Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,576.0 |
5,689.5 |
113.5 |
2.0% |
6,077.0 |
High |
5,747.0 |
5,779.5 |
32.5 |
0.6% |
6,112.0 |
Low |
5,515.5 |
5,419.0 |
-96.5 |
-1.7% |
5,346.0 |
Close |
5,708.0 |
5,530.5 |
-177.5 |
-3.1% |
5,423.5 |
Range |
231.5 |
360.5 |
129.0 |
55.7% |
766.0 |
ATR |
259.5 |
266.7 |
7.2 |
2.8% |
0.0 |
Volume |
169,780 |
241,808 |
72,028 |
42.4% |
906,591 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,657.8 |
6,454.7 |
5,728.8 |
|
R3 |
6,297.3 |
6,094.2 |
5,629.6 |
|
R2 |
5,936.8 |
5,936.8 |
5,596.6 |
|
R1 |
5,733.7 |
5,733.7 |
5,563.5 |
5,655.0 |
PP |
5,576.3 |
5,576.3 |
5,576.3 |
5,537.0 |
S1 |
5,373.2 |
5,373.2 |
5,497.5 |
5,294.5 |
S2 |
5,215.8 |
5,215.8 |
5,464.4 |
|
S3 |
4,855.3 |
5,012.7 |
5,431.4 |
|
S4 |
4,494.8 |
4,652.2 |
5,332.2 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,925.2 |
7,440.3 |
5,844.8 |
|
R3 |
7,159.2 |
6,674.3 |
5,634.2 |
|
R2 |
6,393.2 |
6,393.2 |
5,563.9 |
|
R1 |
5,908.3 |
5,908.3 |
5,493.7 |
5,767.8 |
PP |
5,627.2 |
5,627.2 |
5,627.2 |
5,556.9 |
S1 |
5,142.3 |
5,142.3 |
5,353.3 |
5,001.8 |
S2 |
4,861.2 |
4,861.2 |
5,283.1 |
|
S3 |
4,095.2 |
4,376.3 |
5,212.9 |
|
S4 |
3,329.2 |
3,610.3 |
5,002.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,779.5 |
5,346.0 |
433.5 |
7.8% |
246.4 |
4.5% |
43% |
True |
False |
200,030 |
10 |
6,112.0 |
5,346.0 |
766.0 |
13.9% |
243.2 |
4.4% |
24% |
False |
False |
185,851 |
20 |
7,299.0 |
5,346.0 |
1,953.0 |
35.3% |
323.1 |
5.8% |
9% |
False |
False |
236,684 |
40 |
7,547.0 |
5,346.0 |
2,201.0 |
39.8% |
220.7 |
4.0% |
8% |
False |
False |
188,537 |
60 |
7,547.0 |
5,346.0 |
2,201.0 |
39.8% |
185.4 |
3.4% |
8% |
False |
False |
149,285 |
80 |
7,604.0 |
5,346.0 |
2,258.0 |
40.8% |
168.6 |
3.0% |
8% |
False |
False |
112,267 |
100 |
7,650.0 |
5,346.0 |
2,304.0 |
41.7% |
151.4 |
2.7% |
8% |
False |
False |
89,876 |
120 |
7,650.0 |
5,346.0 |
2,304.0 |
41.7% |
143.8 |
2.6% |
8% |
False |
False |
75,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,311.6 |
2.618 |
6,723.3 |
1.618 |
6,362.8 |
1.000 |
6,140.0 |
0.618 |
6,002.3 |
HIGH |
5,779.5 |
0.618 |
5,641.8 |
0.500 |
5,599.3 |
0.382 |
5,556.7 |
LOW |
5,419.0 |
0.618 |
5,196.2 |
1.000 |
5,058.5 |
1.618 |
4,835.7 |
2.618 |
4,475.2 |
4.250 |
3,886.9 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,599.3 |
5,599.3 |
PP |
5,576.3 |
5,576.3 |
S1 |
5,553.4 |
5,553.4 |
|