Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,082 |
11,268 |
186 |
1.7% |
11,159 |
High |
11,309 |
11,447 |
138 |
1.2% |
11,321 |
Low |
10,892 |
11,243 |
351 |
3.2% |
10,401 |
Close |
11,250 |
11,403 |
153 |
1.4% |
11,250 |
Range |
417 |
204 |
-213 |
-51.1% |
920 |
ATR |
363 |
352 |
-11 |
-3.1% |
0 |
Volume |
153,442 |
110,971 |
-42,471 |
-27.7% |
1,411,777 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,976 |
11,894 |
11,515 |
|
R3 |
11,772 |
11,690 |
11,459 |
|
R2 |
11,568 |
11,568 |
11,441 |
|
R1 |
11,486 |
11,486 |
11,422 |
11,527 |
PP |
11,364 |
11,364 |
11,364 |
11,385 |
S1 |
11,282 |
11,282 |
11,384 |
11,323 |
S2 |
11,160 |
11,160 |
11,366 |
|
S3 |
10,956 |
11,078 |
11,347 |
|
S4 |
10,752 |
10,874 |
11,291 |
|
|
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 |
11,447 |
10,401 |
1,046 |
9.2% |
547 |
4.8% |
96% |
True |
False |
232,503 |
10 |
12,090 |
10,401 |
1,689 |
14.8% |
494 |
4.3% |
59% |
False |
False |
242,385 |
20 |
12,749 |
10,401 |
2,348 |
20.6% |
345 |
3.0% |
43% |
False |
False |
180,148 |
40 |
12,749 |
10,401 |
2,348 |
20.6% |
257 |
2.3% |
43% |
False |
False |
149,215 |
60 |
12,749 |
10,401 |
2,348 |
20.6% |
220 |
1.9% |
43% |
False |
False |
114,141 |
80 |
12,803 |
10,401 |
2,402 |
21.1% |
200 |
1.7% |
42% |
False |
False |
85,632 |
100 |
12,803 |
10,401 |
2,402 |
21.1% |
183 |
1.6% |
42% |
False |
False |
68,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,314 |
2.618 |
11,981 |
1.618 |
11,777 |
1.000 |
11,651 |
0.618 |
11,573 |
HIGH |
11,447 |
0.618 |
11,369 |
0.500 |
11,345 |
0.382 |
11,321 |
LOW |
11,243 |
0.618 |
11,117 |
1.000 |
11,039 |
1.618 |
10,913 |
2.618 |
10,709 |
4.250 |
10,376 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,384 |
11,273 |
PP |
11,364 |
11,143 |
S1 |
11,345 |
11,013 |
|