Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,745 |
11,194 |
449 |
4.2% |
12,240 |
High |
11,234 |
11,263 |
29 |
0.3% |
12,280 |
Low |
10,401 |
10,646 |
245 |
2.4% |
11,088 |
Close |
11,194 |
10,725 |
-469 |
-4.2% |
11,402 |
Range |
833 |
617 |
-216 |
-25.9% |
1,192 |
ATR |
314 |
336 |
22 |
6.9% |
0 |
Volume |
339,510 |
317,148 |
-22,362 |
-6.6% |
1,060,408 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,729 |
12,344 |
11,064 |
|
R3 |
12,112 |
11,727 |
10,895 |
|
R2 |
11,495 |
11,495 |
10,838 |
|
R1 |
11,110 |
11,110 |
10,782 |
10,994 |
PP |
10,878 |
10,878 |
10,878 |
10,820 |
S1 |
10,493 |
10,493 |
10,669 |
10,377 |
S2 |
10,261 |
10,261 |
10,612 |
|
S3 |
9,644 |
9,876 |
10,555 |
|
S4 |
9,027 |
9,259 |
10,386 |
|
|
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 |
14.0% |
622 |
5.8% |
22% |
False |
False |
312,044 |
10 |
12,332 |
10,401 |
1,931 |
18.0% |
434 |
4.0% |
17% |
False |
False |
234,147 |
20 |
12,749 |
10,401 |
2,348 |
21.9% |
307 |
2.9% |
14% |
False |
False |
173,815 |
40 |
12,749 |
10,401 |
2,348 |
21.9% |
238 |
2.2% |
14% |
False |
False |
148,751 |
60 |
12,749 |
10,401 |
2,348 |
21.9% |
206 |
1.9% |
14% |
False |
False |
105,720 |
80 |
12,803 |
10,401 |
2,402 |
22.4% |
191 |
1.8% |
13% |
False |
False |
79,312 |
100 |
12,803 |
10,401 |
2,402 |
22.4% |
174 |
1.6% |
13% |
False |
False |
63,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,885 |
2.618 |
12,878 |
1.618 |
12,261 |
1.000 |
11,880 |
0.618 |
11,644 |
HIGH |
11,263 |
0.618 |
11,027 |
0.500 |
10,955 |
0.382 |
10,882 |
LOW |
10,646 |
0.618 |
10,265 |
1.000 |
10,029 |
1.618 |
9,648 |
2.618 |
9,031 |
4.250 |
8,024 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
10,955 |
10,861 |
PP |
10,878 |
10,816 |
S1 |
10,802 |
10,770 |
|