Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,376 |
11,159 |
-217 |
-1.9% |
12,240 |
High |
11,546 |
11,321 |
-225 |
-1.9% |
12,280 |
Low |
11,088 |
10,705 |
-383 |
-3.5% |
11,088 |
Close |
11,402 |
10,726 |
-676 |
-5.9% |
11,402 |
Range |
458 |
616 |
158 |
34.5% |
1,192 |
ATR |
242 |
274 |
33 |
13.4% |
0 |
Volume |
274,215 |
360,230 |
86,015 |
31.4% |
1,060,408 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,765 |
12,362 |
11,065 |
|
R3 |
12,149 |
11,746 |
10,896 |
|
R2 |
11,533 |
11,533 |
10,839 |
|
R1 |
11,130 |
11,130 |
10,783 |
11,024 |
PP |
10,917 |
10,917 |
10,917 |
10,864 |
S1 |
10,514 |
10,514 |
10,670 |
10,408 |
S2 |
10,301 |
10,301 |
10,613 |
|
S3 |
9,685 |
9,898 |
10,557 |
|
S4 |
9,069 |
9,282 |
10,387 |
|
|
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 |
12,090 |
10,705 |
1,385 |
12.9% |
441 |
4.1% |
2% |
False |
True |
252,266 |
10 |
12,603 |
10,705 |
1,898 |
17.7% |
329 |
3.1% |
1% |
False |
True |
193,117 |
20 |
12,749 |
10,705 |
2,044 |
19.1% |
253 |
2.4% |
1% |
False |
True |
154,420 |
40 |
12,749 |
10,705 |
2,044 |
19.1% |
208 |
1.9% |
1% |
False |
True |
138,523 |
60 |
12,749 |
10,705 |
2,044 |
19.1% |
187 |
1.7% |
1% |
False |
True |
94,778 |
80 |
12,803 |
10,705 |
2,098 |
19.6% |
176 |
1.6% |
1% |
False |
True |
71,105 |
100 |
12,803 |
10,705 |
2,098 |
19.6% |
163 |
1.5% |
1% |
False |
True |
56,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,939 |
2.618 |
12,934 |
1.618 |
12,318 |
1.000 |
11,937 |
0.618 |
11,702 |
HIGH |
11,321 |
0.618 |
11,086 |
0.500 |
11,013 |
0.382 |
10,940 |
LOW |
10,705 |
0.618 |
10,324 |
1.000 |
10,089 |
1.618 |
9,708 |
2.618 |
9,092 |
4.250 |
8,087 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,013 |
11,302 |
PP |
10,917 |
11,110 |
S1 |
10,822 |
10,918 |
|