Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,171.50 |
1,157.00 |
-14.50 |
-1.2% |
1,122.00 |
High |
1,188.50 |
1,179.75 |
-8.75 |
-0.7% |
1,188.50 |
Low |
1,153.00 |
1,132.75 |
-20.25 |
-1.8% |
1,111.25 |
Close |
1,157.50 |
1,176.00 |
18.50 |
1.6% |
1,176.00 |
Range |
35.50 |
47.00 |
11.50 |
32.4% |
77.25 |
ATR |
39.25 |
39.80 |
0.55 |
1.4% |
0.00 |
Volume |
3,198,280 |
3,053,686 |
-144,594 |
-4.5% |
14,893,119 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.75 |
1,287.00 |
1,201.75 |
|
R3 |
1,256.75 |
1,240.00 |
1,189.00 |
|
R2 |
1,209.75 |
1,209.75 |
1,184.50 |
|
R1 |
1,193.00 |
1,193.00 |
1,180.25 |
1,201.50 |
PP |
1,162.75 |
1,162.75 |
1,162.75 |
1,167.00 |
S1 |
1,146.00 |
1,146.00 |
1,171.75 |
1,154.50 |
S2 |
1,115.75 |
1,115.75 |
1,167.50 |
|
S3 |
1,068.75 |
1,099.00 |
1,163.00 |
|
S4 |
1,021.75 |
1,052.00 |
1,150.25 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.25 |
1,360.50 |
1,218.50 |
|
R3 |
1,313.00 |
1,283.25 |
1,197.25 |
|
R2 |
1,235.75 |
1,235.75 |
1,190.25 |
|
R1 |
1,206.00 |
1,206.00 |
1,183.00 |
1,221.00 |
PP |
1,158.50 |
1,158.50 |
1,158.50 |
1,166.00 |
S1 |
1,128.75 |
1,128.75 |
1,169.00 |
1,143.50 |
S2 |
1,081.25 |
1,081.25 |
1,161.75 |
|
S3 |
1,004.00 |
1,051.50 |
1,154.75 |
|
S4 |
926.75 |
974.25 |
1,133.50 |
|
|
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 |
6.6% |
38.75 |
3.3% |
84% |
False |
False |
2,978,623 |
10 |
1,206.50 |
1,111.25 |
95.25 |
8.1% |
36.50 |
3.1% |
68% |
False |
False |
2,888,607 |
20 |
1,309.75 |
1,077.00 |
232.75 |
19.8% |
48.00 |
4.1% |
43% |
False |
False |
3,682,818 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.6% |
34.25 |
2.9% |
36% |
False |
False |
2,904,658 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.6% |
29.00 |
2.5% |
36% |
False |
False |
2,557,838 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.6% |
26.25 |
2.2% |
36% |
False |
False |
1,919,188 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.7% |
23.75 |
2.0% |
34% |
False |
False |
1,535,679 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.7% |
22.75 |
1.9% |
34% |
False |
False |
1,279,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.50 |
2.618 |
1,302.75 |
1.618 |
1,255.75 |
1.000 |
1,226.75 |
0.618 |
1,208.75 |
HIGH |
1,179.75 |
0.618 |
1,161.75 |
0.500 |
1,156.25 |
0.382 |
1,150.75 |
LOW |
1,132.75 |
0.618 |
1,103.75 |
1.000 |
1,085.75 |
1.618 |
1,056.75 |
2.618 |
1,009.75 |
4.250 |
933.00 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,169.50 |
1,171.00 |
PP |
1,162.75 |
1,165.75 |
S1 |
1,156.25 |
1,160.50 |
|