Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,816 |
11,376 |
-440 |
-3.7% |
12,240 |
High |
11,898 |
11,546 |
-352 |
-3.0% |
12,280 |
Low |
11,311 |
11,088 |
-223 |
-2.0% |
11,088 |
Close |
11,371 |
11,402 |
31 |
0.3% |
11,402 |
Range |
587 |
458 |
-129 |
-22.0% |
1,192 |
ATR |
225 |
242 |
17 |
7.4% |
0 |
Volume |
269,118 |
274,215 |
5,097 |
1.9% |
1,060,408 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,719 |
12,519 |
11,654 |
|
R3 |
12,261 |
12,061 |
11,528 |
|
R2 |
11,803 |
11,803 |
11,486 |
|
R1 |
11,603 |
11,603 |
11,444 |
11,703 |
PP |
11,345 |
11,345 |
11,345 |
11,396 |
S1 |
11,145 |
11,145 |
11,360 |
11,245 |
S2 |
10,887 |
10,887 |
11,318 |
|
S3 |
10,429 |
10,687 |
11,276 |
|
S4 |
9,971 |
10,229 |
11,150 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,166 |
14,476 |
12,058 |
|
R3 |
13,974 |
13,284 |
11,730 |
|
R2 |
12,782 |
12,782 |
11,621 |
|
R1 |
12,092 |
12,092 |
11,511 |
11,841 |
PP |
11,590 |
11,590 |
11,590 |
11,465 |
S1 |
10,900 |
10,900 |
11,293 |
10,649 |
S2 |
10,398 |
10,398 |
11,184 |
|
S3 |
9,206 |
9,708 |
11,074 |
|
S4 |
8,014 |
8,516 |
10,747 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,280 |
11,088 |
1,192 |
10.5% |
386 |
3.4% |
26% |
False |
True |
212,081 |
10 |
12,604 |
11,088 |
1,516 |
13.3% |
285 |
2.5% |
21% |
False |
True |
166,517 |
20 |
12,749 |
11,088 |
1,661 |
14.6% |
231 |
2.0% |
19% |
False |
True |
142,747 |
40 |
12,749 |
11,088 |
1,661 |
14.6% |
198 |
1.7% |
19% |
False |
True |
131,882 |
60 |
12,749 |
11,088 |
1,661 |
14.6% |
180 |
1.6% |
19% |
False |
True |
88,775 |
80 |
12,803 |
11,088 |
1,715 |
15.0% |
170 |
1.5% |
18% |
False |
True |
66,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,493 |
2.618 |
12,745 |
1.618 |
12,287 |
1.000 |
12,004 |
0.618 |
11,829 |
HIGH |
11,546 |
0.618 |
11,371 |
0.500 |
11,317 |
0.382 |
11,263 |
LOW |
11,088 |
0.618 |
10,805 |
1.000 |
10,630 |
1.618 |
10,347 |
2.618 |
9,889 |
4.250 |
9,142 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,374 |
11,493 |
PP |
11,345 |
11,463 |
S1 |
11,317 |
11,432 |
|