Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,767.5 |
1,747.1 |
-20.4 |
-1.2% |
1,681.7 |
High |
1,770.9 |
1,767.8 |
-3.1 |
-0.2% |
1,817.6 |
Low |
1,725.8 |
1,730.8 |
5.0 |
0.3% |
1,681.7 |
Close |
1,742.6 |
1,758.0 |
15.4 |
0.9% |
1,742.6 |
Range |
45.1 |
37.0 |
-8.1 |
-18.0% |
135.9 |
ATR |
37.4 |
37.3 |
0.0 |
-0.1% |
0.0 |
Volume |
191,925 |
113,933 |
-77,992 |
-40.6% |
1,408,909 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,863.2 |
1,847.6 |
1,778.4 |
|
R3 |
1,826.2 |
1,810.6 |
1,768.2 |
|
R2 |
1,789.2 |
1,789.2 |
1,764.8 |
|
R1 |
1,773.6 |
1,773.6 |
1,761.4 |
1,781.4 |
PP |
1,752.2 |
1,752.2 |
1,752.2 |
1,756.1 |
S1 |
1,736.6 |
1,736.6 |
1,754.6 |
1,744.4 |
S2 |
1,715.2 |
1,715.2 |
1,751.2 |
|
S3 |
1,678.2 |
1,699.6 |
1,747.8 |
|
S4 |
1,641.2 |
1,662.6 |
1,737.7 |
|
|
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 |
1,717.7 |
99.9 |
5.7% |
58.2 |
3.3% |
40% |
False |
False |
252,857 |
10 |
1,817.6 |
1,618.8 |
198.8 |
11.3% |
46.9 |
2.7% |
70% |
False |
False |
234,016 |
20 |
1,817.6 |
1,583.6 |
234.0 |
13.3% |
34.1 |
1.9% |
75% |
False |
False |
156,917 |
40 |
1,817.6 |
1,481.0 |
336.6 |
19.1% |
26.8 |
1.5% |
82% |
False |
False |
84,636 |
60 |
1,817.6 |
1,481.0 |
336.6 |
19.1% |
23.5 |
1.3% |
82% |
False |
False |
57,785 |
80 |
1,817.6 |
1,465.9 |
351.7 |
20.0% |
23.9 |
1.4% |
83% |
False |
False |
44,354 |
100 |
1,817.6 |
1,416.8 |
400.8 |
22.8% |
22.4 |
1.3% |
85% |
False |
False |
35,895 |
120 |
1,817.6 |
1,387.1 |
430.5 |
24.5% |
21.5 |
1.2% |
86% |
False |
False |
30,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,925.1 |
2.618 |
1,864.7 |
1.618 |
1,827.7 |
1.000 |
1,804.8 |
0.618 |
1,790.7 |
HIGH |
1,767.8 |
0.618 |
1,753.7 |
0.500 |
1,749.3 |
0.382 |
1,744.9 |
LOW |
1,730.8 |
0.618 |
1,707.9 |
1.000 |
1,693.8 |
1.618 |
1,670.9 |
2.618 |
1,633.9 |
4.250 |
1,573.6 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,755.1 |
1,771.7 |
PP |
1,752.2 |
1,767.1 |
S1 |
1,749.3 |
1,762.6 |
|