Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,378 |
11,024 |
-354 |
-3.1% |
11,268 |
High |
11,381 |
11,065 |
-316 |
-2.8% |
11,508 |
Low |
10,856 |
10,778 |
-78 |
-0.7% |
10,778 |
Close |
11,017 |
10,820 |
-197 |
-1.8% |
10,820 |
Range |
525 |
287 |
-238 |
-45.3% |
730 |
ATR |
345 |
341 |
-4 |
-1.2% |
0 |
Volume |
222,033 |
165,735 |
-56,298 |
-25.4% |
758,411 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,749 |
11,571 |
10,978 |
|
R3 |
11,462 |
11,284 |
10,899 |
|
R2 |
11,175 |
11,175 |
10,873 |
|
R1 |
10,997 |
10,997 |
10,846 |
10,943 |
PP |
10,888 |
10,888 |
10,888 |
10,860 |
S1 |
10,710 |
10,710 |
10,794 |
10,656 |
S2 |
10,601 |
10,601 |
10,768 |
|
S3 |
10,314 |
10,423 |
10,741 |
|
S4 |
10,027 |
10,136 |
10,662 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,225 |
12,753 |
11,222 |
|
R3 |
12,495 |
12,023 |
11,021 |
|
R2 |
11,765 |
11,765 |
10,954 |
|
R1 |
11,293 |
11,293 |
10,887 |
11,164 |
PP |
11,035 |
11,035 |
11,035 |
10,971 |
S1 |
10,563 |
10,563 |
10,753 |
10,434 |
S2 |
10,305 |
10,305 |
10,686 |
|
S3 |
9,575 |
9,833 |
10,619 |
|
S4 |
8,845 |
9,103 |
10,419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,508 |
10,778 |
730 |
6.7% |
284 |
2.6% |
6% |
False |
True |
151,682 |
10 |
11,508 |
10,401 |
1,107 |
10.2% |
457 |
4.2% |
38% |
False |
False |
217,018 |
20 |
12,604 |
10,401 |
2,203 |
20.4% |
371 |
3.4% |
19% |
False |
False |
191,768 |
40 |
12,749 |
10,401 |
2,348 |
21.7% |
270 |
2.5% |
18% |
False |
False |
152,998 |
60 |
12,749 |
10,401 |
2,348 |
21.7% |
231 |
2.1% |
18% |
False |
False |
124,921 |
80 |
12,803 |
10,401 |
2,402 |
22.2% |
210 |
1.9% |
17% |
False |
False |
93,722 |
100 |
12,803 |
10,401 |
2,402 |
22.2% |
191 |
1.8% |
17% |
False |
False |
74,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,285 |
2.618 |
11,816 |
1.618 |
11,529 |
1.000 |
11,352 |
0.618 |
11,242 |
HIGH |
11,065 |
0.618 |
10,955 |
0.500 |
10,922 |
0.382 |
10,888 |
LOW |
10,778 |
0.618 |
10,601 |
1.000 |
10,491 |
1.618 |
10,314 |
2.618 |
10,027 |
4.250 |
9,558 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
10,922 |
11,143 |
PP |
10,888 |
11,035 |
S1 |
10,854 |
10,928 |
|