Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,385 |
11,378 |
-7 |
-0.1% |
11,159 |
High |
11,508 |
11,381 |
-127 |
-1.1% |
11,321 |
Low |
11,300 |
10,856 |
-444 |
-3.9% |
10,401 |
Close |
11,381 |
11,017 |
-364 |
-3.2% |
11,250 |
Range |
208 |
525 |
317 |
152.4% |
920 |
ATR |
331 |
345 |
14 |
4.2% |
0 |
Volume |
117,318 |
222,033 |
104,715 |
89.3% |
1,411,777 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,660 |
12,363 |
11,306 |
|
R3 |
12,135 |
11,838 |
11,162 |
|
R2 |
11,610 |
11,610 |
11,113 |
|
R1 |
11,313 |
11,313 |
11,065 |
11,199 |
PP |
11,085 |
11,085 |
11,085 |
11,028 |
S1 |
10,788 |
10,788 |
10,969 |
10,674 |
S2 |
10,560 |
10,560 |
10,921 |
|
S3 |
10,035 |
10,263 |
10,873 |
|
S4 |
9,510 |
9,738 |
10,728 |
|
|
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 |
10,856 |
652 |
5.9% |
310 |
2.8% |
25% |
False |
True |
149,223 |
10 |
11,546 |
10,401 |
1,145 |
10.4% |
474 |
4.3% |
54% |
False |
False |
227,866 |
20 |
12,749 |
10,401 |
2,348 |
21.3% |
364 |
3.3% |
26% |
False |
False |
187,348 |
40 |
12,749 |
10,401 |
2,348 |
21.3% |
269 |
2.4% |
26% |
False |
False |
153,390 |
60 |
12,749 |
10,401 |
2,348 |
21.3% |
230 |
2.1% |
26% |
False |
False |
122,161 |
80 |
12,803 |
10,401 |
2,402 |
21.8% |
208 |
1.9% |
26% |
False |
False |
91,650 |
100 |
12,803 |
10,401 |
2,402 |
21.8% |
189 |
1.7% |
26% |
False |
False |
73,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,612 |
2.618 |
12,756 |
1.618 |
12,231 |
1.000 |
11,906 |
0.618 |
11,706 |
HIGH |
11,381 |
0.618 |
11,181 |
0.500 |
11,119 |
0.382 |
11,057 |
LOW |
10,856 |
0.618 |
10,532 |
1.000 |
10,331 |
1.618 |
10,007 |
2.618 |
9,482 |
4.250 |
8,625 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,119 |
11,182 |
PP |
11,085 |
11,127 |
S1 |
11,051 |
11,072 |
|