Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,765 |
8,745 |
-20 |
-0.2% |
8,650 |
High |
8,870 |
8,820 |
-50 |
-0.6% |
8,870 |
Low |
8,720 |
8,635 |
-85 |
-1.0% |
8,600 |
Close |
8,745 |
8,800 |
55 |
0.6% |
8,800 |
Range |
150 |
185 |
35 |
23.3% |
270 |
ATR |
236 |
232 |
-4 |
-1.5% |
0 |
Volume |
10,661 |
10,794 |
133 |
1.2% |
51,130 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,307 |
9,238 |
8,902 |
|
R3 |
9,122 |
9,053 |
8,851 |
|
R2 |
8,937 |
8,937 |
8,834 |
|
R1 |
8,868 |
8,868 |
8,817 |
8,903 |
PP |
8,752 |
8,752 |
8,752 |
8,769 |
S1 |
8,683 |
8,683 |
8,783 |
8,718 |
S2 |
8,567 |
8,567 |
8,766 |
|
S3 |
8,382 |
8,498 |
8,749 |
|
S4 |
8,197 |
8,313 |
8,698 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,567 |
9,453 |
8,949 |
|
R3 |
9,297 |
9,183 |
8,874 |
|
R2 |
9,027 |
9,027 |
8,850 |
|
R1 |
8,913 |
8,913 |
8,825 |
8,970 |
PP |
8,757 |
8,757 |
8,757 |
8,785 |
S1 |
8,643 |
8,643 |
8,775 |
8,700 |
S2 |
8,487 |
8,487 |
8,751 |
|
S3 |
8,217 |
8,373 |
8,726 |
|
S4 |
7,947 |
8,103 |
8,652 |
|
|
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% |
190 |
2.2% |
74% |
False |
False |
10,226 |
10 |
9,165 |
8,600 |
565 |
6.4% |
195 |
2.2% |
35% |
False |
False |
10,323 |
20 |
10,050 |
8,600 |
1,450 |
16.5% |
281 |
3.2% |
14% |
False |
False |
16,587 |
40 |
10,255 |
8,600 |
1,655 |
18.8% |
222 |
2.5% |
12% |
False |
False |
12,858 |
60 |
10,255 |
8,600 |
1,655 |
18.8% |
198 |
2.3% |
12% |
False |
False |
11,322 |
80 |
10,255 |
8,600 |
1,655 |
18.8% |
161 |
1.8% |
12% |
False |
False |
8,507 |
100 |
10,255 |
8,600 |
1,655 |
18.8% |
131 |
1.5% |
12% |
False |
False |
6,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,606 |
2.618 |
9,304 |
1.618 |
9,119 |
1.000 |
9,005 |
0.618 |
8,934 |
HIGH |
8,820 |
0.618 |
8,749 |
0.500 |
8,728 |
0.382 |
8,706 |
LOW |
8,635 |
0.618 |
8,521 |
1.000 |
8,450 |
1.618 |
8,336 |
2.618 |
8,151 |
4.250 |
7,849 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,776 |
8,783 |
PP |
8,752 |
8,765 |
S1 |
8,728 |
8,748 |
|