Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,159.00 |
1,171.50 |
12.50 |
1.1% |
1,179.75 |
High |
1,176.75 |
1,188.50 |
11.75 |
1.0% |
1,206.50 |
Low |
1,142.50 |
1,153.00 |
10.50 |
0.9% |
1,117.50 |
Close |
1,172.00 |
1,157.50 |
-14.50 |
-1.2% |
1,124.00 |
Range |
34.25 |
35.50 |
1.25 |
3.6% |
89.00 |
ATR |
39.54 |
39.25 |
-0.29 |
-0.7% |
0.00 |
Volume |
2,604,968 |
3,198,280 |
593,312 |
22.8% |
13,992,956 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,272.75 |
1,250.75 |
1,177.00 |
|
R3 |
1,237.25 |
1,215.25 |
1,167.25 |
|
R2 |
1,201.75 |
1,201.75 |
1,164.00 |
|
R1 |
1,179.75 |
1,179.75 |
1,160.75 |
1,173.00 |
PP |
1,166.25 |
1,166.25 |
1,166.25 |
1,163.00 |
S1 |
1,144.25 |
1,144.25 |
1,154.25 |
1,137.50 |
S2 |
1,130.75 |
1,130.75 |
1,151.00 |
|
S3 |
1,095.25 |
1,108.75 |
1,147.75 |
|
S4 |
1,059.75 |
1,073.25 |
1,138.00 |
|
|
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 |
1,188.50 |
1,111.25 |
77.25 |
6.7% |
36.50 |
3.2% |
60% |
True |
False |
3,079,599 |
10 |
1,206.50 |
1,111.25 |
95.25 |
8.2% |
36.00 |
3.1% |
49% |
False |
False |
2,854,750 |
20 |
1,309.75 |
1,077.00 |
232.75 |
20.1% |
47.00 |
4.0% |
35% |
False |
False |
3,674,442 |
40 |
1,354.50 |
1,077.00 |
277.50 |
24.0% |
33.50 |
2.9% |
29% |
False |
False |
2,874,988 |
60 |
1,354.50 |
1,077.00 |
277.50 |
24.0% |
28.50 |
2.5% |
29% |
False |
False |
2,507,054 |
80 |
1,354.50 |
1,077.00 |
277.50 |
24.0% |
25.75 |
2.2% |
29% |
False |
False |
1,881,040 |
100 |
1,367.50 |
1,077.00 |
290.50 |
25.1% |
23.50 |
2.0% |
28% |
False |
False |
1,505,147 |
120 |
1,367.50 |
1,077.00 |
290.50 |
25.1% |
22.50 |
2.0% |
28% |
False |
False |
1,254,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.50 |
2.618 |
1,281.50 |
1.618 |
1,246.00 |
1.000 |
1,224.00 |
0.618 |
1,210.50 |
HIGH |
1,188.50 |
0.618 |
1,175.00 |
0.500 |
1,170.75 |
0.382 |
1,166.50 |
LOW |
1,153.00 |
0.618 |
1,131.00 |
1.000 |
1,117.50 |
1.618 |
1,095.50 |
2.618 |
1,060.00 |
4.250 |
1,002.00 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,170.75 |
1,156.25 |
PP |
1,166.25 |
1,154.75 |
S1 |
1,162.00 |
1,153.50 |
|