Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,200.28 |
1,183.92 |
-16.36 |
-1.4% |
1,299.52 |
High |
1,218.11 |
1,183.92 |
-34.19 |
-2.8% |
1,307.38 |
Low |
1,168.09 |
1,119.28 |
-48.81 |
-4.2% |
1,168.09 |
Close |
1,199.38 |
1,119.46 |
-79.92 |
-6.7% |
1,199.38 |
Range |
50.02 |
64.64 |
14.62 |
29.2% |
139.29 |
ATR |
24.43 |
28.41 |
3.98 |
16.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.81 |
1,291.77 |
1,155.01 |
|
R3 |
1,270.17 |
1,227.13 |
1,137.24 |
|
R2 |
1,205.53 |
1,205.53 |
1,131.31 |
|
R1 |
1,162.49 |
1,162.49 |
1,125.39 |
1,151.69 |
PP |
1,140.89 |
1,140.89 |
1,140.89 |
1,135.49 |
S1 |
1,097.85 |
1,097.85 |
1,113.53 |
1,087.05 |
S2 |
1,076.25 |
1,076.25 |
1,107.61 |
|
S3 |
1,011.61 |
1,033.21 |
1,101.68 |
|
S4 |
946.97 |
968.57 |
1,083.91 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.82 |
1,560.39 |
1,275.99 |
|
R3 |
1,503.53 |
1,421.10 |
1,237.68 |
|
R2 |
1,364.24 |
1,364.24 |
1,224.92 |
|
R1 |
1,281.81 |
1,281.81 |
1,212.15 |
1,253.38 |
PP |
1,224.95 |
1,224.95 |
1,224.95 |
1,210.74 |
S1 |
1,142.52 |
1,142.52 |
1,186.61 |
1,114.09 |
S2 |
1,085.66 |
1,085.66 |
1,173.84 |
|
S3 |
946.37 |
1,003.23 |
1,161.08 |
|
S4 |
807.08 |
863.94 |
1,122.77 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,286.56 |
1,119.28 |
167.28 |
14.9% |
46.90 |
4.2% |
0% |
False |
True |
|
10 |
1,338.51 |
1,119.28 |
219.23 |
19.6% |
33.86 |
3.0% |
0% |
False |
True |
|
20 |
1,347.00 |
1,119.28 |
227.72 |
20.3% |
24.56 |
2.2% |
0% |
False |
True |
|
40 |
1,356.48 |
1,119.28 |
237.20 |
21.2% |
20.60 |
1.8% |
0% |
False |
True |
|
60 |
1,356.48 |
1,119.28 |
237.20 |
21.2% |
18.64 |
1.7% |
0% |
False |
True |
|
80 |
1,370.58 |
1,119.28 |
251.30 |
22.4% |
17.09 |
1.5% |
0% |
False |
True |
|
100 |
1,370.58 |
1,119.28 |
251.30 |
22.4% |
15.90 |
1.4% |
0% |
False |
True |
|
120 |
1,370.58 |
1,119.28 |
251.30 |
22.4% |
16.13 |
1.4% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,458.64 |
2.618 |
1,353.15 |
1.618 |
1,288.51 |
1.000 |
1,248.56 |
0.618 |
1,223.87 |
HIGH |
1,183.92 |
0.618 |
1,159.23 |
0.500 |
1,151.60 |
0.382 |
1,143.97 |
LOW |
1,119.28 |
0.618 |
1,079.33 |
1.000 |
1,054.64 |
1.618 |
1,014.69 |
2.618 |
950.05 |
4.250 |
844.56 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,151.60 |
1,189.76 |
PP |
1,140.89 |
1,166.32 |
S1 |
1,130.17 |
1,142.89 |
|