Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,798.0 |
1,767.5 |
-30.5 |
-1.7% |
1,681.7 |
High |
1,817.6 |
1,770.9 |
-46.7 |
-2.6% |
1,817.6 |
Low |
1,734.5 |
1,725.8 |
-8.7 |
-0.5% |
1,681.7 |
Close |
1,751.5 |
1,742.6 |
-8.9 |
-0.5% |
1,742.6 |
Range |
83.1 |
45.1 |
-38.0 |
-45.7% |
135.9 |
ATR |
36.8 |
37.4 |
0.6 |
1.6% |
0.0 |
Volume |
314,632 |
191,925 |
-122,707 |
-39.0% |
1,408,909 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.7 |
1,857.3 |
1,767.4 |
|
R3 |
1,836.6 |
1,812.2 |
1,755.0 |
|
R2 |
1,791.5 |
1,791.5 |
1,750.9 |
|
R1 |
1,767.1 |
1,767.1 |
1,746.7 |
1,756.8 |
PP |
1,746.4 |
1,746.4 |
1,746.4 |
1,741.3 |
S1 |
1,722.0 |
1,722.0 |
1,738.5 |
1,711.7 |
S2 |
1,701.3 |
1,701.3 |
1,734.3 |
|
S3 |
1,656.2 |
1,676.9 |
1,730.2 |
|
S4 |
1,611.1 |
1,631.8 |
1,717.8 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,155.0 |
2,084.7 |
1,817.3 |
|
R3 |
2,019.1 |
1,948.8 |
1,780.0 |
|
R2 |
1,883.2 |
1,883.2 |
1,767.5 |
|
R1 |
1,812.9 |
1,812.9 |
1,755.1 |
1,848.1 |
PP |
1,747.3 |
1,747.3 |
1,747.3 |
1,764.9 |
S1 |
1,677.0 |
1,677.0 |
1,730.1 |
1,712.2 |
S2 |
1,611.4 |
1,611.4 |
1,717.7 |
|
S3 |
1,475.5 |
1,541.1 |
1,705.2 |
|
S4 |
1,339.6 |
1,405.2 |
1,667.9 |
|
|
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 |
1,681.7 |
135.9 |
7.8% |
59.1 |
3.4% |
45% |
False |
False |
281,781 |
10 |
1,817.6 |
1,608.2 |
209.4 |
12.0% |
45.8 |
2.6% |
64% |
False |
False |
237,209 |
20 |
1,817.6 |
1,583.6 |
234.0 |
13.4% |
33.1 |
1.9% |
68% |
False |
False |
151,688 |
40 |
1,817.6 |
1,481.0 |
336.6 |
19.3% |
26.4 |
1.5% |
78% |
False |
False |
82,056 |
60 |
1,817.6 |
1,481.0 |
336.6 |
19.3% |
23.1 |
1.3% |
78% |
False |
False |
55,944 |
80 |
1,817.6 |
1,465.9 |
351.7 |
20.2% |
23.5 |
1.4% |
79% |
False |
False |
42,939 |
100 |
1,817.6 |
1,416.8 |
400.8 |
23.0% |
22.2 |
1.3% |
81% |
False |
False |
34,763 |
120 |
1,817.6 |
1,387.1 |
430.5 |
24.7% |
21.4 |
1.2% |
83% |
False |
False |
29,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.6 |
2.618 |
1,889.0 |
1.618 |
1,843.9 |
1.000 |
1,816.0 |
0.618 |
1,798.8 |
HIGH |
1,770.9 |
0.618 |
1,753.7 |
0.500 |
1,748.4 |
0.382 |
1,743.0 |
LOW |
1,725.8 |
0.618 |
1,697.9 |
1.000 |
1,680.7 |
1.618 |
1,652.8 |
2.618 |
1,607.7 |
4.250 |
1,534.1 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,748.4 |
1,771.7 |
PP |
1,746.4 |
1,762.0 |
S1 |
1,744.5 |
1,752.3 |
|