Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,176.31 |
1,183.58 |
7.27 |
0.6% |
1,183.92 |
High |
1,189.04 |
1,204.49 |
15.45 |
1.3% |
1,189.04 |
Low |
1,170.74 |
1,183.58 |
12.84 |
1.1% |
1,101.54 |
Close |
1,178.81 |
1,204.49 |
25.68 |
2.2% |
1,178.81 |
Range |
18.30 |
20.91 |
2.61 |
14.3% |
87.50 |
ATR |
34.21 |
33.60 |
-0.61 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.25 |
1,253.28 |
1,215.99 |
|
R3 |
1,239.34 |
1,232.37 |
1,210.24 |
|
R2 |
1,218.43 |
1,218.43 |
1,208.32 |
|
R1 |
1,211.46 |
1,211.46 |
1,206.41 |
1,214.95 |
PP |
1,197.52 |
1,197.52 |
1,197.52 |
1,199.26 |
S1 |
1,190.55 |
1,190.55 |
1,202.57 |
1,194.04 |
S2 |
1,176.61 |
1,176.61 |
1,200.66 |
|
S3 |
1,155.70 |
1,169.64 |
1,198.74 |
|
S4 |
1,134.79 |
1,148.73 |
1,192.99 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.96 |
1,386.39 |
1,226.94 |
|
R3 |
1,331.46 |
1,298.89 |
1,202.87 |
|
R2 |
1,243.96 |
1,243.96 |
1,194.85 |
|
R1 |
1,211.39 |
1,211.39 |
1,186.83 |
1,183.93 |
PP |
1,156.46 |
1,156.46 |
1,156.46 |
1,142.73 |
S1 |
1,123.89 |
1,123.89 |
1,170.79 |
1,096.43 |
S2 |
1,068.96 |
1,068.96 |
1,162.77 |
|
S3 |
981.46 |
1,036.39 |
1,154.75 |
|
S4 |
893.96 |
948.89 |
1,130.69 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,204.49 |
1,101.54 |
102.95 |
8.5% |
44.24 |
3.7% |
100% |
True |
False |
|
10 |
1,286.56 |
1,101.54 |
185.02 |
15.4% |
45.57 |
3.8% |
56% |
False |
False |
|
20 |
1,347.00 |
1,101.54 |
245.46 |
20.4% |
31.55 |
2.6% |
42% |
False |
False |
|
40 |
1,356.48 |
1,101.54 |
254.94 |
21.2% |
23.98 |
2.0% |
40% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.2% |
21.14 |
1.8% |
40% |
False |
False |
|
80 |
1,370.58 |
1,101.54 |
269.04 |
22.3% |
19.05 |
1.6% |
38% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
22.3% |
17.49 |
1.5% |
38% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.3% |
17.42 |
1.4% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,293.36 |
2.618 |
1,259.23 |
1.618 |
1,238.32 |
1.000 |
1,225.40 |
0.618 |
1,217.41 |
HIGH |
1,204.49 |
0.618 |
1,196.50 |
0.500 |
1,194.04 |
0.382 |
1,191.57 |
LOW |
1,183.58 |
0.618 |
1,170.66 |
1.000 |
1,162.67 |
1.618 |
1,149.75 |
2.618 |
1,128.84 |
4.250 |
1,094.71 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,201.01 |
1,190.63 |
PP |
1,197.52 |
1,176.76 |
S1 |
1,194.04 |
1,162.90 |
|