Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,110 |
8,815 |
-295 |
-3.2% |
9,880 |
High |
9,205 |
9,145 |
-60 |
-0.7% |
10,050 |
Low |
8,740 |
8,780 |
40 |
0.5% |
9,115 |
Close |
8,815 |
9,080 |
265 |
3.0% |
9,340 |
Range |
465 |
365 |
-100 |
-21.5% |
935 |
ATR |
266 |
273 |
7 |
2.7% |
0 |
Volume |
26,077 |
18,800 |
-7,277 |
-27.9% |
93,927 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,097 |
9,953 |
9,281 |
|
R3 |
9,732 |
9,588 |
9,181 |
|
R2 |
9,367 |
9,367 |
9,147 |
|
R1 |
9,223 |
9,223 |
9,114 |
9,295 |
PP |
9,002 |
9,002 |
9,002 |
9,038 |
S1 |
8,858 |
8,858 |
9,047 |
8,930 |
S2 |
8,637 |
8,637 |
9,013 |
|
S3 |
8,272 |
8,493 |
8,980 |
|
S4 |
7,907 |
8,128 |
8,879 |
|
|
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 |
9,450 |
8,660 |
790 |
8.7% |
445 |
4.9% |
53% |
False |
False |
30,019 |
10 |
10,050 |
8,660 |
1,390 |
15.3% |
357 |
3.9% |
30% |
False |
False |
22,257 |
20 |
10,190 |
8,660 |
1,530 |
16.9% |
258 |
2.8% |
27% |
False |
False |
15,132 |
40 |
10,255 |
8,660 |
1,595 |
17.6% |
205 |
2.3% |
26% |
False |
False |
12,007 |
60 |
10,255 |
8,660 |
1,595 |
17.6% |
173 |
1.9% |
26% |
False |
False |
9,371 |
80 |
10,255 |
8,660 |
1,595 |
17.6% |
136 |
1.5% |
26% |
False |
False |
7,031 |
100 |
10,255 |
8,660 |
1,595 |
17.6% |
109 |
1.2% |
26% |
False |
False |
5,625 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,696 |
2.618 |
10,101 |
1.618 |
9,736 |
1.000 |
9,510 |
0.618 |
9,371 |
HIGH |
9,145 |
0.618 |
9,006 |
0.500 |
8,963 |
0.382 |
8,920 |
LOW |
8,780 |
0.618 |
8,555 |
1.000 |
8,415 |
1.618 |
8,190 |
2.618 |
7,825 |
4.250 |
7,229 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,041 |
9,031 |
PP |
9,002 |
8,982 |
S1 |
8,963 |
8,933 |
|