Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,040 |
9,120 |
80 |
0.9% |
9,150 |
High |
9,165 |
9,155 |
-10 |
-0.1% |
9,260 |
Low |
9,040 |
8,995 |
-45 |
-0.5% |
8,660 |
Close |
9,145 |
9,070 |
-75 |
-0.8% |
9,050 |
Range |
125 |
160 |
35 |
28.0% |
600 |
ATR |
262 |
255 |
-7 |
-2.8% |
0 |
Volume |
5,549 |
7,212 |
1,663 |
30.0% |
134,588 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,553 |
9,472 |
9,158 |
|
R3 |
9,393 |
9,312 |
9,114 |
|
R2 |
9,233 |
9,233 |
9,099 |
|
R1 |
9,152 |
9,152 |
9,085 |
9,113 |
PP |
9,073 |
9,073 |
9,073 |
9,054 |
S1 |
8,992 |
8,992 |
9,055 |
8,953 |
S2 |
8,913 |
8,913 |
9,041 |
|
S3 |
8,753 |
8,832 |
9,026 |
|
S4 |
8,593 |
8,672 |
8,982 |
|
|
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 |
8,740 |
465 |
5.1% |
276 |
3.0% |
71% |
False |
False |
14,506 |
10 |
9,780 |
8,660 |
1,120 |
12.3% |
344 |
3.8% |
37% |
False |
False |
21,610 |
20 |
10,190 |
8,660 |
1,530 |
16.9% |
245 |
2.7% |
27% |
False |
False |
15,328 |
40 |
10,255 |
8,660 |
1,595 |
17.6% |
209 |
2.3% |
26% |
False |
False |
12,233 |
60 |
10,255 |
8,660 |
1,595 |
17.6% |
182 |
2.0% |
26% |
False |
False |
9,831 |
80 |
10,255 |
8,660 |
1,595 |
17.6% |
143 |
1.6% |
26% |
False |
False |
7,376 |
100 |
10,255 |
8,660 |
1,595 |
17.6% |
115 |
1.3% |
26% |
False |
False |
5,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,835 |
2.618 |
9,574 |
1.618 |
9,414 |
1.000 |
9,315 |
0.618 |
9,254 |
HIGH |
9,155 |
0.618 |
9,094 |
0.500 |
9,075 |
0.382 |
9,056 |
LOW |
8,995 |
0.618 |
8,896 |
1.000 |
8,835 |
1.618 |
8,736 |
2.618 |
8,576 |
4.250 |
8,315 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
9,075 |
9,051 |
PP |
9,073 |
9,032 |
S1 |
9,072 |
9,013 |
|