Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,208.00 |
1,204.25 |
-3.75 |
-0.3% |
1,122.00 |
High |
1,218.75 |
1,229.75 |
11.00 |
0.9% |
1,188.50 |
Low |
1,193.50 |
1,201.25 |
7.75 |
0.6% |
1,111.25 |
Close |
1,204.75 |
1,217.75 |
13.00 |
1.1% |
1,176.00 |
Range |
25.25 |
28.50 |
3.25 |
12.9% |
77.25 |
ATR |
38.55 |
37.83 |
-0.72 |
-1.9% |
0.00 |
Volume |
2,575,430 |
3,150,698 |
575,268 |
22.3% |
14,893,119 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.75 |
1,288.25 |
1,233.50 |
|
R3 |
1,273.25 |
1,259.75 |
1,225.50 |
|
R2 |
1,244.75 |
1,244.75 |
1,223.00 |
|
R1 |
1,231.25 |
1,231.25 |
1,220.25 |
1,238.00 |
PP |
1,216.25 |
1,216.25 |
1,216.25 |
1,219.50 |
S1 |
1,202.75 |
1,202.75 |
1,215.25 |
1,209.50 |
S2 |
1,187.75 |
1,187.75 |
1,212.50 |
|
S3 |
1,159.25 |
1,174.25 |
1,210.00 |
|
S4 |
1,130.75 |
1,145.75 |
1,202.00 |
|
|
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 |
1,229.75 |
1,132.75 |
97.00 |
8.0% |
34.50 |
2.8% |
88% |
True |
False |
2,762,190 |
10 |
1,229.75 |
1,111.25 |
118.50 |
9.7% |
38.25 |
3.1% |
90% |
True |
False |
2,980,668 |
20 |
1,264.25 |
1,077.00 |
187.25 |
15.4% |
47.25 |
3.9% |
75% |
False |
False |
3,554,330 |
40 |
1,354.50 |
1,077.00 |
277.50 |
22.8% |
35.25 |
2.9% |
51% |
False |
False |
2,950,485 |
60 |
1,354.50 |
1,077.00 |
277.50 |
22.8% |
29.75 |
2.4% |
51% |
False |
False |
2,680,434 |
80 |
1,354.50 |
1,077.00 |
277.50 |
22.8% |
26.75 |
2.2% |
51% |
False |
False |
2,013,583 |
100 |
1,367.50 |
1,077.00 |
290.50 |
23.9% |
24.25 |
2.0% |
48% |
False |
False |
1,611,247 |
120 |
1,367.50 |
1,077.00 |
290.50 |
23.9% |
23.00 |
1.9% |
48% |
False |
False |
1,342,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.00 |
2.618 |
1,304.25 |
1.618 |
1,275.75 |
1.000 |
1,258.25 |
0.618 |
1,247.25 |
HIGH |
1,229.75 |
0.618 |
1,218.75 |
0.500 |
1,215.50 |
0.382 |
1,212.25 |
LOW |
1,201.25 |
0.618 |
1,183.75 |
1.000 |
1,172.75 |
1.618 |
1,155.25 |
2.618 |
1,126.75 |
4.250 |
1,080.00 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,217.00 |
1,212.25 |
PP |
1,216.25 |
1,206.50 |
S1 |
1,215.50 |
1,201.00 |
|