Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,848 |
11,142 |
294 |
2.7% |
11,268 |
High |
11,150 |
11,308 |
158 |
1.4% |
11,508 |
Low |
10,808 |
10,998 |
190 |
1.8% |
10,778 |
Close |
11,141 |
11,268 |
127 |
1.1% |
10,820 |
Range |
342 |
310 |
-32 |
-9.4% |
730 |
ATR |
340 |
338 |
-2 |
-0.6% |
0 |
Volume |
144,469 |
133,456 |
-11,013 |
-7.6% |
758,411 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,121 |
12,005 |
11,439 |
|
R3 |
11,811 |
11,695 |
11,353 |
|
R2 |
11,501 |
11,501 |
11,325 |
|
R1 |
11,385 |
11,385 |
11,297 |
11,443 |
PP |
11,191 |
11,191 |
11,191 |
11,221 |
S1 |
11,075 |
11,075 |
11,240 |
11,133 |
S2 |
10,881 |
10,881 |
11,211 |
|
S3 |
10,571 |
10,765 |
11,183 |
|
S4 |
10,261 |
10,455 |
11,098 |
|
|
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 |
11,381 |
10,713 |
668 |
5.9% |
357 |
3.2% |
83% |
False |
False |
158,551 |
10 |
11,508 |
10,579 |
929 |
8.2% |
347 |
3.1% |
74% |
False |
False |
155,829 |
20 |
12,332 |
10,401 |
1,931 |
17.1% |
390 |
3.5% |
45% |
False |
False |
194,988 |
40 |
12,749 |
10,401 |
2,348 |
20.8% |
280 |
2.5% |
37% |
False |
False |
155,440 |
60 |
12,749 |
10,401 |
2,348 |
20.8% |
242 |
2.1% |
37% |
False |
False |
131,650 |
80 |
12,749 |
10,401 |
2,348 |
20.8% |
217 |
1.9% |
37% |
False |
False |
98,780 |
100 |
12,803 |
10,401 |
2,402 |
21.3% |
198 |
1.8% |
36% |
False |
False |
79,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,626 |
2.618 |
12,120 |
1.618 |
11,810 |
1.000 |
11,618 |
0.618 |
11,500 |
HIGH |
11,308 |
0.618 |
11,190 |
0.500 |
11,153 |
0.382 |
11,117 |
LOW |
10,998 |
0.618 |
10,807 |
1.000 |
10,688 |
1.618 |
10,497 |
2.618 |
10,187 |
4.250 |
9,681 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,230 |
11,182 |
PP |
11,191 |
11,096 |
S1 |
11,153 |
11,011 |
|