Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,194 |
10,724 |
-470 |
-4.2% |
12,240 |
High |
11,263 |
11,243 |
-20 |
-0.2% |
12,280 |
Low |
10,646 |
10,579 |
-67 |
-0.6% |
11,088 |
Close |
10,725 |
11,084 |
359 |
3.3% |
11,402 |
Range |
617 |
664 |
47 |
7.6% |
1,192 |
ATR |
336 |
359 |
23 |
7.0% |
0 |
Volume |
317,148 |
241,447 |
-75,701 |
-23.9% |
1,060,408 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,961 |
12,686 |
11,449 |
|
R3 |
12,297 |
12,022 |
11,267 |
|
R2 |
11,633 |
11,633 |
11,206 |
|
R1 |
11,358 |
11,358 |
11,145 |
11,496 |
PP |
10,969 |
10,969 |
10,969 |
11,037 |
S1 |
10,694 |
10,694 |
11,023 |
10,832 |
S2 |
10,305 |
10,305 |
10,962 |
|
S3 |
9,641 |
10,030 |
10,902 |
|
S4 |
8,977 |
9,366 |
10,719 |
|
|
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 |
11,546 |
10,401 |
1,145 |
10.3% |
638 |
5.8% |
60% |
False |
False |
306,510 |
10 |
12,280 |
10,401 |
1,879 |
17.0% |
484 |
4.4% |
36% |
False |
False |
246,728 |
20 |
12,749 |
10,401 |
2,348 |
21.2% |
331 |
3.0% |
29% |
False |
False |
178,655 |
40 |
12,749 |
10,401 |
2,348 |
21.2% |
249 |
2.2% |
29% |
False |
False |
150,080 |
60 |
12,749 |
10,401 |
2,348 |
21.2% |
213 |
1.9% |
29% |
False |
False |
109,740 |
80 |
12,803 |
10,401 |
2,402 |
21.7% |
196 |
1.8% |
28% |
False |
False |
82,329 |
100 |
12,803 |
10,401 |
2,402 |
21.7% |
179 |
1.6% |
28% |
False |
False |
65,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,065 |
2.618 |
12,981 |
1.618 |
12,317 |
1.000 |
11,907 |
0.618 |
11,653 |
HIGH |
11,243 |
0.618 |
10,989 |
0.500 |
10,911 |
0.382 |
10,833 |
LOW |
10,579 |
0.618 |
10,169 |
1.000 |
9,915 |
1.618 |
9,505 |
2.618 |
8,841 |
4.250 |
7,757 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,026 |
11,000 |
PP |
10,969 |
10,916 |
S1 |
10,911 |
10,832 |
|