Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,747.4 |
1,798.0 |
50.6 |
2.9% |
1,622.2 |
High |
1,801.0 |
1,817.6 |
16.6 |
0.9% |
1,684.9 |
Low |
1,740.2 |
1,734.5 |
-5.7 |
-0.3% |
1,608.2 |
Close |
1,784.3 |
1,751.5 |
-32.8 |
-1.8% |
1,651.8 |
Range |
60.8 |
83.1 |
22.3 |
36.7% |
76.7 |
ATR |
33.2 |
36.8 |
3.6 |
10.7% |
0.0 |
Volume |
276,874 |
314,632 |
37,758 |
13.6% |
963,184 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,017.2 |
1,967.4 |
1,797.2 |
|
R3 |
1,934.1 |
1,884.3 |
1,774.4 |
|
R2 |
1,851.0 |
1,851.0 |
1,766.7 |
|
R1 |
1,801.2 |
1,801.2 |
1,759.1 |
1,784.6 |
PP |
1,767.9 |
1,767.9 |
1,767.9 |
1,759.5 |
S1 |
1,718.1 |
1,718.1 |
1,743.9 |
1,701.5 |
S2 |
1,684.8 |
1,684.8 |
1,736.3 |
|
S3 |
1,601.7 |
1,635.0 |
1,728.6 |
|
S4 |
1,518.6 |
1,551.9 |
1,705.8 |
|
|
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 |
1,817.6 |
1,644.2 |
173.4 |
9.9% |
55.8 |
3.2% |
62% |
True |
False |
280,282 |
10 |
1,817.6 |
1,608.2 |
209.4 |
12.0% |
43.7 |
2.5% |
68% |
True |
False |
231,709 |
20 |
1,817.6 |
1,578.0 |
239.6 |
13.7% |
31.7 |
1.8% |
72% |
True |
False |
143,868 |
40 |
1,817.6 |
1,481.0 |
336.6 |
19.2% |
25.5 |
1.5% |
80% |
True |
False |
77,372 |
60 |
1,817.6 |
1,481.0 |
336.6 |
19.2% |
22.5 |
1.3% |
80% |
True |
False |
52,803 |
80 |
1,817.6 |
1,465.9 |
351.7 |
20.1% |
23.1 |
1.3% |
81% |
True |
False |
40,571 |
100 |
1,817.6 |
1,416.8 |
400.8 |
22.9% |
21.8 |
1.2% |
84% |
True |
False |
32,859 |
120 |
1,817.6 |
1,387.1 |
430.5 |
24.6% |
21.2 |
1.2% |
85% |
True |
False |
27,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,170.8 |
2.618 |
2,035.2 |
1.618 |
1,952.1 |
1.000 |
1,900.7 |
0.618 |
1,869.0 |
HIGH |
1,817.6 |
0.618 |
1,785.9 |
0.500 |
1,776.1 |
0.382 |
1,766.2 |
LOW |
1,734.5 |
0.618 |
1,683.1 |
1.000 |
1,651.4 |
1.618 |
1,600.0 |
2.618 |
1,516.9 |
4.250 |
1,381.3 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,776.1 |
1,767.7 |
PP |
1,767.9 |
1,762.3 |
S1 |
1,759.7 |
1,756.9 |
|