Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
9,025 |
8,765 |
-260 |
-2.9% |
9,040 |
High |
9,050 |
8,800 |
-250 |
-2.8% |
9,165 |
Low |
8,680 |
8,600 |
-80 |
-0.9% |
8,600 |
Close |
8,770 |
8,635 |
-135 |
-1.5% |
8,635 |
Range |
370 |
200 |
-170 |
-45.9% |
565 |
ATR |
256 |
252 |
-4 |
-1.6% |
0 |
Volume |
17,672 |
12,976 |
-4,696 |
-26.6% |
52,107 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,278 |
9,157 |
8,745 |
|
R3 |
9,078 |
8,957 |
8,690 |
|
R2 |
8,878 |
8,878 |
8,672 |
|
R1 |
8,757 |
8,757 |
8,653 |
8,718 |
PP |
8,678 |
8,678 |
8,678 |
8,659 |
S1 |
8,557 |
8,557 |
8,617 |
8,518 |
S2 |
8,478 |
8,478 |
8,598 |
|
S3 |
8,278 |
8,357 |
8,580 |
|
S4 |
8,078 |
8,157 |
8,525 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,495 |
10,130 |
8,946 |
|
R3 |
9,930 |
9,565 |
8,791 |
|
R2 |
9,365 |
9,365 |
8,739 |
|
R1 |
9,000 |
9,000 |
8,687 |
8,900 |
PP |
8,800 |
8,800 |
8,800 |
8,750 |
S1 |
8,435 |
8,435 |
8,583 |
8,335 |
S2 |
8,235 |
8,235 |
8,532 |
|
S3 |
7,670 |
7,870 |
8,480 |
|
S4 |
7,105 |
7,305 |
8,324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,165 |
8,600 |
565 |
6.5% |
200 |
2.3% |
6% |
False |
True |
10,421 |
10 |
9,260 |
8,600 |
660 |
7.6% |
316 |
3.7% |
5% |
False |
True |
18,669 |
20 |
10,155 |
8,600 |
1,555 |
18.0% |
265 |
3.1% |
2% |
False |
True |
15,875 |
40 |
10,255 |
8,600 |
1,655 |
19.2% |
215 |
2.5% |
2% |
False |
True |
12,608 |
60 |
10,255 |
8,600 |
1,655 |
19.2% |
192 |
2.2% |
2% |
False |
True |
10,486 |
80 |
10,255 |
8,600 |
1,655 |
19.2% |
152 |
1.8% |
2% |
False |
True |
7,868 |
100 |
10,255 |
8,600 |
1,655 |
19.2% |
122 |
1.4% |
2% |
False |
True |
6,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,650 |
2.618 |
9,324 |
1.618 |
9,124 |
1.000 |
9,000 |
0.618 |
8,924 |
HIGH |
8,800 |
0.618 |
8,724 |
0.500 |
8,700 |
0.382 |
8,677 |
LOW |
8,600 |
0.618 |
8,477 |
1.000 |
8,400 |
1.618 |
8,277 |
2.618 |
8,077 |
4.250 |
7,750 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,700 |
8,875 |
PP |
8,678 |
8,795 |
S1 |
8,657 |
8,715 |
|