Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,150 |
8,725 |
-425 |
-4.6% |
9,880 |
High |
9,260 |
9,165 |
-95 |
-1.0% |
10,050 |
Low |
8,705 |
8,660 |
-45 |
-0.5% |
9,115 |
Close |
8,745 |
9,125 |
380 |
4.3% |
9,340 |
Range |
555 |
505 |
-50 |
-9.0% |
935 |
ATR |
231 |
251 |
20 |
8.5% |
0 |
Volume |
37,654 |
37,161 |
-493 |
-1.3% |
93,927 |
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,498 |
10,317 |
9,403 |
|
R3 |
9,993 |
9,812 |
9,264 |
|
R2 |
9,488 |
9,488 |
9,218 |
|
R1 |
9,307 |
9,307 |
9,171 |
9,398 |
PP |
8,983 |
8,983 |
8,983 |
9,029 |
S1 |
8,802 |
8,802 |
9,079 |
8,893 |
S2 |
8,478 |
8,478 |
9,033 |
|
S3 |
7,973 |
8,297 |
8,986 |
|
S4 |
7,468 |
7,792 |
8,847 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,307 |
11,758 |
9,854 |
|
R3 |
11,372 |
10,823 |
9,597 |
|
R2 |
10,437 |
10,437 |
9,512 |
|
R1 |
9,888 |
9,888 |
9,426 |
9,695 |
PP |
9,502 |
9,502 |
9,502 |
9,405 |
S1 |
8,953 |
8,953 |
9,254 |
8,760 |
S2 |
8,567 |
8,567 |
9,169 |
|
S3 |
7,632 |
8,018 |
9,083 |
|
S4 |
6,697 |
7,083 |
8,826 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,780 |
8,660 |
1,120 |
12.3% |
411 |
4.5% |
42% |
False |
True |
28,715 |
10 |
10,085 |
8,660 |
1,425 |
15.6% |
302 |
3.3% |
33% |
False |
True |
19,487 |
20 |
10,190 |
8,660 |
1,530 |
16.8% |
234 |
2.6% |
30% |
False |
True |
13,883 |
40 |
10,255 |
8,660 |
1,595 |
17.5% |
194 |
2.1% |
29% |
False |
True |
11,219 |
60 |
10,255 |
8,660 |
1,595 |
17.5% |
161 |
1.8% |
29% |
False |
True |
8,625 |
80 |
10,255 |
8,660 |
1,595 |
17.5% |
126 |
1.4% |
29% |
False |
True |
6,470 |
100 |
10,255 |
8,660 |
1,595 |
17.5% |
104 |
1.1% |
29% |
False |
True |
5,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,311 |
2.618 |
10,487 |
1.618 |
9,982 |
1.000 |
9,670 |
0.618 |
9,477 |
HIGH |
9,165 |
0.618 |
8,972 |
0.500 |
8,913 |
0.382 |
8,853 |
LOW |
8,660 |
0.618 |
8,348 |
1.000 |
8,155 |
1.618 |
7,843 |
2.618 |
7,338 |
4.250 |
6,514 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,054 |
9,102 |
PP |
8,983 |
9,078 |
S1 |
8,913 |
9,055 |
|