Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,177.91 |
1,209.76 |
31.85 |
2.7% |
1,131.77 |
High |
1,210.28 |
1,220.10 |
9.82 |
0.8% |
1,190.68 |
Low |
1,177.91 |
1,195.77 |
17.86 |
1.5% |
1,121.09 |
Close |
1,210.08 |
1,212.92 |
2.84 |
0.2% |
1,176.80 |
Range |
32.37 |
24.33 |
-8.04 |
-24.8% |
69.59 |
ATR |
34.13 |
33.43 |
-0.70 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.59 |
1,272.08 |
1,226.30 |
|
R3 |
1,258.26 |
1,247.75 |
1,219.61 |
|
R2 |
1,233.93 |
1,233.93 |
1,217.38 |
|
R1 |
1,223.42 |
1,223.42 |
1,215.15 |
1,228.68 |
PP |
1,209.60 |
1,209.60 |
1,209.60 |
1,212.22 |
S1 |
1,199.09 |
1,199.09 |
1,210.69 |
1,204.35 |
S2 |
1,185.27 |
1,185.27 |
1,208.46 |
|
S3 |
1,160.94 |
1,174.76 |
1,206.23 |
|
S4 |
1,136.61 |
1,150.43 |
1,199.54 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.63 |
1,343.80 |
1,215.07 |
|
R3 |
1,302.04 |
1,274.21 |
1,195.94 |
|
R2 |
1,232.45 |
1,232.45 |
1,189.56 |
|
R1 |
1,204.62 |
1,204.62 |
1,183.18 |
1,218.54 |
PP |
1,162.86 |
1,162.86 |
1,162.86 |
1,169.81 |
S1 |
1,135.03 |
1,135.03 |
1,170.42 |
1,148.95 |
S2 |
1,093.27 |
1,093.27 |
1,164.04 |
|
S3 |
1,023.68 |
1,065.44 |
1,157.66 |
|
S4 |
954.09 |
995.85 |
1,138.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,220.10 |
1,135.91 |
84.19 |
6.9% |
31.90 |
2.6% |
91% |
True |
False |
|
10 |
1,220.10 |
1,121.09 |
99.01 |
8.2% |
33.84 |
2.8% |
93% |
True |
False |
|
20 |
1,261.20 |
1,101.54 |
159.66 |
13.2% |
39.26 |
3.2% |
70% |
False |
False |
|
40 |
1,356.48 |
1,101.54 |
254.94 |
21.0% |
28.67 |
2.4% |
44% |
False |
False |
|
60 |
1,356.48 |
1,101.54 |
254.94 |
21.0% |
24.39 |
2.0% |
44% |
False |
False |
|
80 |
1,359.44 |
1,101.54 |
257.90 |
21.3% |
22.00 |
1.8% |
43% |
False |
False |
|
100 |
1,370.58 |
1,101.54 |
269.04 |
22.2% |
20.04 |
1.7% |
41% |
False |
False |
|
120 |
1,370.58 |
1,101.54 |
269.04 |
22.2% |
18.86 |
1.6% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,323.50 |
2.618 |
1,283.80 |
1.618 |
1,259.47 |
1.000 |
1,244.43 |
0.618 |
1,235.14 |
HIGH |
1,220.10 |
0.618 |
1,210.81 |
0.500 |
1,207.94 |
0.382 |
1,205.06 |
LOW |
1,195.77 |
0.618 |
1,180.73 |
1.000 |
1,171.44 |
1.618 |
1,156.40 |
2.618 |
1,132.07 |
4.250 |
1,092.37 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,211.26 |
1,201.28 |
PP |
1,209.60 |
1,189.64 |
S1 |
1,207.94 |
1,178.01 |
|