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 |
4,981.0 |
5,132.5 |
151.5 |
3.0% |
5,308.0 |
High |
5,140.0 |
5,170.0 |
30.0 |
0.6% |
5,349.0 |
Low |
4,959.5 |
5,069.5 |
110.0 |
2.2% |
4,915.0 |
Close |
5,067.5 |
5,099.0 |
31.5 |
0.6% |
5,010.5 |
Range |
180.5 |
100.5 |
-80.0 |
-44.3% |
434.0 |
ATR |
136.8 |
134.3 |
-2.4 |
-1.8% |
0.0 |
Volume |
3,096 |
49 |
-3,047 |
-98.4% |
2,027 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,414.5 |
5,357.0 |
5,154.5 |
|
R3 |
5,314.0 |
5,256.5 |
5,126.5 |
|
R2 |
5,213.5 |
5,213.5 |
5,117.5 |
|
R1 |
5,156.0 |
5,156.0 |
5,108.0 |
5,134.5 |
PP |
5,113.0 |
5,113.0 |
5,113.0 |
5,102.0 |
S1 |
5,055.5 |
5,055.5 |
5,090.0 |
5,034.0 |
S2 |
5,012.5 |
5,012.5 |
5,080.5 |
|
S3 |
4,912.0 |
4,955.0 |
5,071.5 |
|
S4 |
4,811.5 |
4,854.5 |
5,043.5 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,393.5 |
6,136.0 |
5,249.0 |
|
R3 |
5,959.5 |
5,702.0 |
5,130.0 |
|
R2 |
5,525.5 |
5,525.5 |
5,090.0 |
|
R1 |
5,268.0 |
5,268.0 |
5,050.5 |
5,180.0 |
PP |
5,091.5 |
5,091.5 |
5,091.5 |
5,047.5 |
S1 |
4,834.0 |
4,834.0 |
4,970.5 |
4,746.0 |
S2 |
4,657.5 |
4,657.5 |
4,931.0 |
|
S3 |
4,223.5 |
4,400.0 |
4,891.0 |
|
S4 |
3,789.5 |
3,966.0 |
4,772.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,338.5 |
4,915.0 |
423.5 |
8.3% |
140.0 |
2.7% |
43% |
False |
False |
1,021 |
10 |
5,349.0 |
4,915.0 |
434.0 |
8.5% |
133.5 |
2.6% |
42% |
False |
False |
533 |
20 |
5,847.0 |
4,819.5 |
1,027.5 |
20.2% |
137.0 |
2.7% |
27% |
False |
False |
292 |
40 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
85.5 |
1.7% |
24% |
False |
False |
153 |
60 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
62.5 |
1.2% |
24% |
False |
False |
107 |
80 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
48.0 |
0.9% |
24% |
False |
False |
81 |
100 |
6,000.5 |
4,819.5 |
1,181.0 |
23.2% |
39.5 |
0.8% |
24% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.0 |
2.618 |
5,433.0 |
1.618 |
5,332.5 |
1.000 |
5,270.5 |
0.618 |
5,232.0 |
HIGH |
5,170.0 |
0.618 |
5,131.5 |
0.500 |
5,120.0 |
0.382 |
5,108.0 |
LOW |
5,069.5 |
0.618 |
5,007.5 |
1.000 |
4,969.0 |
1.618 |
4,907.0 |
2.618 |
4,806.5 |
4.250 |
4,642.5 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,120.0 |
5,080.0 |
PP |
5,113.0 |
5,061.5 |
S1 |
5,106.0 |
5,042.5 |
|