Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,123.00 |
1,168.25 |
45.25 |
4.0% |
1,167.25 |
High |
1,184.00 |
1,186.75 |
2.75 |
0.2% |
1,189.00 |
Low |
1,103.00 |
1,146.75 |
43.75 |
4.0% |
1,077.00 |
Close |
1,168.50 |
1,176.75 |
8.25 |
0.7% |
1,176.75 |
Range |
81.00 |
40.00 |
-41.00 |
-50.6% |
112.00 |
ATR |
42.48 |
42.30 |
-0.18 |
-0.4% |
0.00 |
Volume |
4,467,662 |
2,715,118 |
-1,752,544 |
-39.2% |
24,524,566 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,290.00 |
1,273.50 |
1,198.75 |
|
R3 |
1,250.00 |
1,233.50 |
1,187.75 |
|
R2 |
1,210.00 |
1,210.00 |
1,184.00 |
|
R1 |
1,193.50 |
1,193.50 |
1,180.50 |
1,201.75 |
PP |
1,170.00 |
1,170.00 |
1,170.00 |
1,174.25 |
S1 |
1,153.50 |
1,153.50 |
1,173.00 |
1,161.75 |
S2 |
1,130.00 |
1,130.00 |
1,169.50 |
|
S3 |
1,090.00 |
1,113.50 |
1,165.75 |
|
S4 |
1,050.00 |
1,073.50 |
1,154.75 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,483.50 |
1,442.25 |
1,238.25 |
|
R3 |
1,371.50 |
1,330.25 |
1,207.50 |
|
R2 |
1,259.50 |
1,259.50 |
1,197.25 |
|
R1 |
1,218.25 |
1,218.25 |
1,187.00 |
1,239.00 |
PP |
1,147.50 |
1,147.50 |
1,147.50 |
1,158.00 |
S1 |
1,106.25 |
1,106.25 |
1,166.50 |
1,127.00 |
S2 |
1,035.50 |
1,035.50 |
1,156.25 |
|
S3 |
923.50 |
994.25 |
1,146.00 |
|
S4 |
811.50 |
882.25 |
1,115.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,189.00 |
1,077.00 |
112.00 |
9.5% |
72.75 |
6.2% |
89% |
False |
False |
4,904,913 |
10 |
1,309.75 |
1,077.00 |
232.75 |
19.8% |
59.50 |
5.1% |
43% |
False |
False |
4,477,029 |
20 |
1,347.75 |
1,077.00 |
270.75 |
23.0% |
40.00 |
3.4% |
37% |
False |
False |
3,241,938 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.6% |
30.00 |
2.5% |
36% |
False |
False |
2,713,192 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.6% |
25.75 |
2.2% |
36% |
False |
False |
2,077,028 |
80 |
1,367.50 |
1,077.00 |
290.50 |
24.7% |
23.25 |
2.0% |
34% |
False |
False |
1,558,299 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.7% |
21.25 |
1.8% |
34% |
False |
False |
1,246,934 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.7% |
21.50 |
1.8% |
34% |
False |
False |
1,039,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,356.75 |
2.618 |
1,291.50 |
1.618 |
1,251.50 |
1.000 |
1,226.75 |
0.618 |
1,211.50 |
HIGH |
1,186.75 |
0.618 |
1,171.50 |
0.500 |
1,166.75 |
0.382 |
1,162.00 |
LOW |
1,146.75 |
0.618 |
1,122.00 |
1.000 |
1,106.75 |
1.618 |
1,082.00 |
2.618 |
1,042.00 |
4.250 |
976.75 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,173.50 |
1,166.00 |
PP |
1,170.00 |
1,155.50 |
S1 |
1,166.75 |
1,145.00 |
|