Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,142 |
11,268 |
126 |
1.1% |
11,268 |
High |
11,308 |
11,380 |
72 |
0.6% |
11,508 |
Low |
10,998 |
11,083 |
85 |
0.8% |
10,778 |
Close |
11,268 |
11,131 |
-137 |
-1.2% |
10,820 |
Range |
310 |
297 |
-13 |
-4.2% |
730 |
ATR |
338 |
335 |
-3 |
-0.9% |
0 |
Volume |
133,456 |
148,025 |
14,569 |
10.9% |
758,411 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,089 |
11,907 |
11,294 |
|
R3 |
11,792 |
11,610 |
11,213 |
|
R2 |
11,495 |
11,495 |
11,186 |
|
R1 |
11,313 |
11,313 |
11,158 |
11,256 |
PP |
11,198 |
11,198 |
11,198 |
11,169 |
S1 |
11,016 |
11,016 |
11,104 |
10,959 |
S2 |
10,901 |
10,901 |
11,077 |
|
S3 |
10,604 |
10,719 |
11,049 |
|
S4 |
10,307 |
10,422 |
10,968 |
|
|
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 |
11,380 |
10,713 |
667 |
6.0% |
311 |
2.8% |
63% |
True |
False |
143,750 |
10 |
11,508 |
10,713 |
795 |
7.1% |
311 |
2.8% |
53% |
False |
False |
146,486 |
20 |
12,280 |
10,401 |
1,879 |
16.9% |
397 |
3.6% |
39% |
False |
False |
196,607 |
40 |
12,749 |
10,401 |
2,348 |
21.1% |
284 |
2.6% |
31% |
False |
False |
156,027 |
60 |
12,749 |
10,401 |
2,348 |
21.1% |
241 |
2.2% |
31% |
False |
False |
134,112 |
80 |
12,749 |
10,401 |
2,348 |
21.1% |
220 |
2.0% |
31% |
False |
False |
100,630 |
100 |
12,803 |
10,401 |
2,402 |
21.6% |
201 |
1.8% |
30% |
False |
False |
80,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,642 |
2.618 |
12,158 |
1.618 |
11,861 |
1.000 |
11,677 |
0.618 |
11,564 |
HIGH |
11,380 |
0.618 |
11,267 |
0.500 |
11,232 |
0.382 |
11,197 |
LOW |
11,083 |
0.618 |
10,900 |
1.000 |
10,786 |
1.618 |
10,603 |
2.618 |
10,306 |
4.250 |
9,821 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,232 |
11,119 |
PP |
11,198 |
11,106 |
S1 |
11,165 |
11,094 |
|