Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,809 |
11,816 |
7 |
0.1% |
12,536 |
High |
11,884 |
11,898 |
14 |
0.1% |
12,604 |
Low |
11,648 |
11,311 |
-337 |
-2.9% |
12,029 |
Close |
11,818 |
11,371 |
-447 |
-3.8% |
12,088 |
Range |
236 |
587 |
351 |
148.7% |
575 |
ATR |
197 |
225 |
28 |
14.1% |
0 |
Volume |
200,905 |
269,118 |
68,213 |
34.0% |
604,766 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,288 |
12,916 |
11,694 |
|
R3 |
12,701 |
12,329 |
11,533 |
|
R2 |
12,114 |
12,114 |
11,479 |
|
R1 |
11,742 |
11,742 |
11,425 |
11,635 |
PP |
11,527 |
11,527 |
11,527 |
11,473 |
S1 |
11,155 |
11,155 |
11,317 |
11,048 |
S2 |
10,940 |
10,940 |
11,264 |
|
S3 |
10,353 |
10,568 |
11,210 |
|
S4 |
9,766 |
9,981 |
11,048 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,965 |
13,602 |
12,404 |
|
R3 |
13,390 |
13,027 |
12,246 |
|
R2 |
12,815 |
12,815 |
12,194 |
|
R1 |
12,452 |
12,452 |
12,141 |
12,346 |
PP |
12,240 |
12,240 |
12,240 |
12,188 |
S1 |
11,877 |
11,877 |
12,035 |
11,771 |
S2 |
11,665 |
11,665 |
11,983 |
|
S3 |
11,090 |
11,302 |
11,930 |
|
S4 |
10,515 |
10,727 |
11,772 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,280 |
11,311 |
969 |
8.5% |
330 |
2.9% |
6% |
False |
True |
186,946 |
10 |
12,749 |
11,311 |
1,438 |
12.6% |
255 |
2.2% |
4% |
False |
True |
146,829 |
20 |
12,749 |
11,311 |
1,438 |
12.6% |
219 |
1.9% |
4% |
False |
True |
135,182 |
40 |
12,749 |
11,311 |
1,438 |
12.6% |
191 |
1.7% |
4% |
False |
True |
126,005 |
60 |
12,749 |
11,311 |
1,438 |
12.6% |
175 |
1.5% |
4% |
False |
True |
84,206 |
80 |
12,803 |
11,311 |
1,492 |
13.1% |
166 |
1.5% |
4% |
False |
True |
63,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,393 |
2.618 |
13,435 |
1.618 |
12,848 |
1.000 |
12,485 |
0.618 |
12,261 |
HIGH |
11,898 |
0.618 |
11,674 |
0.500 |
11,605 |
0.382 |
11,535 |
LOW |
11,311 |
0.618 |
10,948 |
1.000 |
10,724 |
1.618 |
10,361 |
2.618 |
9,774 |
4.250 |
8,816 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,605 |
11,701 |
PP |
11,527 |
11,591 |
S1 |
11,449 |
11,481 |
|