Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,268 |
11,403 |
135 |
1.2% |
11,159 |
High |
11,447 |
11,450 |
3 |
0.0% |
11,321 |
Low |
11,243 |
11,256 |
13 |
0.1% |
10,401 |
Close |
11,403 |
11,387 |
-16 |
-0.1% |
11,250 |
Range |
204 |
194 |
-10 |
-4.9% |
920 |
ATR |
352 |
341 |
-11 |
-3.2% |
0 |
Volume |
110,971 |
142,354 |
31,383 |
28.3% |
1,411,777 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,946 |
11,861 |
11,494 |
|
R3 |
11,752 |
11,667 |
11,440 |
|
R2 |
11,558 |
11,558 |
11,423 |
|
R1 |
11,473 |
11,473 |
11,405 |
11,419 |
PP |
11,364 |
11,364 |
11,364 |
11,337 |
S1 |
11,279 |
11,279 |
11,369 |
11,225 |
S2 |
11,170 |
11,170 |
11,352 |
|
S3 |
10,976 |
11,085 |
11,334 |
|
S4 |
10,782 |
10,891 |
11,280 |
|
|
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 |
11,450 |
10,579 |
871 |
7.6% |
419 |
3.7% |
93% |
True |
False |
193,072 |
10 |
11,898 |
10,401 |
1,497 |
13.1% |
483 |
4.2% |
66% |
False |
False |
240,934 |
20 |
12,749 |
10,401 |
2,348 |
20.6% |
343 |
3.0% |
42% |
False |
False |
181,483 |
40 |
12,749 |
10,401 |
2,348 |
20.6% |
257 |
2.3% |
42% |
False |
False |
150,294 |
60 |
12,749 |
10,401 |
2,348 |
20.6% |
221 |
1.9% |
42% |
False |
False |
116,513 |
80 |
12,803 |
10,401 |
2,402 |
21.1% |
201 |
1.8% |
41% |
False |
False |
87,410 |
100 |
12,803 |
10,401 |
2,402 |
21.1% |
184 |
1.6% |
41% |
False |
False |
69,944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,275 |
2.618 |
11,958 |
1.618 |
11,764 |
1.000 |
11,644 |
0.618 |
11,570 |
HIGH |
11,450 |
0.618 |
11,376 |
0.500 |
11,353 |
0.382 |
11,330 |
LOW |
11,256 |
0.618 |
11,136 |
1.000 |
11,062 |
1.618 |
10,942 |
2.618 |
10,748 |
4.250 |
10,432 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,376 |
11,315 |
PP |
11,364 |
11,243 |
S1 |
11,353 |
11,171 |
|