Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,157.00 |
1,175.50 |
18.50 |
1.6% |
1,122.00 |
High |
1,179.75 |
1,208.75 |
29.00 |
2.5% |
1,188.50 |
Low |
1,132.75 |
1,172.25 |
39.50 |
3.5% |
1,111.25 |
Close |
1,176.00 |
1,208.00 |
32.00 |
2.7% |
1,176.00 |
Range |
47.00 |
36.50 |
-10.50 |
-22.3% |
77.25 |
ATR |
39.80 |
39.57 |
-0.24 |
-0.6% |
0.00 |
Volume |
3,053,686 |
1,832,857 |
-1,220,829 |
-40.0% |
14,893,119 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.75 |
1,293.50 |
1,228.00 |
|
R3 |
1,269.25 |
1,257.00 |
1,218.00 |
|
R2 |
1,232.75 |
1,232.75 |
1,214.75 |
|
R1 |
1,220.50 |
1,220.50 |
1,211.25 |
1,226.50 |
PP |
1,196.25 |
1,196.25 |
1,196.25 |
1,199.50 |
S1 |
1,184.00 |
1,184.00 |
1,204.75 |
1,190.00 |
S2 |
1,159.75 |
1,159.75 |
1,201.25 |
|
S3 |
1,123.25 |
1,147.50 |
1,198.00 |
|
S4 |
1,086.75 |
1,111.00 |
1,188.00 |
|
|
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 |
1,208.75 |
1,118.50 |
90.25 |
7.5% |
39.00 |
3.2% |
99% |
True |
False |
2,805,581 |
10 |
1,208.75 |
1,111.25 |
97.50 |
8.1% |
37.75 |
3.1% |
99% |
True |
False |
2,872,917 |
20 |
1,285.00 |
1,077.00 |
208.00 |
17.2% |
48.00 |
4.0% |
63% |
False |
False |
3,623,455 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.0% |
34.50 |
2.9% |
47% |
False |
False |
2,901,614 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.0% |
29.50 |
2.4% |
47% |
False |
False |
2,587,906 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.0% |
26.25 |
2.2% |
47% |
False |
False |
1,942,092 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.0% |
24.00 |
2.0% |
45% |
False |
False |
1,554,001 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.0% |
23.00 |
1.9% |
45% |
False |
False |
1,295,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,364.00 |
2.618 |
1,304.25 |
1.618 |
1,267.75 |
1.000 |
1,245.25 |
0.618 |
1,231.25 |
HIGH |
1,208.75 |
0.618 |
1,194.75 |
0.500 |
1,190.50 |
0.382 |
1,186.25 |
LOW |
1,172.25 |
0.618 |
1,149.75 |
1.000 |
1,135.75 |
1.618 |
1,113.25 |
2.618 |
1,076.75 |
4.250 |
1,017.00 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,202.25 |
1,195.50 |
PP |
1,196.25 |
1,183.25 |
S1 |
1,190.50 |
1,170.75 |
|