Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,159 |
10,745 |
-414 |
-3.7% |
12,240 |
High |
11,321 |
11,234 |
-87 |
-0.8% |
12,280 |
Low |
10,705 |
10,401 |
-304 |
-2.8% |
11,088 |
Close |
10,726 |
11,194 |
468 |
4.4% |
11,402 |
Range |
616 |
833 |
217 |
35.2% |
1,192 |
ATR |
274 |
314 |
40 |
14.5% |
0 |
Volume |
360,230 |
339,510 |
-20,720 |
-5.8% |
1,060,408 |
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,442 |
13,151 |
11,652 |
|
R3 |
12,609 |
12,318 |
11,423 |
|
R2 |
11,776 |
11,776 |
11,347 |
|
R1 |
11,485 |
11,485 |
11,270 |
11,631 |
PP |
10,943 |
10,943 |
10,943 |
11,016 |
S1 |
10,652 |
10,652 |
11,118 |
10,798 |
S2 |
10,110 |
10,110 |
11,041 |
|
S3 |
9,277 |
9,819 |
10,965 |
|
S4 |
8,444 |
8,986 |
10,736 |
|
|
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 |
11,898 |
10,401 |
1,497 |
13.4% |
546 |
4.9% |
53% |
False |
True |
288,795 |
10 |
12,458 |
10,401 |
2,057 |
18.4% |
395 |
3.5% |
39% |
False |
True |
216,364 |
20 |
12,749 |
10,401 |
2,348 |
21.0% |
285 |
2.5% |
34% |
False |
True |
163,971 |
40 |
12,749 |
10,401 |
2,348 |
21.0% |
227 |
2.0% |
34% |
False |
True |
144,003 |
60 |
12,749 |
10,401 |
2,348 |
21.0% |
197 |
1.8% |
34% |
False |
True |
100,435 |
80 |
12,803 |
10,401 |
2,402 |
21.5% |
185 |
1.7% |
33% |
False |
True |
75,349 |
100 |
12,803 |
10,401 |
2,402 |
21.5% |
169 |
1.5% |
33% |
False |
True |
60,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,774 |
2.618 |
13,415 |
1.618 |
12,582 |
1.000 |
12,067 |
0.618 |
11,749 |
HIGH |
11,234 |
0.618 |
10,916 |
0.500 |
10,818 |
0.382 |
10,719 |
LOW |
10,401 |
0.618 |
9,886 |
1.000 |
9,568 |
1.618 |
9,053 |
2.618 |
8,220 |
4.250 |
6,861 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,069 |
11,121 |
PP |
10,943 |
11,047 |
S1 |
10,818 |
10,974 |
|