Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,827.1 |
1,862.9 |
35.8 |
2.0% |
1,747.1 |
High |
1,881.4 |
1,900.8 |
19.4 |
1.0% |
1,881.4 |
Low |
1,824.5 |
1,858.0 |
33.5 |
1.8% |
1,730.8 |
Close |
1,852.2 |
1,891.9 |
39.7 |
2.1% |
1,852.2 |
Range |
56.9 |
42.8 |
-14.1 |
-24.8% |
150.6 |
ATR |
37.8 |
38.6 |
0.8 |
2.0% |
0.0 |
Volume |
257,356 |
237,243 |
-20,113 |
-7.8% |
855,463 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,012.0 |
1,994.7 |
1,915.4 |
|
R3 |
1,969.2 |
1,951.9 |
1,903.7 |
|
R2 |
1,926.4 |
1,926.4 |
1,899.7 |
|
R1 |
1,909.1 |
1,909.1 |
1,895.8 |
1,917.8 |
PP |
1,883.6 |
1,883.6 |
1,883.6 |
1,887.9 |
S1 |
1,866.3 |
1,866.3 |
1,888.0 |
1,875.0 |
S2 |
1,840.8 |
1,840.8 |
1,884.1 |
|
S3 |
1,798.0 |
1,823.5 |
1,880.1 |
|
S4 |
1,755.2 |
1,780.7 |
1,868.4 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,273.3 |
2,213.3 |
1,935.0 |
|
R3 |
2,122.7 |
2,062.7 |
1,893.6 |
|
R2 |
1,972.1 |
1,972.1 |
1,879.8 |
|
R1 |
1,912.1 |
1,912.1 |
1,866.0 |
1,942.1 |
PP |
1,821.5 |
1,821.5 |
1,821.5 |
1,836.5 |
S1 |
1,761.5 |
1,761.5 |
1,838.4 |
1,791.5 |
S2 |
1,670.9 |
1,670.9 |
1,824.6 |
|
S3 |
1,520.3 |
1,610.9 |
1,810.8 |
|
S4 |
1,369.7 |
1,460.3 |
1,769.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,900.8 |
1,763.6 |
137.2 |
7.3% |
37.5 |
2.0% |
94% |
True |
False |
195,754 |
10 |
1,900.8 |
1,717.7 |
183.1 |
9.7% |
47.8 |
2.5% |
95% |
True |
False |
224,305 |
20 |
1,900.8 |
1,605.0 |
295.8 |
15.6% |
37.9 |
2.0% |
97% |
True |
False |
197,123 |
40 |
1,900.8 |
1,481.0 |
419.8 |
22.2% |
28.9 |
1.5% |
98% |
True |
False |
108,323 |
60 |
1,900.8 |
1,481.0 |
419.8 |
22.2% |
25.2 |
1.3% |
98% |
True |
False |
73,617 |
80 |
1,900.8 |
1,465.9 |
434.9 |
23.0% |
25.2 |
1.3% |
98% |
True |
False |
56,487 |
100 |
1,900.8 |
1,418.5 |
482.3 |
25.5% |
23.4 |
1.2% |
98% |
True |
False |
45,572 |
120 |
1,900.8 |
1,387.1 |
513.7 |
27.2% |
22.4 |
1.2% |
98% |
True |
False |
38,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,082.7 |
2.618 |
2,012.9 |
1.618 |
1,970.1 |
1.000 |
1,943.6 |
0.618 |
1,927.3 |
HIGH |
1,900.8 |
0.618 |
1,884.5 |
0.500 |
1,879.4 |
0.382 |
1,874.3 |
LOW |
1,858.0 |
0.618 |
1,831.5 |
1.000 |
1,815.2 |
1.618 |
1,788.7 |
2.618 |
1,745.9 |
4.250 |
1,676.1 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,887.7 |
1,875.9 |
PP |
1,883.6 |
1,859.8 |
S1 |
1,879.4 |
1,843.8 |
|