Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,700 |
8,860 |
160 |
1.8% |
9,040 |
High |
8,850 |
8,860 |
10 |
0.1% |
9,165 |
Low |
8,650 |
8,625 |
-25 |
-0.3% |
8,600 |
Close |
8,840 |
8,775 |
-65 |
-0.7% |
8,635 |
Range |
200 |
235 |
35 |
17.5% |
565 |
ATR |
243 |
243 |
-1 |
-0.2% |
0 |
Volume |
10,693 |
9,845 |
-848 |
-7.9% |
52,107 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,458 |
9,352 |
8,904 |
|
R3 |
9,223 |
9,117 |
8,840 |
|
R2 |
8,988 |
8,988 |
8,818 |
|
R1 |
8,882 |
8,882 |
8,797 |
8,818 |
PP |
8,753 |
8,753 |
8,753 |
8,721 |
S1 |
8,647 |
8,647 |
8,754 |
8,583 |
S2 |
8,518 |
8,518 |
8,732 |
|
S3 |
8,283 |
8,412 |
8,711 |
|
S4 |
8,048 |
8,177 |
8,646 |
|
|
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 |
9,050 |
8,600 |
450 |
5.1% |
237 |
2.7% |
39% |
False |
False |
12,064 |
10 |
9,165 |
8,600 |
565 |
6.4% |
225 |
2.6% |
31% |
False |
False |
11,547 |
20 |
10,050 |
8,600 |
1,450 |
16.5% |
278 |
3.2% |
12% |
False |
False |
16,406 |
40 |
10,255 |
8,600 |
1,655 |
18.9% |
220 |
2.5% |
11% |
False |
False |
12,813 |
60 |
10,255 |
8,600 |
1,655 |
18.9% |
196 |
2.2% |
11% |
False |
False |
10,977 |
80 |
10,255 |
8,600 |
1,655 |
18.9% |
157 |
1.8% |
11% |
False |
False |
8,239 |
100 |
10,255 |
8,600 |
1,655 |
18.9% |
128 |
1.5% |
11% |
False |
False |
6,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,859 |
2.618 |
9,475 |
1.618 |
9,240 |
1.000 |
9,095 |
0.618 |
9,005 |
HIGH |
8,860 |
0.618 |
8,770 |
0.500 |
8,743 |
0.382 |
8,715 |
LOW |
8,625 |
0.618 |
8,480 |
1.000 |
8,390 |
1.618 |
8,245 |
2.618 |
8,010 |
4.250 |
7,626 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,764 |
8,760 |
PP |
8,753 |
8,745 |
S1 |
8,743 |
8,730 |
|