Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,168.25 |
1,179.75 |
11.50 |
1.0% |
1,167.25 |
High |
1,186.75 |
1,201.75 |
15.00 |
1.3% |
1,189.00 |
Low |
1,146.75 |
1,176.25 |
29.50 |
2.6% |
1,077.00 |
Close |
1,176.75 |
1,198.50 |
21.75 |
1.8% |
1,176.75 |
Range |
40.00 |
25.50 |
-14.50 |
-36.3% |
112.00 |
ATR |
42.30 |
41.10 |
-1.20 |
-2.8% |
0.00 |
Volume |
2,715,118 |
1,989,756 |
-725,362 |
-26.7% |
24,524,566 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,268.75 |
1,259.00 |
1,212.50 |
|
R3 |
1,243.25 |
1,233.50 |
1,205.50 |
|
R2 |
1,217.75 |
1,217.75 |
1,203.25 |
|
R1 |
1,208.00 |
1,208.00 |
1,200.75 |
1,213.00 |
PP |
1,192.25 |
1,192.25 |
1,192.25 |
1,194.50 |
S1 |
1,182.50 |
1,182.50 |
1,196.25 |
1,187.50 |
S2 |
1,166.75 |
1,166.75 |
1,193.75 |
|
S3 |
1,141.25 |
1,157.00 |
1,191.50 |
|
S4 |
1,115.75 |
1,131.50 |
1,184.50 |
|
|
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 |
1,201.75 |
1,077.00 |
124.75 |
10.4% |
62.00 |
5.2% |
97% |
True |
False |
4,068,555 |
10 |
1,285.00 |
1,077.00 |
208.00 |
17.4% |
58.25 |
4.9% |
58% |
False |
False |
4,373,993 |
20 |
1,347.75 |
1,077.00 |
270.75 |
22.6% |
40.00 |
3.3% |
45% |
False |
False |
3,251,173 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.2% |
30.25 |
2.5% |
44% |
False |
False |
2,704,564 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.2% |
26.00 |
2.2% |
44% |
False |
False |
2,110,117 |
80 |
1,367.50 |
1,077.00 |
290.50 |
24.2% |
23.25 |
1.9% |
42% |
False |
False |
1,583,164 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.2% |
21.50 |
1.8% |
42% |
False |
False |
1,266,830 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.2% |
21.50 |
1.8% |
42% |
False |
False |
1,055,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.00 |
2.618 |
1,268.50 |
1.618 |
1,243.00 |
1.000 |
1,227.25 |
0.618 |
1,217.50 |
HIGH |
1,201.75 |
0.618 |
1,192.00 |
0.500 |
1,189.00 |
0.382 |
1,186.00 |
LOW |
1,176.25 |
0.618 |
1,160.50 |
1.000 |
1,150.75 |
1.618 |
1,135.00 |
2.618 |
1,109.50 |
4.250 |
1,068.00 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,195.25 |
1,183.00 |
PP |
1,192.25 |
1,167.75 |
S1 |
1,189.00 |
1,152.50 |
|