Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,080 |
9,040 |
-40 |
-0.4% |
9,150 |
High |
9,125 |
9,165 |
40 |
0.4% |
9,260 |
Low |
8,860 |
9,040 |
180 |
2.0% |
8,660 |
Close |
9,050 |
9,145 |
95 |
1.0% |
9,050 |
Range |
265 |
125 |
-140 |
-52.8% |
600 |
ATR |
273 |
262 |
-11 |
-3.9% |
0 |
Volume |
14,896 |
5,549 |
-9,347 |
-62.7% |
134,588 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,492 |
9,443 |
9,214 |
|
R3 |
9,367 |
9,318 |
9,180 |
|
R2 |
9,242 |
9,242 |
9,168 |
|
R1 |
9,193 |
9,193 |
9,157 |
9,218 |
PP |
9,117 |
9,117 |
9,117 |
9,129 |
S1 |
9,068 |
9,068 |
9,134 |
9,093 |
S2 |
8,992 |
8,992 |
9,122 |
|
S3 |
8,867 |
8,943 |
9,111 |
|
S4 |
8,742 |
8,818 |
9,076 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,790 |
10,520 |
9,380 |
|
R3 |
10,190 |
9,920 |
9,215 |
|
R2 |
9,590 |
9,590 |
9,160 |
|
R1 |
9,320 |
9,320 |
9,105 |
9,155 |
PP |
8,990 |
8,990 |
8,990 |
8,908 |
S1 |
8,720 |
8,720 |
8,995 |
8,555 |
S2 |
8,390 |
8,390 |
8,940 |
|
S3 |
7,790 |
8,120 |
8,885 |
|
S4 |
7,190 |
7,520 |
8,720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,205 |
8,660 |
545 |
6.0% |
345 |
3.8% |
89% |
False |
False |
20,496 |
10 |
9,885 |
8,660 |
1,225 |
13.4% |
350 |
3.8% |
40% |
False |
False |
22,041 |
20 |
10,190 |
8,660 |
1,530 |
16.7% |
244 |
2.7% |
32% |
False |
False |
15,406 |
40 |
10,255 |
8,660 |
1,595 |
17.4% |
207 |
2.3% |
30% |
False |
False |
12,137 |
60 |
10,255 |
8,660 |
1,595 |
17.4% |
179 |
2.0% |
30% |
False |
False |
9,711 |
80 |
10,255 |
8,660 |
1,595 |
17.4% |
141 |
1.5% |
30% |
False |
False |
7,286 |
100 |
10,255 |
8,660 |
1,595 |
17.4% |
113 |
1.2% |
30% |
False |
False |
5,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,696 |
2.618 |
9,492 |
1.618 |
9,367 |
1.000 |
9,290 |
0.618 |
9,242 |
HIGH |
9,165 |
0.618 |
9,117 |
0.500 |
9,103 |
0.382 |
9,088 |
LOW |
9,040 |
0.618 |
8,963 |
1.000 |
8,915 |
1.618 |
8,838 |
2.618 |
8,713 |
4.250 |
8,509 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,131 |
9,088 |
PP |
9,117 |
9,030 |
S1 |
9,103 |
8,973 |
|