Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,650 |
8,700 |
50 |
0.6% |
9,040 |
High |
8,780 |
8,850 |
70 |
0.8% |
9,165 |
Low |
8,600 |
8,650 |
50 |
0.6% |
8,600 |
Close |
8,670 |
8,840 |
170 |
2.0% |
8,635 |
Range |
180 |
200 |
20 |
11.1% |
565 |
ATR |
247 |
243 |
-3 |
-1.3% |
0 |
Volume |
9,137 |
10,693 |
1,556 |
17.0% |
52,107 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,380 |
9,310 |
8,950 |
|
R3 |
9,180 |
9,110 |
8,895 |
|
R2 |
8,980 |
8,980 |
8,877 |
|
R1 |
8,910 |
8,910 |
8,858 |
8,945 |
PP |
8,780 |
8,780 |
8,780 |
8,798 |
S1 |
8,710 |
8,710 |
8,822 |
8,745 |
S2 |
8,580 |
8,580 |
8,803 |
|
S3 |
8,380 |
8,510 |
8,785 |
|
S4 |
8,180 |
8,310 |
8,730 |
|
|
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 |
9,150 |
8,600 |
550 |
6.2% |
219 |
2.5% |
44% |
False |
False |
11,835 |
10 |
9,205 |
8,600 |
605 |
6.8% |
248 |
2.8% |
40% |
False |
False |
13,171 |
20 |
10,085 |
8,600 |
1,485 |
16.8% |
275 |
3.1% |
16% |
False |
False |
16,329 |
40 |
10,255 |
8,600 |
1,655 |
18.7% |
218 |
2.5% |
15% |
False |
False |
12,672 |
60 |
10,255 |
8,600 |
1,655 |
18.7% |
197 |
2.2% |
15% |
False |
False |
10,815 |
80 |
10,255 |
8,600 |
1,655 |
18.7% |
154 |
1.7% |
15% |
False |
False |
8,116 |
100 |
10,255 |
8,600 |
1,655 |
18.7% |
125 |
1.4% |
15% |
False |
False |
6,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,700 |
2.618 |
9,374 |
1.618 |
9,174 |
1.000 |
9,050 |
0.618 |
8,974 |
HIGH |
8,850 |
0.618 |
8,774 |
0.500 |
8,750 |
0.382 |
8,727 |
LOW |
8,650 |
0.618 |
8,527 |
1.000 |
8,450 |
1.618 |
8,327 |
2.618 |
8,127 |
4.250 |
7,800 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,810 |
8,802 |
PP |
8,780 |
8,763 |
S1 |
8,750 |
8,725 |
|