Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,143.75 |
1,122.00 |
-21.75 |
-1.9% |
1,179.75 |
High |
1,153.25 |
1,146.50 |
-6.75 |
-0.6% |
1,206.50 |
Low |
1,117.50 |
1,111.25 |
-6.25 |
-0.6% |
1,117.50 |
Close |
1,124.00 |
1,123.25 |
-0.75 |
-0.1% |
1,124.00 |
Range |
35.75 |
35.25 |
-0.50 |
-1.4% |
89.00 |
ATR |
40.12 |
39.77 |
-0.35 |
-0.9% |
0.00 |
Volume |
3,558,566 |
2,698,067 |
-860,499 |
-24.2% |
13,992,956 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.75 |
1,213.25 |
1,142.75 |
|
R3 |
1,197.50 |
1,178.00 |
1,133.00 |
|
R2 |
1,162.25 |
1,162.25 |
1,129.75 |
|
R1 |
1,142.75 |
1,142.75 |
1,126.50 |
1,152.50 |
PP |
1,127.00 |
1,127.00 |
1,127.00 |
1,132.00 |
S1 |
1,107.50 |
1,107.50 |
1,120.00 |
1,117.25 |
S2 |
1,091.75 |
1,091.75 |
1,116.75 |
|
S3 |
1,056.50 |
1,072.25 |
1,113.50 |
|
S4 |
1,021.25 |
1,037.00 |
1,103.75 |
|
|
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 |
1,111.25 |
95.25 |
8.5% |
36.25 |
3.2% |
13% |
False |
True |
2,940,253 |
10 |
1,206.50 |
1,077.00 |
129.50 |
11.5% |
49.25 |
4.4% |
36% |
False |
False |
3,504,404 |
20 |
1,339.75 |
1,077.00 |
262.75 |
23.4% |
44.50 |
4.0% |
18% |
False |
False |
3,545,921 |
40 |
1,354.50 |
1,077.00 |
277.50 |
24.7% |
32.25 |
2.9% |
17% |
False |
False |
2,806,245 |
60 |
1,354.50 |
1,077.00 |
277.50 |
24.7% |
27.75 |
2.5% |
17% |
False |
False |
2,354,915 |
80 |
1,367.50 |
1,077.00 |
290.50 |
25.9% |
25.00 |
2.2% |
16% |
False |
False |
1,766,818 |
100 |
1,367.50 |
1,077.00 |
290.50 |
25.9% |
22.50 |
2.0% |
16% |
False |
False |
1,413,779 |
120 |
1,367.50 |
1,077.00 |
290.50 |
25.9% |
22.25 |
2.0% |
16% |
False |
False |
1,178,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.25 |
2.618 |
1,238.75 |
1.618 |
1,203.50 |
1.000 |
1,181.75 |
0.618 |
1,168.25 |
HIGH |
1,146.50 |
0.618 |
1,133.00 |
0.500 |
1,129.00 |
0.382 |
1,124.75 |
LOW |
1,111.25 |
0.618 |
1,089.50 |
1.000 |
1,076.00 |
1.618 |
1,054.25 |
2.618 |
1,019.00 |
4.250 |
961.50 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,129.00 |
1,150.50 |
PP |
1,127.00 |
1,141.50 |
S1 |
1,125.00 |
1,132.50 |
|