Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,747.1 |
1,768.5 |
21.4 |
1.2% |
1,681.7 |
High |
1,767.8 |
1,790.0 |
22.2 |
1.3% |
1,817.6 |
Low |
1,730.8 |
1,763.6 |
32.8 |
1.9% |
1,681.7 |
Close |
1,758.0 |
1,785.0 |
27.0 |
1.5% |
1,742.6 |
Range |
37.0 |
26.4 |
-10.6 |
-28.6% |
135.9 |
ATR |
37.3 |
36.9 |
-0.4 |
-1.0% |
0.0 |
Volume |
113,933 |
152,178 |
38,245 |
33.6% |
1,408,909 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.7 |
1,848.3 |
1,799.5 |
|
R3 |
1,832.3 |
1,821.9 |
1,792.3 |
|
R2 |
1,805.9 |
1,805.9 |
1,789.8 |
|
R1 |
1,795.5 |
1,795.5 |
1,787.4 |
1,800.7 |
PP |
1,779.5 |
1,779.5 |
1,779.5 |
1,782.2 |
S1 |
1,769.1 |
1,769.1 |
1,782.6 |
1,774.3 |
S2 |
1,753.1 |
1,753.1 |
1,780.2 |
|
S3 |
1,726.7 |
1,742.7 |
1,777.7 |
|
S4 |
1,700.3 |
1,716.3 |
1,770.5 |
|
|
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 |
1,725.8 |
91.8 |
5.1% |
50.5 |
2.8% |
64% |
False |
False |
209,908 |
10 |
1,817.6 |
1,642.2 |
175.4 |
9.8% |
45.2 |
2.5% |
81% |
False |
False |
233,527 |
20 |
1,817.6 |
1,583.6 |
234.0 |
13.1% |
34.1 |
1.9% |
86% |
False |
False |
163,690 |
40 |
1,817.6 |
1,481.0 |
336.6 |
18.9% |
27.1 |
1.5% |
90% |
False |
False |
88,174 |
60 |
1,817.6 |
1,481.0 |
336.6 |
18.9% |
23.5 |
1.3% |
90% |
False |
False |
60,220 |
80 |
1,817.6 |
1,465.9 |
351.7 |
19.7% |
24.1 |
1.3% |
91% |
False |
False |
46,242 |
100 |
1,817.6 |
1,416.8 |
400.8 |
22.5% |
22.4 |
1.3% |
92% |
False |
False |
37,401 |
120 |
1,817.6 |
1,387.1 |
430.5 |
24.1% |
21.6 |
1.2% |
92% |
False |
False |
31,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,902.2 |
2.618 |
1,859.1 |
1.618 |
1,832.7 |
1.000 |
1,816.4 |
0.618 |
1,806.3 |
HIGH |
1,790.0 |
0.618 |
1,779.9 |
0.500 |
1,776.8 |
0.382 |
1,773.7 |
LOW |
1,763.6 |
0.618 |
1,747.3 |
1.000 |
1,737.2 |
1.618 |
1,720.9 |
2.618 |
1,694.5 |
4.250 |
1,651.4 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,782.3 |
1,776.0 |
PP |
1,779.5 |
1,766.9 |
S1 |
1,776.8 |
1,757.9 |
|