Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,900.2 |
1,831.5 |
-68.7 |
-3.6% |
1,747.1 |
High |
1,917.9 |
1,856.8 |
-61.1 |
-3.2% |
1,881.4 |
Low |
1,826.0 |
1,751.6 |
-74.4 |
-4.1% |
1,730.8 |
Close |
1,861.3 |
1,757.3 |
-104.0 |
-5.6% |
1,852.2 |
Range |
91.9 |
105.2 |
13.3 |
14.5% |
150.6 |
ATR |
42.4 |
47.2 |
4.8 |
11.3% |
0.0 |
Volume |
345,910 |
405,795 |
59,885 |
17.3% |
855,463 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.2 |
2,035.9 |
1,815.2 |
|
R3 |
1,999.0 |
1,930.7 |
1,786.2 |
|
R2 |
1,893.8 |
1,893.8 |
1,776.6 |
|
R1 |
1,825.5 |
1,825.5 |
1,766.9 |
1,807.1 |
PP |
1,788.6 |
1,788.6 |
1,788.6 |
1,779.3 |
S1 |
1,720.3 |
1,720.3 |
1,747.7 |
1,701.9 |
S2 |
1,683.4 |
1,683.4 |
1,738.0 |
|
S3 |
1,578.2 |
1,615.1 |
1,728.4 |
|
S4 |
1,473.0 |
1,509.9 |
1,699.4 |
|
|
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 |
1,917.9 |
1,751.6 |
166.3 |
9.5% |
68.4 |
3.9% |
3% |
False |
True |
290,150 |
10 |
1,917.9 |
1,725.8 |
192.1 |
10.9% |
55.0 |
3.1% |
16% |
False |
False |
235,096 |
20 |
1,917.9 |
1,605.0 |
312.9 |
17.8% |
46.1 |
2.6% |
49% |
False |
False |
226,202 |
40 |
1,917.9 |
1,481.0 |
436.9 |
24.9% |
33.1 |
1.9% |
63% |
False |
False |
126,772 |
60 |
1,917.9 |
1,481.0 |
436.9 |
24.9% |
28.1 |
1.6% |
63% |
False |
False |
86,041 |
80 |
1,917.9 |
1,465.9 |
452.0 |
25.7% |
26.8 |
1.5% |
64% |
False |
False |
65,827 |
100 |
1,917.9 |
1,434.6 |
483.3 |
27.5% |
25.0 |
1.4% |
67% |
False |
False |
53,060 |
120 |
1,917.9 |
1,387.1 |
530.8 |
30.2% |
23.7 |
1.3% |
70% |
False |
False |
44,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,303.9 |
2.618 |
2,132.2 |
1.618 |
2,027.0 |
1.000 |
1,962.0 |
0.618 |
1,921.8 |
HIGH |
1,856.8 |
0.618 |
1,816.6 |
0.500 |
1,804.2 |
0.382 |
1,791.8 |
LOW |
1,751.6 |
0.618 |
1,686.6 |
1.000 |
1,646.4 |
1.618 |
1,581.4 |
2.618 |
1,476.2 |
4.250 |
1,304.5 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,804.2 |
1,834.8 |
PP |
1,788.6 |
1,808.9 |
S1 |
1,772.9 |
1,783.1 |
|