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 |
1,127.24 |
1,162.16 |
34.92 |
3.1% |
1,183.58 |
High |
1,162.35 |
1,178.56 |
16.21 |
1.4% |
1,208.47 |
Low |
1,122.91 |
1,156.30 |
33.39 |
3.0% |
1,122.05 |
Close |
1,162.35 |
1,177.60 |
15.25 |
1.3% |
1,123.53 |
Range |
39.44 |
22.26 |
-17.18 |
-43.6% |
86.42 |
ATR |
34.02 |
33.18 |
-0.84 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.60 |
1,229.86 |
1,189.84 |
|
R3 |
1,215.34 |
1,207.60 |
1,183.72 |
|
R2 |
1,193.08 |
1,193.08 |
1,181.68 |
|
R1 |
1,185.34 |
1,185.34 |
1,179.64 |
1,189.21 |
PP |
1,170.82 |
1,170.82 |
1,170.82 |
1,172.76 |
S1 |
1,163.08 |
1,163.08 |
1,175.56 |
1,166.95 |
S2 |
1,148.56 |
1,148.56 |
1,173.52 |
|
S3 |
1,126.30 |
1,140.82 |
1,171.48 |
|
S4 |
1,104.04 |
1,118.56 |
1,165.36 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,410.61 |
1,353.49 |
1,171.06 |
|
R3 |
1,324.19 |
1,267.07 |
1,147.30 |
|
R2 |
1,237.77 |
1,237.77 |
1,139.37 |
|
R1 |
1,180.65 |
1,180.65 |
1,131.45 |
1,166.00 |
PP |
1,151.35 |
1,151.35 |
1,151.35 |
1,144.03 |
S1 |
1,094.23 |
1,094.23 |
1,115.61 |
1,079.58 |
S2 |
1,064.93 |
1,064.93 |
1,107.69 |
|
S3 |
978.51 |
1,007.81 |
1,099.76 |
|
S4 |
892.09 |
921.39 |
1,076.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.62 |
1,121.09 |
68.53 |
5.8% |
35.41 |
3.0% |
82% |
False |
False |
|
10 |
1,208.47 |
1,121.09 |
87.38 |
7.4% |
32.90 |
2.8% |
65% |
False |
False |
|
20 |
1,316.32 |
1,101.54 |
214.78 |
18.2% |
37.58 |
3.2% |
35% |
False |
False |
|
40 |
1,356.48 |
1,101.54 |
254.94 |
21.6% |
26.64 |
2.3% |
30% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.6% |
23.35 |
2.0% |
30% |
False |
False |
|
80 |
1,360.84 |
1,101.54 |
259.30 |
22.0% |
21.08 |
1.8% |
29% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
22.8% |
19.04 |
1.6% |
28% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.8% |
18.34 |
1.6% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,273.17 |
2.618 |
1,236.84 |
1.618 |
1,214.58 |
1.000 |
1,200.82 |
0.618 |
1,192.32 |
HIGH |
1,178.56 |
0.618 |
1,170.06 |
0.500 |
1,167.43 |
0.382 |
1,164.80 |
LOW |
1,156.30 |
0.618 |
1,142.54 |
1.000 |
1,134.04 |
1.618 |
1,120.28 |
2.618 |
1,098.02 |
4.250 |
1,061.70 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,174.21 |
1,168.34 |
PP |
1,170.82 |
1,159.08 |
S1 |
1,167.43 |
1,149.83 |
|