Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,171.00 |
1,123.00 |
-48.00 |
-4.1% |
1,306.00 |
High |
1,178.75 |
1,184.00 |
5.25 |
0.4% |
1,309.75 |
Low |
1,113.75 |
1,103.00 |
-10.75 |
-1.0% |
1,163.25 |
Close |
1,123.50 |
1,168.50 |
45.00 |
4.0% |
1,197.75 |
Range |
65.00 |
81.00 |
16.00 |
24.6% |
146.50 |
ATR |
39.51 |
42.48 |
2.96 |
7.5% |
0.00 |
Volume |
4,891,206 |
4,467,662 |
-423,544 |
-8.7% |
20,245,725 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.75 |
1,362.75 |
1,213.00 |
|
R3 |
1,313.75 |
1,281.75 |
1,190.75 |
|
R2 |
1,232.75 |
1,232.75 |
1,183.25 |
|
R1 |
1,200.75 |
1,200.75 |
1,176.00 |
1,216.75 |
PP |
1,151.75 |
1,151.75 |
1,151.75 |
1,160.00 |
S1 |
1,119.75 |
1,119.75 |
1,161.00 |
1,135.75 |
S2 |
1,070.75 |
1,070.75 |
1,153.75 |
|
S3 |
989.75 |
1,038.75 |
1,146.25 |
|
S4 |
908.75 |
957.75 |
1,124.00 |
|
|
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 |
1,219.00 |
1,077.00 |
142.00 |
12.2% |
76.00 |
6.5% |
64% |
False |
False |
5,379,011 |
10 |
1,309.75 |
1,077.00 |
232.75 |
19.9% |
57.75 |
4.9% |
39% |
False |
False |
4,494,133 |
20 |
1,347.75 |
1,077.00 |
270.75 |
23.2% |
38.75 |
3.3% |
34% |
False |
False |
3,221,007 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.7% |
29.50 |
2.5% |
33% |
False |
False |
2,726,699 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.7% |
25.25 |
2.2% |
33% |
False |
False |
2,031,838 |
80 |
1,367.50 |
1,077.00 |
290.50 |
24.9% |
23.00 |
2.0% |
31% |
False |
False |
1,524,399 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.9% |
21.00 |
1.8% |
31% |
False |
False |
1,219,794 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.9% |
21.50 |
1.8% |
31% |
False |
False |
1,016,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,528.25 |
2.618 |
1,396.00 |
1.618 |
1,315.00 |
1.000 |
1,265.00 |
0.618 |
1,234.00 |
HIGH |
1,184.00 |
0.618 |
1,153.00 |
0.500 |
1,143.50 |
0.382 |
1,134.00 |
LOW |
1,103.00 |
0.618 |
1,053.00 |
1.000 |
1,022.00 |
1.618 |
972.00 |
2.618 |
891.00 |
4.250 |
758.75 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,160.25 |
1,155.75 |
PP |
1,151.75 |
1,143.25 |
S1 |
1,143.50 |
1,130.50 |
|