Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,803 |
10,848 |
45 |
0.4% |
11,268 |
High |
11,033 |
11,150 |
117 |
1.1% |
11,508 |
Low |
10,713 |
10,808 |
95 |
0.9% |
10,778 |
Close |
10,847 |
11,141 |
294 |
2.7% |
10,820 |
Range |
320 |
342 |
22 |
6.9% |
730 |
ATR |
340 |
340 |
0 |
0.1% |
0 |
Volume |
127,065 |
144,469 |
17,404 |
13.7% |
758,411 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,059 |
11,942 |
11,329 |
|
R3 |
11,717 |
11,600 |
11,235 |
|
R2 |
11,375 |
11,375 |
11,204 |
|
R1 |
11,258 |
11,258 |
11,172 |
11,317 |
PP |
11,033 |
11,033 |
11,033 |
11,062 |
S1 |
10,916 |
10,916 |
11,110 |
10,975 |
S2 |
10,691 |
10,691 |
11,078 |
|
S3 |
10,349 |
10,574 |
11,047 |
|
S4 |
10,007 |
10,232 |
10,953 |
|
|
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 |
7.1% |
337 |
3.0% |
54% |
False |
False |
155,324 |
10 |
11,508 |
10,579 |
929 |
8.3% |
378 |
3.4% |
60% |
False |
False |
174,198 |
20 |
12,458 |
10,401 |
2,057 |
18.5% |
386 |
3.5% |
36% |
False |
False |
195,281 |
40 |
12,749 |
10,401 |
2,348 |
21.1% |
277 |
2.5% |
32% |
False |
False |
154,722 |
60 |
12,749 |
10,401 |
2,348 |
21.1% |
239 |
2.1% |
32% |
False |
False |
129,438 |
80 |
12,803 |
10,401 |
2,402 |
21.6% |
215 |
1.9% |
31% |
False |
False |
97,112 |
100 |
12,803 |
10,401 |
2,402 |
21.6% |
196 |
1.8% |
31% |
False |
False |
77,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,604 |
2.618 |
12,045 |
1.618 |
11,703 |
1.000 |
11,492 |
0.618 |
11,361 |
HIGH |
11,150 |
0.618 |
11,019 |
0.500 |
10,979 |
0.382 |
10,939 |
LOW |
10,808 |
0.618 |
10,597 |
1.000 |
10,466 |
1.618 |
10,255 |
2.618 |
9,913 |
4.250 |
9,355 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,087 |
11,071 |
PP |
11,033 |
11,001 |
S1 |
10,979 |
10,932 |
|