Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,191.75 |
1,189.50 |
-2.25 |
-0.2% |
1,167.25 |
High |
1,206.50 |
1,190.00 |
-16.50 |
-1.4% |
1,189.00 |
Low |
1,181.50 |
1,128.25 |
-53.25 |
-4.5% |
1,077.00 |
Close |
1,190.00 |
1,143.50 |
-46.50 |
-3.9% |
1,176.75 |
Range |
25.00 |
61.75 |
36.75 |
147.0% |
112.00 |
ATR |
38.82 |
40.45 |
1.64 |
4.2% |
0.00 |
Volume |
2,101,855 |
3,796,010 |
1,694,155 |
80.6% |
24,524,566 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.25 |
1,303.00 |
1,177.50 |
|
R3 |
1,277.50 |
1,241.25 |
1,160.50 |
|
R2 |
1,215.75 |
1,215.75 |
1,154.75 |
|
R1 |
1,179.50 |
1,179.50 |
1,149.25 |
1,166.75 |
PP |
1,154.00 |
1,154.00 |
1,154.00 |
1,147.50 |
S1 |
1,117.75 |
1,117.75 |
1,137.75 |
1,105.00 |
S2 |
1,092.25 |
1,092.25 |
1,132.25 |
|
S3 |
1,030.50 |
1,056.00 |
1,126.50 |
|
S4 |
968.75 |
994.25 |
1,109.50 |
|
|
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 |
1,206.50 |
1,128.25 |
78.25 |
6.8% |
35.25 |
3.1% |
19% |
False |
True |
2,629,901 |
10 |
1,219.00 |
1,077.00 |
142.00 |
12.4% |
55.50 |
4.9% |
47% |
False |
False |
4,004,456 |
20 |
1,347.75 |
1,077.00 |
270.75 |
23.7% |
42.50 |
3.7% |
25% |
False |
False |
3,371,044 |
40 |
1,354.50 |
1,077.00 |
277.50 |
24.3% |
31.50 |
2.8% |
24% |
False |
False |
2,775,206 |
60 |
1,354.50 |
1,077.00 |
277.50 |
24.3% |
27.25 |
2.4% |
24% |
False |
False |
2,250,766 |
80 |
1,367.50 |
1,077.00 |
290.50 |
25.4% |
24.25 |
2.1% |
23% |
False |
False |
1,688,635 |
100 |
1,367.50 |
1,077.00 |
290.50 |
25.4% |
22.25 |
1.9% |
23% |
False |
False |
1,351,248 |
120 |
1,367.50 |
1,077.00 |
290.50 |
25.4% |
22.00 |
1.9% |
23% |
False |
False |
1,126,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,452.50 |
2.618 |
1,351.75 |
1.618 |
1,290.00 |
1.000 |
1,251.75 |
0.618 |
1,228.25 |
HIGH |
1,190.00 |
0.618 |
1,166.50 |
0.500 |
1,159.00 |
0.382 |
1,151.75 |
LOW |
1,128.25 |
0.618 |
1,090.00 |
1.000 |
1,066.50 |
1.618 |
1,028.25 |
2.618 |
966.50 |
4.250 |
865.75 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,159.00 |
1,167.50 |
PP |
1,154.00 |
1,159.50 |
S1 |
1,148.75 |
1,151.50 |
|