Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,724 |
11,082 |
358 |
3.3% |
11,159 |
High |
11,243 |
11,309 |
66 |
0.6% |
11,321 |
Low |
10,579 |
10,892 |
313 |
3.0% |
10,401 |
Close |
11,084 |
11,250 |
166 |
1.5% |
11,250 |
Range |
664 |
417 |
-247 |
-37.2% |
920 |
ATR |
359 |
363 |
4 |
1.1% |
0 |
Volume |
241,447 |
153,442 |
-88,005 |
-36.4% |
1,411,777 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,401 |
12,243 |
11,479 |
|
R3 |
11,984 |
11,826 |
11,365 |
|
R2 |
11,567 |
11,567 |
11,327 |
|
R1 |
11,409 |
11,409 |
11,288 |
11,488 |
PP |
11,150 |
11,150 |
11,150 |
11,190 |
S1 |
10,992 |
10,992 |
11,212 |
11,071 |
S2 |
10,733 |
10,733 |
11,174 |
|
S3 |
10,316 |
10,575 |
11,135 |
|
S4 |
9,899 |
10,158 |
11,021 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,751 |
13,420 |
11,756 |
|
R3 |
12,831 |
12,500 |
11,503 |
|
R2 |
11,911 |
11,911 |
11,419 |
|
R1 |
11,580 |
11,580 |
11,334 |
11,746 |
PP |
10,991 |
10,991 |
10,991 |
11,073 |
S1 |
10,660 |
10,660 |
11,166 |
10,826 |
S2 |
10,071 |
10,071 |
11,081 |
|
S3 |
9,151 |
9,740 |
10,997 |
|
S4 |
8,231 |
8,820 |
10,744 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,321 |
10,401 |
920 |
8.2% |
630 |
5.6% |
92% |
False |
False |
282,355 |
10 |
12,280 |
10,401 |
1,879 |
16.7% |
508 |
4.5% |
45% |
False |
False |
247,218 |
20 |
12,749 |
10,401 |
2,348 |
20.9% |
345 |
3.1% |
36% |
False |
False |
180,056 |
40 |
12,749 |
10,401 |
2,348 |
20.9% |
256 |
2.3% |
36% |
False |
False |
149,732 |
60 |
12,749 |
10,401 |
2,348 |
20.9% |
218 |
1.9% |
36% |
False |
False |
112,293 |
80 |
12,803 |
10,401 |
2,402 |
21.4% |
200 |
1.8% |
35% |
False |
False |
84,245 |
100 |
12,803 |
10,401 |
2,402 |
21.4% |
182 |
1.6% |
35% |
False |
False |
67,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,081 |
2.618 |
12,401 |
1.618 |
11,984 |
1.000 |
11,726 |
0.618 |
11,567 |
HIGH |
11,309 |
0.618 |
11,150 |
0.500 |
11,101 |
0.382 |
11,051 |
LOW |
10,892 |
0.618 |
10,634 |
1.000 |
10,475 |
1.618 |
10,217 |
2.618 |
9,800 |
4.250 |
9,120 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,200 |
11,148 |
PP |
11,150 |
11,046 |
S1 |
11,101 |
10,944 |
|