Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,831.5 |
1,753.0 |
-78.5 |
-4.3% |
1,747.1 |
High |
1,856.8 |
1,777.5 |
-79.3 |
-4.3% |
1,881.4 |
Low |
1,751.6 |
1,705.4 |
-46.2 |
-2.6% |
1,730.8 |
Close |
1,757.3 |
1,763.2 |
5.9 |
0.3% |
1,852.2 |
Range |
105.2 |
72.1 |
-33.1 |
-31.5% |
150.6 |
ATR |
47.2 |
49.0 |
1.8 |
3.8% |
0.0 |
Volume |
405,795 |
349,120 |
-56,675 |
-14.0% |
855,463 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,965.0 |
1,936.2 |
1,802.9 |
|
R3 |
1,892.9 |
1,864.1 |
1,783.0 |
|
R2 |
1,820.8 |
1,820.8 |
1,776.4 |
|
R1 |
1,792.0 |
1,792.0 |
1,769.8 |
1,806.4 |
PP |
1,748.7 |
1,748.7 |
1,748.7 |
1,755.9 |
S1 |
1,719.9 |
1,719.9 |
1,756.6 |
1,734.3 |
S2 |
1,676.6 |
1,676.6 |
1,750.0 |
|
S3 |
1,604.5 |
1,647.8 |
1,743.4 |
|
S4 |
1,532.4 |
1,575.7 |
1,723.5 |
|
|
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 |
1,705.4 |
212.5 |
12.1% |
73.8 |
4.2% |
27% |
False |
True |
319,084 |
10 |
1,917.9 |
1,705.4 |
212.5 |
12.1% |
53.9 |
3.1% |
27% |
False |
True |
238,545 |
20 |
1,917.9 |
1,608.2 |
309.7 |
17.6% |
48.8 |
2.8% |
50% |
False |
False |
235,127 |
40 |
1,917.9 |
1,481.0 |
436.9 |
24.8% |
34.6 |
2.0% |
65% |
False |
False |
135,227 |
60 |
1,917.9 |
1,481.0 |
436.9 |
24.8% |
28.9 |
1.6% |
65% |
False |
False |
91,804 |
80 |
1,917.9 |
1,465.9 |
452.0 |
25.6% |
27.3 |
1.5% |
66% |
False |
False |
70,152 |
100 |
1,917.9 |
1,436.7 |
481.2 |
27.3% |
25.6 |
1.5% |
68% |
False |
False |
56,538 |
120 |
1,917.9 |
1,387.1 |
530.8 |
30.1% |
24.2 |
1.4% |
71% |
False |
False |
47,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,083.9 |
2.618 |
1,966.3 |
1.618 |
1,894.2 |
1.000 |
1,849.6 |
0.618 |
1,822.1 |
HIGH |
1,777.5 |
0.618 |
1,750.0 |
0.500 |
1,741.5 |
0.382 |
1,732.9 |
LOW |
1,705.4 |
0.618 |
1,660.8 |
1.000 |
1,633.3 |
1.618 |
1,588.7 |
2.618 |
1,516.6 |
4.250 |
1,399.0 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,756.0 |
1,811.7 |
PP |
1,748.7 |
1,795.5 |
S1 |
1,741.5 |
1,779.4 |
|