Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
8,785 |
8,950 |
165 |
1.9% |
8,650 |
High |
8,965 |
9,000 |
35 |
0.4% |
8,870 |
Low |
8,760 |
8,875 |
115 |
1.3% |
8,600 |
Close |
8,950 |
8,905 |
-45 |
-0.5% |
8,800 |
Range |
205 |
125 |
-80 |
-39.0% |
270 |
ATR |
230 |
223 |
-8 |
-3.3% |
0 |
Volume |
5,162 |
6,438 |
1,276 |
24.7% |
51,130 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,302 |
9,228 |
8,974 |
|
R3 |
9,177 |
9,103 |
8,940 |
|
R2 |
9,052 |
9,052 |
8,928 |
|
R1 |
8,978 |
8,978 |
8,917 |
8,953 |
PP |
8,927 |
8,927 |
8,927 |
8,914 |
S1 |
8,853 |
8,853 |
8,894 |
8,828 |
S2 |
8,802 |
8,802 |
8,882 |
|
S3 |
8,677 |
8,728 |
8,871 |
|
S4 |
8,552 |
8,603 |
8,836 |
|
|
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 |
9,000 |
8,625 |
375 |
4.2% |
180 |
2.0% |
75% |
True |
False |
8,580 |
10 |
9,150 |
8,600 |
550 |
6.2% |
200 |
2.2% |
55% |
False |
False |
10,207 |
20 |
9,780 |
8,600 |
1,180 |
13.3% |
272 |
3.0% |
26% |
False |
False |
15,909 |
40 |
10,255 |
8,600 |
1,655 |
18.6% |
225 |
2.5% |
18% |
False |
False |
12,766 |
60 |
10,255 |
8,600 |
1,655 |
18.6% |
198 |
2.2% |
18% |
False |
False |
11,223 |
80 |
10,255 |
8,600 |
1,655 |
18.6% |
164 |
1.8% |
18% |
False |
False |
8,651 |
100 |
10,255 |
8,600 |
1,655 |
18.6% |
134 |
1.5% |
18% |
False |
False |
6,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,531 |
2.618 |
9,327 |
1.618 |
9,202 |
1.000 |
9,125 |
0.618 |
9,077 |
HIGH |
9,000 |
0.618 |
8,952 |
0.500 |
8,938 |
0.382 |
8,923 |
LOW |
8,875 |
0.618 |
8,798 |
1.000 |
8,750 |
1.618 |
8,673 |
2.618 |
8,548 |
4.250 |
8,344 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
8,938 |
8,876 |
PP |
8,927 |
8,847 |
S1 |
8,916 |
8,818 |
|