Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,768.5 |
1,788.5 |
20.0 |
1.1% |
1,681.7 |
High |
1,790.0 |
1,797.6 |
7.6 |
0.4% |
1,817.6 |
Low |
1,763.6 |
1,781.6 |
18.0 |
1.0% |
1,681.7 |
Close |
1,785.0 |
1,793.8 |
8.8 |
0.5% |
1,742.6 |
Range |
26.4 |
16.0 |
-10.4 |
-39.4% |
135.9 |
ATR |
36.9 |
35.4 |
-1.5 |
-4.0% |
0.0 |
Volume |
152,178 |
127,549 |
-24,629 |
-16.2% |
1,408,909 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,839.0 |
1,832.4 |
1,802.6 |
|
R3 |
1,823.0 |
1,816.4 |
1,798.2 |
|
R2 |
1,807.0 |
1,807.0 |
1,796.7 |
|
R1 |
1,800.4 |
1,800.4 |
1,795.3 |
1,803.7 |
PP |
1,791.0 |
1,791.0 |
1,791.0 |
1,792.7 |
S1 |
1,784.4 |
1,784.4 |
1,792.3 |
1,787.7 |
S2 |
1,775.0 |
1,775.0 |
1,790.9 |
|
S3 |
1,759.0 |
1,768.4 |
1,789.4 |
|
S4 |
1,743.0 |
1,752.4 |
1,785.0 |
|
|
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% |
41.5 |
2.3% |
74% |
False |
False |
180,043 |
10 |
1,817.6 |
1,642.2 |
175.4 |
9.8% |
44.6 |
2.5% |
86% |
False |
False |
227,581 |
20 |
1,817.6 |
1,585.9 |
231.7 |
12.9% |
33.8 |
1.9% |
90% |
False |
False |
167,746 |
40 |
1,817.6 |
1,481.0 |
336.6 |
18.8% |
27.3 |
1.5% |
93% |
False |
False |
91,297 |
60 |
1,817.6 |
1,481.0 |
336.6 |
18.8% |
23.5 |
1.3% |
93% |
False |
False |
62,280 |
80 |
1,817.6 |
1,465.9 |
351.7 |
19.6% |
24.1 |
1.3% |
93% |
False |
False |
47,821 |
100 |
1,817.6 |
1,416.8 |
400.8 |
22.3% |
22.4 |
1.2% |
94% |
False |
False |
38,662 |
120 |
1,817.6 |
1,387.1 |
430.5 |
24.0% |
21.6 |
1.2% |
94% |
False |
False |
32,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,865.6 |
2.618 |
1,839.5 |
1.618 |
1,823.5 |
1.000 |
1,813.6 |
0.618 |
1,807.5 |
HIGH |
1,797.6 |
0.618 |
1,791.5 |
0.500 |
1,789.6 |
0.382 |
1,787.7 |
LOW |
1,781.6 |
0.618 |
1,771.7 |
1.000 |
1,765.6 |
1.618 |
1,755.7 |
2.618 |
1,739.7 |
4.250 |
1,713.6 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,792.4 |
1,783.9 |
PP |
1,791.0 |
1,774.1 |
S1 |
1,789.6 |
1,764.2 |
|