Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,745 |
8,785 |
40 |
0.5% |
8,650 |
High |
8,820 |
8,965 |
145 |
1.6% |
8,870 |
Low |
8,635 |
8,760 |
125 |
1.4% |
8,600 |
Close |
8,800 |
8,950 |
150 |
1.7% |
8,800 |
Range |
185 |
205 |
20 |
10.8% |
270 |
ATR |
232 |
230 |
-2 |
-0.8% |
0 |
Volume |
10,794 |
5,162 |
-5,632 |
-52.2% |
51,130 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,507 |
9,433 |
9,063 |
|
R3 |
9,302 |
9,228 |
9,007 |
|
R2 |
9,097 |
9,097 |
8,988 |
|
R1 |
9,023 |
9,023 |
8,969 |
9,060 |
PP |
8,892 |
8,892 |
8,892 |
8,910 |
S1 |
8,818 |
8,818 |
8,931 |
8,855 |
S2 |
8,687 |
8,687 |
8,913 |
|
S3 |
8,482 |
8,613 |
8,894 |
|
S4 |
8,277 |
8,408 |
8,837 |
|
|
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 |
8,965 |
8,625 |
340 |
3.8% |
195 |
2.2% |
96% |
True |
False |
9,431 |
10 |
9,155 |
8,600 |
555 |
6.2% |
203 |
2.3% |
63% |
False |
False |
10,285 |
20 |
9,885 |
8,600 |
1,285 |
14.4% |
276 |
3.1% |
27% |
False |
False |
16,163 |
40 |
10,255 |
8,600 |
1,655 |
18.5% |
223 |
2.5% |
21% |
False |
False |
12,826 |
60 |
10,255 |
8,600 |
1,655 |
18.5% |
199 |
2.2% |
21% |
False |
False |
11,381 |
80 |
10,255 |
8,600 |
1,655 |
18.5% |
163 |
1.8% |
21% |
False |
False |
8,571 |
100 |
10,255 |
8,600 |
1,655 |
18.5% |
133 |
1.5% |
21% |
False |
False |
6,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,836 |
2.618 |
9,502 |
1.618 |
9,297 |
1.000 |
9,170 |
0.618 |
9,092 |
HIGH |
8,965 |
0.618 |
8,887 |
0.500 |
8,863 |
0.382 |
8,838 |
LOW |
8,760 |
0.618 |
8,633 |
1.000 |
8,555 |
1.618 |
8,428 |
2.618 |
8,223 |
4.250 |
7,889 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,921 |
8,900 |
PP |
8,892 |
8,850 |
S1 |
8,863 |
8,800 |
|