Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,120 |
9,025 |
-95 |
-1.0% |
9,150 |
High |
9,150 |
9,050 |
-100 |
-1.1% |
9,260 |
Low |
9,005 |
8,680 |
-325 |
-3.6% |
8,660 |
Close |
9,045 |
8,770 |
-275 |
-3.0% |
9,050 |
Range |
145 |
370 |
225 |
155.2% |
600 |
ATR |
247 |
256 |
9 |
3.6% |
0 |
Volume |
8,698 |
17,672 |
8,974 |
103.2% |
134,588 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,943 |
9,727 |
8,974 |
|
R3 |
9,573 |
9,357 |
8,872 |
|
R2 |
9,203 |
9,203 |
8,838 |
|
R1 |
8,987 |
8,987 |
8,804 |
8,910 |
PP |
8,833 |
8,833 |
8,833 |
8,795 |
S1 |
8,617 |
8,617 |
8,736 |
8,540 |
S2 |
8,463 |
8,463 |
8,702 |
|
S3 |
8,093 |
8,247 |
8,668 |
|
S4 |
7,723 |
7,877 |
8,567 |
|
|
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 |
9,165 |
8,680 |
485 |
5.5% |
213 |
2.4% |
19% |
False |
True |
10,805 |
10 |
9,450 |
8,660 |
790 |
9.0% |
329 |
3.8% |
14% |
False |
False |
20,412 |
20 |
10,190 |
8,660 |
1,530 |
17.4% |
260 |
3.0% |
7% |
False |
False |
15,686 |
40 |
10,255 |
8,660 |
1,595 |
18.2% |
214 |
2.4% |
7% |
False |
False |
12,506 |
60 |
10,255 |
8,660 |
1,595 |
18.2% |
189 |
2.2% |
7% |
False |
False |
10,270 |
80 |
10,255 |
8,660 |
1,595 |
18.2% |
150 |
1.7% |
7% |
False |
False |
7,706 |
100 |
10,255 |
8,660 |
1,595 |
18.2% |
120 |
1.4% |
7% |
False |
False |
6,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,623 |
2.618 |
10,019 |
1.618 |
9,649 |
1.000 |
9,420 |
0.618 |
9,279 |
HIGH |
9,050 |
0.618 |
8,909 |
0.500 |
8,865 |
0.382 |
8,821 |
LOW |
8,680 |
0.618 |
8,451 |
1.000 |
8,310 |
1.618 |
8,081 |
2.618 |
7,711 |
4.250 |
7,108 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,865 |
8,918 |
PP |
8,833 |
8,868 |
S1 |
8,802 |
8,819 |
|