Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,860 |
8,765 |
-95 |
-1.1% |
9,040 |
High |
8,860 |
8,870 |
10 |
0.1% |
9,165 |
Low |
8,625 |
8,720 |
95 |
1.1% |
8,600 |
Close |
8,775 |
8,745 |
-30 |
-0.3% |
8,635 |
Range |
235 |
150 |
-85 |
-36.2% |
565 |
ATR |
243 |
236 |
-7 |
-2.7% |
0 |
Volume |
9,845 |
10,661 |
816 |
8.3% |
52,107 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,228 |
9,137 |
8,828 |
|
R3 |
9,078 |
8,987 |
8,786 |
|
R2 |
8,928 |
8,928 |
8,773 |
|
R1 |
8,837 |
8,837 |
8,759 |
8,808 |
PP |
8,778 |
8,778 |
8,778 |
8,764 |
S1 |
8,687 |
8,687 |
8,731 |
8,658 |
S2 |
8,628 |
8,628 |
8,718 |
|
S3 |
8,478 |
8,537 |
8,704 |
|
S4 |
8,328 |
8,387 |
8,663 |
|
|
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 |
8,870 |
8,600 |
270 |
3.1% |
193 |
2.2% |
54% |
True |
False |
10,662 |
10 |
9,165 |
8,600 |
565 |
6.5% |
203 |
2.3% |
26% |
False |
False |
10,733 |
20 |
10,050 |
8,600 |
1,450 |
16.6% |
280 |
3.2% |
10% |
False |
False |
16,495 |
40 |
10,255 |
8,600 |
1,655 |
18.9% |
221 |
2.5% |
9% |
False |
False |
12,827 |
60 |
10,255 |
8,600 |
1,655 |
18.9% |
196 |
2.2% |
9% |
False |
False |
11,150 |
80 |
10,255 |
8,600 |
1,655 |
18.9% |
159 |
1.8% |
9% |
False |
False |
8,372 |
100 |
10,255 |
8,600 |
1,655 |
18.9% |
129 |
1.5% |
9% |
False |
False |
6,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,508 |
2.618 |
9,263 |
1.618 |
9,113 |
1.000 |
9,020 |
0.618 |
8,963 |
HIGH |
8,870 |
0.618 |
8,813 |
0.500 |
8,795 |
0.382 |
8,777 |
LOW |
8,720 |
0.618 |
8,627 |
1.000 |
8,570 |
1.618 |
8,477 |
2.618 |
8,327 |
4.250 |
8,083 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,795 |
8,748 |
PP |
8,778 |
8,747 |
S1 |
8,762 |
8,746 |
|