Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,196.50 |
1,191.75 |
-4.75 |
-0.4% |
1,167.25 |
High |
1,201.50 |
1,206.50 |
5.00 |
0.4% |
1,189.00 |
Low |
1,177.50 |
1,181.50 |
4.00 |
0.3% |
1,077.00 |
Close |
1,192.25 |
1,190.00 |
-2.25 |
-0.2% |
1,176.75 |
Range |
24.00 |
25.00 |
1.00 |
4.2% |
112.00 |
ATR |
39.88 |
38.82 |
-1.06 |
-2.7% |
0.00 |
Volume |
2,546,769 |
2,101,855 |
-444,914 |
-17.5% |
24,524,566 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.75 |
1,253.75 |
1,203.75 |
|
R3 |
1,242.75 |
1,228.75 |
1,197.00 |
|
R2 |
1,217.75 |
1,217.75 |
1,194.50 |
|
R1 |
1,203.75 |
1,203.75 |
1,192.25 |
1,198.25 |
PP |
1,192.75 |
1,192.75 |
1,192.75 |
1,190.00 |
S1 |
1,178.75 |
1,178.75 |
1,187.75 |
1,173.25 |
S2 |
1,167.75 |
1,167.75 |
1,185.50 |
|
S3 |
1,142.75 |
1,153.75 |
1,183.00 |
|
S4 |
1,117.75 |
1,128.75 |
1,176.25 |
|
|
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 |
1,206.50 |
1,103.00 |
103.50 |
8.7% |
39.00 |
3.3% |
84% |
True |
False |
2,764,232 |
10 |
1,264.25 |
1,077.00 |
187.25 |
15.7% |
56.50 |
4.8% |
60% |
False |
False |
4,127,992 |
20 |
1,347.75 |
1,077.00 |
270.75 |
22.8% |
40.75 |
3.4% |
42% |
False |
False |
3,296,807 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.3% |
30.50 |
2.6% |
41% |
False |
False |
2,727,041 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.3% |
26.25 |
2.2% |
41% |
False |
False |
2,187,529 |
80 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
23.75 |
2.0% |
39% |
False |
False |
1,641,207 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
21.75 |
1.8% |
39% |
False |
False |
1,313,295 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.4% |
21.75 |
1.8% |
39% |
False |
False |
1,094,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,312.75 |
2.618 |
1,272.00 |
1.618 |
1,247.00 |
1.000 |
1,231.50 |
0.618 |
1,222.00 |
HIGH |
1,206.50 |
0.618 |
1,197.00 |
0.500 |
1,194.00 |
0.382 |
1,191.00 |
LOW |
1,181.50 |
0.618 |
1,166.00 |
1.000 |
1,156.50 |
1.618 |
1,141.00 |
2.618 |
1,116.00 |
4.250 |
1,075.25 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,194.00 |
1,191.50 |
PP |
1,192.75 |
1,191.00 |
S1 |
1,191.25 |
1,190.50 |
|