Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,862.9 |
1,900.2 |
37.3 |
2.0% |
1,747.1 |
High |
1,900.8 |
1,917.9 |
17.1 |
0.9% |
1,881.4 |
Low |
1,858.0 |
1,826.0 |
-32.0 |
-1.7% |
1,730.8 |
Close |
1,891.9 |
1,861.3 |
-30.6 |
-1.6% |
1,852.2 |
Range |
42.8 |
91.9 |
49.1 |
114.7% |
150.6 |
ATR |
38.6 |
42.4 |
3.8 |
9.9% |
0.0 |
Volume |
237,243 |
345,910 |
108,667 |
45.8% |
855,463 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,144.1 |
2,094.6 |
1,911.8 |
|
R3 |
2,052.2 |
2,002.7 |
1,886.6 |
|
R2 |
1,960.3 |
1,960.3 |
1,878.1 |
|
R1 |
1,910.8 |
1,910.8 |
1,869.7 |
1,889.6 |
PP |
1,868.4 |
1,868.4 |
1,868.4 |
1,857.8 |
S1 |
1,818.9 |
1,818.9 |
1,852.9 |
1,797.7 |
S2 |
1,776.5 |
1,776.5 |
1,844.5 |
|
S3 |
1,684.6 |
1,727.0 |
1,836.0 |
|
S4 |
1,592.7 |
1,635.1 |
1,810.8 |
|
|
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 |
1,917.9 |
1,781.6 |
136.3 |
7.3% |
50.6 |
2.7% |
58% |
True |
False |
234,501 |
10 |
1,917.9 |
1,725.8 |
192.1 |
10.3% |
50.5 |
2.7% |
71% |
True |
False |
222,204 |
20 |
1,917.9 |
1,605.0 |
312.9 |
16.8% |
41.8 |
2.2% |
82% |
True |
False |
211,076 |
40 |
1,917.9 |
1,481.0 |
436.9 |
23.5% |
30.8 |
1.7% |
87% |
True |
False |
116,778 |
60 |
1,917.9 |
1,481.0 |
436.9 |
23.5% |
26.5 |
1.4% |
87% |
True |
False |
79,327 |
80 |
1,917.9 |
1,465.9 |
452.0 |
24.3% |
25.9 |
1.4% |
87% |
True |
False |
60,788 |
100 |
1,917.9 |
1,418.5 |
499.4 |
26.8% |
24.2 |
1.3% |
89% |
True |
False |
49,012 |
120 |
1,917.9 |
1,387.1 |
530.8 |
28.5% |
23.0 |
1.2% |
89% |
True |
False |
41,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,308.5 |
2.618 |
2,158.5 |
1.618 |
2,066.6 |
1.000 |
2,009.8 |
0.618 |
1,974.7 |
HIGH |
1,917.9 |
0.618 |
1,882.8 |
0.500 |
1,872.0 |
0.382 |
1,861.1 |
LOW |
1,826.0 |
0.618 |
1,769.2 |
1.000 |
1,734.1 |
1.618 |
1,677.3 |
2.618 |
1,585.4 |
4.250 |
1,435.4 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,872.0 |
1,871.2 |
PP |
1,868.4 |
1,867.9 |
S1 |
1,864.9 |
1,864.6 |
|