Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,179.75 |
1,196.50 |
16.75 |
1.4% |
1,167.25 |
High |
1,201.75 |
1,201.50 |
-0.25 |
0.0% |
1,189.00 |
Low |
1,176.25 |
1,177.50 |
1.25 |
0.1% |
1,077.00 |
Close |
1,198.50 |
1,192.25 |
-6.25 |
-0.5% |
1,176.75 |
Range |
25.50 |
24.00 |
-1.50 |
-5.9% |
112.00 |
ATR |
41.10 |
39.88 |
-1.22 |
-3.0% |
0.00 |
Volume |
1,989,756 |
2,546,769 |
557,013 |
28.0% |
24,524,566 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,262.50 |
1,251.25 |
1,205.50 |
|
R3 |
1,238.50 |
1,227.25 |
1,198.75 |
|
R2 |
1,214.50 |
1,214.50 |
1,196.75 |
|
R1 |
1,203.25 |
1,203.25 |
1,194.50 |
1,197.00 |
PP |
1,190.50 |
1,190.50 |
1,190.50 |
1,187.25 |
S1 |
1,179.25 |
1,179.25 |
1,190.00 |
1,173.00 |
S2 |
1,166.50 |
1,166.50 |
1,187.75 |
|
S3 |
1,142.50 |
1,155.25 |
1,185.75 |
|
S4 |
1,118.50 |
1,131.25 |
1,179.00 |
|
|
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 |
1,103.00 |
98.75 |
8.3% |
47.00 |
4.0% |
90% |
False |
False |
3,322,102 |
10 |
1,264.25 |
1,077.00 |
187.25 |
15.7% |
56.75 |
4.8% |
62% |
False |
False |
4,299,294 |
20 |
1,347.75 |
1,077.00 |
270.75 |
22.7% |
40.00 |
3.4% |
43% |
False |
False |
3,273,580 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.3% |
30.25 |
2.5% |
42% |
False |
False |
2,726,358 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.3% |
26.00 |
2.2% |
42% |
False |
False |
2,152,534 |
80 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
23.50 |
2.0% |
40% |
False |
False |
1,614,982 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
21.50 |
1.8% |
40% |
False |
False |
1,292,286 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
21.75 |
1.8% |
40% |
False |
False |
1,076,953 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.50 |
2.618 |
1,264.25 |
1.618 |
1,240.25 |
1.000 |
1,225.50 |
0.618 |
1,216.25 |
HIGH |
1,201.50 |
0.618 |
1,192.25 |
0.500 |
1,189.50 |
0.382 |
1,186.75 |
LOW |
1,177.50 |
0.618 |
1,162.75 |
1.000 |
1,153.50 |
1.618 |
1,138.75 |
2.618 |
1,114.75 |
4.250 |
1,075.50 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,191.25 |
1,186.25 |
PP |
1,190.50 |
1,180.25 |
S1 |
1,189.50 |
1,174.25 |
|