Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,403 |
11,385 |
-18 |
-0.2% |
11,159 |
High |
11,450 |
11,508 |
58 |
0.5% |
11,321 |
Low |
11,256 |
11,300 |
44 |
0.4% |
10,401 |
Close |
11,387 |
11,381 |
-6 |
-0.1% |
11,250 |
Range |
194 |
208 |
14 |
7.2% |
920 |
ATR |
341 |
331 |
-9 |
-2.8% |
0 |
Volume |
142,354 |
117,318 |
-25,036 |
-17.6% |
1,411,777 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,020 |
11,909 |
11,496 |
|
R3 |
11,812 |
11,701 |
11,438 |
|
R2 |
11,604 |
11,604 |
11,419 |
|
R1 |
11,493 |
11,493 |
11,400 |
11,445 |
PP |
11,396 |
11,396 |
11,396 |
11,372 |
S1 |
11,285 |
11,285 |
11,362 |
11,237 |
S2 |
11,188 |
11,188 |
11,343 |
|
S3 |
10,980 |
11,077 |
11,324 |
|
S4 |
10,772 |
10,869 |
11,267 |
|
|
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 |
11,508 |
10,579 |
929 |
8.2% |
338 |
3.0% |
86% |
True |
False |
153,106 |
10 |
11,898 |
10,401 |
1,497 |
13.2% |
480 |
4.2% |
65% |
False |
False |
232,575 |
20 |
12,749 |
10,401 |
2,348 |
20.6% |
350 |
3.1% |
42% |
False |
False |
182,898 |
40 |
12,749 |
10,401 |
2,348 |
20.6% |
259 |
2.3% |
42% |
False |
False |
150,397 |
60 |
12,749 |
10,401 |
2,348 |
20.6% |
222 |
2.0% |
42% |
False |
False |
118,465 |
80 |
12,803 |
10,401 |
2,402 |
21.1% |
203 |
1.8% |
41% |
False |
False |
88,875 |
100 |
12,803 |
10,401 |
2,402 |
21.1% |
185 |
1.6% |
41% |
False |
False |
71,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,392 |
2.618 |
12,053 |
1.618 |
11,845 |
1.000 |
11,716 |
0.618 |
11,637 |
HIGH |
11,508 |
0.618 |
11,429 |
0.500 |
11,404 |
0.382 |
11,380 |
LOW |
11,300 |
0.618 |
11,172 |
1.000 |
11,092 |
1.618 |
10,964 |
2.618 |
10,756 |
4.250 |
10,416 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,404 |
11,379 |
PP |
11,396 |
11,377 |
S1 |
11,389 |
11,376 |
|