Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,113.00 |
1,171.00 |
58.00 |
5.2% |
1,306.00 |
High |
1,175.50 |
1,178.75 |
3.25 |
0.3% |
1,309.75 |
Low |
1,077.00 |
1,113.75 |
36.75 |
3.4% |
1,163.25 |
Close |
1,171.75 |
1,123.50 |
-48.25 |
-4.1% |
1,197.75 |
Range |
98.50 |
65.00 |
-33.50 |
-34.0% |
146.50 |
ATR |
37.55 |
39.51 |
1.96 |
5.2% |
0.00 |
Volume |
6,279,037 |
4,891,206 |
-1,387,831 |
-22.1% |
20,245,725 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.75 |
1,293.50 |
1,159.25 |
|
R3 |
1,268.75 |
1,228.50 |
1,141.50 |
|
R2 |
1,203.75 |
1,203.75 |
1,135.50 |
|
R1 |
1,163.50 |
1,163.50 |
1,129.50 |
1,151.00 |
PP |
1,138.75 |
1,138.75 |
1,138.75 |
1,132.50 |
S1 |
1,098.50 |
1,098.50 |
1,117.50 |
1,086.00 |
S2 |
1,073.75 |
1,073.75 |
1,111.50 |
|
S3 |
1,008.75 |
1,033.50 |
1,105.50 |
|
S4 |
943.75 |
968.50 |
1,087.75 |
|
|
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 |
16.7% |
74.00 |
6.6% |
25% |
False |
False |
5,491,753 |
10 |
1,313.00 |
1,077.00 |
236.00 |
21.0% |
51.50 |
4.6% |
20% |
False |
False |
4,281,136 |
20 |
1,347.75 |
1,077.00 |
270.75 |
24.1% |
35.75 |
3.2% |
17% |
False |
False |
3,141,513 |
40 |
1,354.50 |
1,077.00 |
277.50 |
24.7% |
28.00 |
2.5% |
17% |
False |
False |
2,705,955 |
60 |
1,354.50 |
1,077.00 |
277.50 |
24.7% |
24.25 |
2.2% |
17% |
False |
False |
1,957,552 |
80 |
1,367.50 |
1,077.00 |
290.50 |
25.9% |
22.25 |
2.0% |
16% |
False |
False |
1,468,608 |
100 |
1,367.50 |
1,077.00 |
290.50 |
25.9% |
20.50 |
1.8% |
16% |
False |
False |
1,175,130 |
120 |
1,367.50 |
1,077.00 |
290.50 |
25.9% |
20.75 |
1.8% |
16% |
False |
False |
979,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.00 |
2.618 |
1,349.00 |
1.618 |
1,284.00 |
1.000 |
1,243.75 |
0.618 |
1,219.00 |
HIGH |
1,178.75 |
0.618 |
1,154.00 |
0.500 |
1,146.25 |
0.382 |
1,138.50 |
LOW |
1,113.75 |
0.618 |
1,073.50 |
1.000 |
1,048.75 |
1.618 |
1,008.50 |
2.618 |
943.50 |
4.250 |
837.50 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,146.25 |
1,133.00 |
PP |
1,138.75 |
1,129.75 |
S1 |
1,131.00 |
1,126.75 |
|