Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,167.25 |
1,113.00 |
-54.25 |
-4.6% |
1,306.00 |
High |
1,189.00 |
1,175.50 |
-13.50 |
-1.1% |
1,309.75 |
Low |
1,109.50 |
1,077.00 |
-32.50 |
-2.9% |
1,163.25 |
Close |
1,111.25 |
1,171.75 |
60.50 |
5.4% |
1,197.75 |
Range |
79.50 |
98.50 |
19.00 |
23.9% |
146.50 |
ATR |
32.86 |
37.55 |
4.69 |
14.3% |
0.00 |
Volume |
6,171,543 |
6,279,037 |
107,494 |
1.7% |
20,245,725 |
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.00 |
1,402.75 |
1,226.00 |
|
R3 |
1,338.50 |
1,304.25 |
1,198.75 |
|
R2 |
1,240.00 |
1,240.00 |
1,189.75 |
|
R1 |
1,205.75 |
1,205.75 |
1,180.75 |
1,223.00 |
PP |
1,141.50 |
1,141.50 |
1,141.50 |
1,150.00 |
S1 |
1,107.25 |
1,107.25 |
1,162.75 |
1,124.50 |
S2 |
1,043.00 |
1,043.00 |
1,153.75 |
|
S3 |
944.50 |
1,008.75 |
1,144.75 |
|
S4 |
846.00 |
910.25 |
1,117.50 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.00 |
1,577.00 |
1,278.25 |
|
R3 |
1,516.50 |
1,430.50 |
1,238.00 |
|
R2 |
1,370.00 |
1,370.00 |
1,224.50 |
|
R1 |
1,284.00 |
1,284.00 |
1,211.25 |
1,253.75 |
PP |
1,223.50 |
1,223.50 |
1,223.50 |
1,208.50 |
S1 |
1,137.50 |
1,137.50 |
1,184.25 |
1,107.25 |
S2 |
1,077.00 |
1,077.00 |
1,171.00 |
|
S3 |
930.50 |
991.00 |
1,157.50 |
|
S4 |
784.00 |
844.50 |
1,117.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,264.25 |
1,077.00 |
187.25 |
16.0% |
66.50 |
5.7% |
51% |
False |
True |
5,276,487 |
10 |
1,328.50 |
1,077.00 |
251.50 |
21.5% |
48.00 |
4.1% |
38% |
False |
True |
4,045,583 |
20 |
1,347.75 |
1,077.00 |
270.75 |
23.1% |
33.50 |
2.9% |
35% |
False |
True |
3,012,708 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.7% |
27.00 |
2.3% |
34% |
False |
True |
2,654,429 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.7% |
23.50 |
2.0% |
34% |
False |
True |
1,876,045 |
80 |
1,367.50 |
1,077.00 |
290.50 |
24.8% |
21.75 |
1.8% |
33% |
False |
True |
1,407,481 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.8% |
20.00 |
1.7% |
33% |
False |
True |
1,126,222 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.8% |
20.25 |
1.7% |
33% |
False |
True |
938,533 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,594.00 |
2.618 |
1,433.25 |
1.618 |
1,334.75 |
1.000 |
1,274.00 |
0.618 |
1,236.25 |
HIGH |
1,175.50 |
0.618 |
1,137.75 |
0.500 |
1,126.25 |
0.382 |
1,114.75 |
LOW |
1,077.00 |
0.618 |
1,016.25 |
1.000 |
978.50 |
1.618 |
917.75 |
2.618 |
819.25 |
4.250 |
658.50 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,156.50 |
1,163.75 |
PP |
1,141.50 |
1,156.00 |
S1 |
1,126.25 |
1,148.00 |
|