Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,175.50 |
1,208.00 |
32.50 |
2.8% |
1,122.00 |
High |
1,208.75 |
1,218.75 |
10.00 |
0.8% |
1,188.50 |
Low |
1,172.25 |
1,193.50 |
21.25 |
1.8% |
1,111.25 |
Close |
1,208.00 |
1,204.75 |
-3.25 |
-0.3% |
1,176.00 |
Range |
36.50 |
25.25 |
-11.25 |
-30.8% |
77.25 |
ATR |
39.57 |
38.55 |
-1.02 |
-2.6% |
0.00 |
Volume |
1,832,857 |
2,575,430 |
742,573 |
40.5% |
14,893,119 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.50 |
1,268.25 |
1,218.75 |
|
R3 |
1,256.25 |
1,243.00 |
1,211.75 |
|
R2 |
1,231.00 |
1,231.00 |
1,209.50 |
|
R1 |
1,217.75 |
1,217.75 |
1,207.00 |
1,211.75 |
PP |
1,205.75 |
1,205.75 |
1,205.75 |
1,202.50 |
S1 |
1,192.50 |
1,192.50 |
1,202.50 |
1,186.50 |
S2 |
1,180.50 |
1,180.50 |
1,200.00 |
|
S3 |
1,155.25 |
1,167.25 |
1,197.75 |
|
S4 |
1,130.00 |
1,142.00 |
1,190.75 |
|
|
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 |
1,218.75 |
1,132.75 |
86.00 |
7.1% |
35.75 |
3.0% |
84% |
True |
False |
2,653,044 |
10 |
1,218.75 |
1,111.25 |
107.50 |
8.9% |
37.75 |
3.1% |
87% |
True |
False |
2,875,783 |
20 |
1,264.25 |
1,077.00 |
187.25 |
15.5% |
47.25 |
3.9% |
68% |
False |
False |
3,587,539 |
40 |
1,354.50 |
1,077.00 |
277.50 |
23.0% |
35.00 |
2.9% |
46% |
False |
False |
2,917,122 |
60 |
1,354.50 |
1,077.00 |
277.50 |
23.0% |
29.50 |
2.5% |
46% |
False |
False |
2,629,462 |
80 |
1,354.50 |
1,077.00 |
277.50 |
23.0% |
26.50 |
2.2% |
46% |
False |
False |
1,974,248 |
100 |
1,367.50 |
1,077.00 |
290.50 |
24.1% |
24.25 |
2.0% |
44% |
False |
False |
1,579,751 |
120 |
1,367.50 |
1,077.00 |
290.50 |
24.1% |
23.00 |
1.9% |
44% |
False |
False |
1,316,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.00 |
2.618 |
1,284.75 |
1.618 |
1,259.50 |
1.000 |
1,244.00 |
0.618 |
1,234.25 |
HIGH |
1,218.75 |
0.618 |
1,209.00 |
0.500 |
1,206.00 |
0.382 |
1,203.25 |
LOW |
1,193.50 |
0.618 |
1,178.00 |
1.000 |
1,168.25 |
1.618 |
1,152.75 |
2.618 |
1,127.50 |
4.250 |
1,086.25 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,206.00 |
1,195.00 |
PP |
1,205.75 |
1,185.50 |
S1 |
1,205.25 |
1,175.75 |
|