Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,024 |
10,803 |
-221 |
-2.0% |
11,268 |
High |
11,065 |
11,033 |
-32 |
-0.3% |
11,508 |
Low |
10,778 |
10,713 |
-65 |
-0.6% |
10,778 |
Close |
10,820 |
10,847 |
27 |
0.2% |
10,820 |
Range |
287 |
320 |
33 |
11.5% |
730 |
ATR |
341 |
340 |
-2 |
-0.4% |
0 |
Volume |
165,735 |
127,065 |
-38,670 |
-23.3% |
758,411 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,824 |
11,656 |
11,023 |
|
R3 |
11,504 |
11,336 |
10,935 |
|
R2 |
11,184 |
11,184 |
10,906 |
|
R1 |
11,016 |
11,016 |
10,876 |
11,100 |
PP |
10,864 |
10,864 |
10,864 |
10,907 |
S1 |
10,696 |
10,696 |
10,818 |
10,780 |
S2 |
10,544 |
10,544 |
10,788 |
|
S3 |
10,224 |
10,376 |
10,759 |
|
S4 |
9,904 |
10,056 |
10,671 |
|
|
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 |
10,713 |
795 |
7.3% |
307 |
2.8% |
17% |
False |
True |
154,901 |
10 |
11,508 |
10,401 |
1,107 |
10.2% |
427 |
3.9% |
40% |
False |
False |
193,702 |
20 |
12,603 |
10,401 |
2,202 |
20.3% |
378 |
3.5% |
20% |
False |
False |
193,410 |
40 |
12,749 |
10,401 |
2,348 |
21.6% |
273 |
2.5% |
19% |
False |
False |
153,725 |
60 |
12,749 |
10,401 |
2,348 |
21.6% |
234 |
2.2% |
19% |
False |
False |
127,034 |
80 |
12,803 |
10,401 |
2,402 |
22.1% |
212 |
2.0% |
19% |
False |
False |
95,309 |
100 |
12,803 |
10,401 |
2,402 |
22.1% |
193 |
1.8% |
19% |
False |
False |
76,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,393 |
2.618 |
11,871 |
1.618 |
11,551 |
1.000 |
11,353 |
0.618 |
11,231 |
HIGH |
11,033 |
0.618 |
10,911 |
0.500 |
10,873 |
0.382 |
10,835 |
LOW |
10,713 |
0.618 |
10,515 |
1.000 |
10,393 |
1.618 |
10,195 |
2.618 |
9,875 |
4.250 |
9,353 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
10,873 |
11,047 |
PP |
10,864 |
10,980 |
S1 |
10,856 |
10,914 |
|