Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,189.50 |
1,143.75 |
-45.75 |
-3.8% |
1,179.75 |
High |
1,190.00 |
1,153.25 |
-36.75 |
-3.1% |
1,206.50 |
Low |
1,128.25 |
1,117.50 |
-10.75 |
-1.0% |
1,117.50 |
Close |
1,143.50 |
1,124.00 |
-19.50 |
-1.7% |
1,124.00 |
Range |
61.75 |
35.75 |
-26.00 |
-42.1% |
89.00 |
ATR |
40.45 |
40.12 |
-0.34 |
-0.8% |
0.00 |
Volume |
3,796,010 |
3,558,566 |
-237,444 |
-6.3% |
13,992,956 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.75 |
1,217.25 |
1,143.75 |
|
R3 |
1,203.00 |
1,181.50 |
1,133.75 |
|
R2 |
1,167.25 |
1,167.25 |
1,130.50 |
|
R1 |
1,145.75 |
1,145.75 |
1,127.25 |
1,138.50 |
PP |
1,131.50 |
1,131.50 |
1,131.50 |
1,128.00 |
S1 |
1,110.00 |
1,110.00 |
1,120.75 |
1,103.00 |
S2 |
1,095.75 |
1,095.75 |
1,117.50 |
|
S3 |
1,060.00 |
1,074.25 |
1,114.25 |
|
S4 |
1,024.25 |
1,038.50 |
1,104.25 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.25 |
1,359.25 |
1,173.00 |
|
R3 |
1,327.25 |
1,270.25 |
1,148.50 |
|
R2 |
1,238.25 |
1,238.25 |
1,140.25 |
|
R1 |
1,181.25 |
1,181.25 |
1,132.25 |
1,165.25 |
PP |
1,149.25 |
1,149.25 |
1,149.25 |
1,141.50 |
S1 |
1,092.25 |
1,092.25 |
1,115.75 |
1,076.25 |
S2 |
1,060.25 |
1,060.25 |
1,107.75 |
|
S3 |
971.25 |
1,003.25 |
1,099.50 |
|
S4 |
882.25 |
914.25 |
1,075.00 |
|
|
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 |
1,117.50 |
89.00 |
7.9% |
34.50 |
3.1% |
7% |
False |
True |
2,798,591 |
10 |
1,206.50 |
1,077.00 |
129.50 |
11.5% |
53.50 |
4.8% |
36% |
False |
False |
3,851,752 |
20 |
1,340.25 |
1,077.00 |
263.25 |
23.4% |
43.50 |
3.9% |
18% |
False |
False |
3,492,928 |
40 |
1,354.50 |
1,077.00 |
277.50 |
24.7% |
32.00 |
2.8% |
17% |
False |
False |
2,781,286 |
60 |
1,354.50 |
1,077.00 |
277.50 |
24.7% |
27.25 |
2.4% |
17% |
False |
False |
2,310,032 |
80 |
1,367.50 |
1,077.00 |
290.50 |
25.8% |
24.50 |
2.2% |
16% |
False |
False |
1,733,106 |
100 |
1,367.50 |
1,077.00 |
290.50 |
25.8% |
22.25 |
2.0% |
16% |
False |
False |
1,386,828 |
120 |
1,367.50 |
1,077.00 |
290.50 |
25.8% |
22.00 |
2.0% |
16% |
False |
False |
1,155,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,305.25 |
2.618 |
1,246.75 |
1.618 |
1,211.00 |
1.000 |
1,189.00 |
0.618 |
1,175.25 |
HIGH |
1,153.25 |
0.618 |
1,139.50 |
0.500 |
1,135.50 |
0.382 |
1,131.25 |
LOW |
1,117.50 |
0.618 |
1,095.50 |
1.000 |
1,081.75 |
1.618 |
1,059.75 |
2.618 |
1,024.00 |
4.250 |
965.50 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,135.50 |
1,162.00 |
PP |
1,131.50 |
1,149.25 |
S1 |
1,127.75 |
1,136.75 |
|