
|
S3 |
1,653.6 |
1,688.5 |
1,767.6 |
|
S4 |
1,592.8 |
1,627.7 |
1,750.9 |
|
|
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 |
1,801.0 |
1,642.2 |
158.8 |
8.9% |
47.8 |
2.7% |
89% |
True |
False |
275,119 |
10 |
1,801.0 |
1,605.0 |
196.0 |
11.0% |
37.2 |
2.1% |
91% |
True |
False |
217,308 |
20 |
1,801.0 |
1,578.0 |
223.0 |
12.5% |
28.3 |
1.6% |
93% |
True |
False |
129,446 |
40 |
1,801.0 |
1,481.0 |
320.0 |
17.9% |
23.9 |
1.3% |
95% |
True |
False |
69,633 |
60 |
1,801.0 |
1,475.0 |
326.0 |
18.3% |
21.6 |
1.2% |
95% |
True |
False |
47,590 |
80 |
1,801.0 |
1,465.9 |
335.1 |
18.8% |
22.3 |
1.3% |
95% |
True |
False |
36,663 |
100 |
1,801.0 |
1,416.8 |
384.2 |
21.5% |
21.1 |
1.2% |
96% |
True |
False |
29,722 |
120 |
1,801.0 |
1,387.1 |
413.9 |
23.2% |
20.6 |
1.2% |
96% |
True |
False |
24,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,059.4 |
2.618 |
1,960.2 |
1.618 |
1,899.4 |
1.000 |
1,861.8 |
0.618 |
1,838.6 |
HIGH |
1,801.0 |
0.618 |
1,777.8 |
0.500 |
1,770.6 |
0.382 |
1,763.4 |
LOW |
1,740.2 |
0.618 |
1,702.6 |
1.000 |
1,679.4 |
1.618 |
1,641.8 |
2.618 |
1,581.0 |
4.250 |
1,481.8 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,779.7 |
1,770.0 |
PP |
1,775.2 |
1,755.7 |
S1 |
1,770.6 |
1,741.4 |
|