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 |
6,261.5 |
6,081.5 |
-180.0 |
-2.9% |
7,260.0 |
High |
6,449.5 |
6,283.5 |
-166.0 |
-2.6% |
7,299.0 |
Low |
6,125.0 |
5,717.5 |
-407.5 |
-6.7% |
6,125.0 |
Close |
6,257.5 |
5,962.5 |
-295.0 |
-4.7% |
6,257.5 |
Range |
324.5 |
566.0 |
241.5 |
74.4% |
1,174.0 |
ATR |
196.8 |
223.2 |
26.4 |
13.4% |
0.0 |
Volume |
363,965 |
357,265 |
-6,700 |
-1.8% |
1,361,668 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,685.8 |
7,390.2 |
6,273.8 |
|
R3 |
7,119.8 |
6,824.2 |
6,118.2 |
|
R2 |
6,553.8 |
6,553.8 |
6,066.3 |
|
R1 |
6,258.2 |
6,258.2 |
6,014.4 |
6,123.0 |
PP |
5,987.8 |
5,987.8 |
5,987.8 |
5,920.3 |
S1 |
5,692.2 |
5,692.2 |
5,910.6 |
5,557.0 |
S2 |
5,421.8 |
5,421.8 |
5,858.7 |
|
S3 |
4,855.8 |
5,126.2 |
5,806.9 |
|
S4 |
4,289.8 |
4,560.2 |
5,651.2 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,082.5 |
9,344.0 |
6,903.2 |
|
R3 |
8,908.5 |
8,170.0 |
6,580.4 |
|
R2 |
7,734.5 |
7,734.5 |
6,472.7 |
|
R1 |
6,996.0 |
6,996.0 |
6,365.1 |
6,778.3 |
PP |
6,560.5 |
6,560.5 |
6,560.5 |
6,451.6 |
S1 |
5,822.0 |
5,822.0 |
6,149.9 |
5,604.3 |
S2 |
5,386.5 |
5,386.5 |
6,042.3 |
|
S3 |
4,212.5 |
4,648.0 |
5,934.7 |
|
S4 |
3,038.5 |
3,474.0 |
5,611.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,972.5 |
5,717.5 |
1,255.0 |
21.0% |
377.4 |
6.3% |
20% |
False |
True |
300,738 |
10 |
7,399.0 |
5,717.5 |
1,681.5 |
28.2% |
279.0 |
4.7% |
15% |
False |
True |
228,949 |
20 |
7,399.0 |
5,717.5 |
1,681.5 |
28.2% |
203.3 |
3.4% |
15% |
False |
True |
189,380 |
40 |
7,547.0 |
5,717.5 |
1,829.5 |
30.7% |
159.4 |
2.7% |
13% |
False |
True |
151,984 |
60 |
7,547.0 |
5,717.5 |
1,829.5 |
30.7% |
143.5 |
2.4% |
13% |
False |
True |
101,836 |
80 |
7,650.0 |
5,717.5 |
1,932.5 |
32.4% |
133.4 |
2.2% |
13% |
False |
True |
76,470 |
100 |
7,650.0 |
5,717.5 |
1,932.5 |
32.4% |
122.7 |
2.1% |
13% |
False |
True |
61,481 |
120 |
7,650.0 |
5,717.5 |
1,932.5 |
32.4% |
120.2 |
2.0% |
13% |
False |
True |
51,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,689.0 |
2.618 |
7,765.3 |
1.618 |
7,199.3 |
1.000 |
6,849.5 |
0.618 |
6,633.3 |
HIGH |
6,283.5 |
0.618 |
6,067.3 |
0.500 |
6,000.5 |
0.382 |
5,933.7 |
LOW |
5,717.5 |
0.618 |
5,367.7 |
1.000 |
5,151.5 |
1.618 |
4,801.7 |
2.618 |
4,235.7 |
4.250 |
3,312.0 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
6,000.5 |
6,234.0 |
PP |
5,987.8 |
6,143.5 |
S1 |
5,975.2 |
6,053.0 |
|