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 |
5,637.5 |
5,710.5 |
73.0 |
1.3% |
5,411.0 |
High |
5,718.5 |
5,731.5 |
13.0 |
0.2% |
5,779.5 |
Low |
5,588.0 |
5,572.0 |
-16.0 |
-0.3% |
5,393.0 |
Close |
5,713.0 |
5,646.0 |
-67.0 |
-1.2% |
5,575.0 |
Range |
130.5 |
159.5 |
29.0 |
22.2% |
386.5 |
ATR |
252.6 |
246.0 |
-6.7 |
-2.6% |
0.0 |
Volume |
97,580 |
164,265 |
66,685 |
68.3% |
946,548 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,128.3 |
6,046.7 |
5,733.7 |
|
R3 |
5,968.8 |
5,887.2 |
5,689.9 |
|
R2 |
5,809.3 |
5,809.3 |
5,675.2 |
|
R1 |
5,727.7 |
5,727.7 |
5,660.6 |
5,688.8 |
PP |
5,649.8 |
5,649.8 |
5,649.8 |
5,630.4 |
S1 |
5,568.2 |
5,568.2 |
5,631.4 |
5,529.3 |
S2 |
5,490.3 |
5,490.3 |
5,616.8 |
|
S3 |
5,330.8 |
5,408.7 |
5,602.1 |
|
S4 |
5,171.3 |
5,249.2 |
5,558.3 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,742.0 |
6,545.0 |
5,787.6 |
|
R3 |
6,355.5 |
6,158.5 |
5,681.3 |
|
R2 |
5,969.0 |
5,969.0 |
5,645.9 |
|
R1 |
5,772.0 |
5,772.0 |
5,610.4 |
5,870.5 |
PP |
5,582.5 |
5,582.5 |
5,582.5 |
5,631.8 |
S1 |
5,385.5 |
5,385.5 |
5,539.6 |
5,484.0 |
S2 |
5,196.0 |
5,196.0 |
5,504.1 |
|
S3 |
4,809.5 |
4,999.0 |
5,468.7 |
|
S4 |
4,423.0 |
4,612.5 |
5,362.4 |
|
|
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 |
5,405.0 |
374.5 |
6.6% |
213.8 |
3.8% |
64% |
False |
False |
174,767 |
10 |
6,023.0 |
5,346.0 |
677.0 |
12.0% |
222.2 |
3.9% |
44% |
False |
False |
186,485 |
20 |
6,797.5 |
5,346.0 |
1,451.5 |
25.7% |
305.7 |
5.4% |
21% |
False |
False |
230,533 |
40 |
7,547.0 |
5,346.0 |
2,201.0 |
39.0% |
226.2 |
4.0% |
14% |
False |
False |
191,628 |
60 |
7,547.0 |
5,346.0 |
2,201.0 |
39.0% |
188.6 |
3.3% |
14% |
False |
False |
156,955 |
80 |
7,604.0 |
5,346.0 |
2,258.0 |
40.0% |
170.0 |
3.0% |
13% |
False |
False |
118,031 |
100 |
7,650.0 |
5,346.0 |
2,304.0 |
40.8% |
154.2 |
2.7% |
13% |
False |
False |
94,493 |
120 |
7,650.0 |
5,346.0 |
2,304.0 |
40.8% |
145.1 |
2.6% |
13% |
False |
False |
79,227 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,409.4 |
2.618 |
6,149.1 |
1.618 |
5,989.6 |
1.000 |
5,891.0 |
0.618 |
5,830.1 |
HIGH |
5,731.5 |
0.618 |
5,670.6 |
0.500 |
5,651.8 |
0.382 |
5,632.9 |
LOW |
5,572.0 |
0.618 |
5,473.4 |
1.000 |
5,412.5 |
1.618 |
5,313.9 |
2.618 |
5,154.4 |
4.250 |
4,894.1 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,651.8 |
5,620.1 |
PP |
5,649.8 |
5,594.2 |
S1 |
5,647.9 |
5,568.3 |
|