Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,268 |
11,131 |
-137 |
-1.2% |
10,803 |
High |
11,380 |
11,310 |
-70 |
-0.6% |
11,380 |
Low |
11,083 |
10,909 |
-174 |
-1.6% |
10,713 |
Close |
11,131 |
11,279 |
148 |
1.3% |
11,279 |
Range |
297 |
401 |
104 |
35.0% |
667 |
ATR |
335 |
339 |
5 |
1.4% |
0 |
Volume |
148,025 |
152,729 |
4,704 |
3.2% |
705,744 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,369 |
12,225 |
11,500 |
|
R3 |
11,968 |
11,824 |
11,389 |
|
R2 |
11,567 |
11,567 |
11,353 |
|
R1 |
11,423 |
11,423 |
11,316 |
11,495 |
PP |
11,166 |
11,166 |
11,166 |
11,202 |
S1 |
11,022 |
11,022 |
11,242 |
11,094 |
S2 |
10,765 |
10,765 |
11,206 |
|
S3 |
10,364 |
10,621 |
11,169 |
|
S4 |
9,963 |
10,220 |
11,059 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,125 |
12,869 |
11,646 |
|
R3 |
12,458 |
12,202 |
11,463 |
|
R2 |
11,791 |
11,791 |
11,401 |
|
R1 |
11,535 |
11,535 |
11,340 |
11,663 |
PP |
11,124 |
11,124 |
11,124 |
11,188 |
S1 |
10,868 |
10,868 |
11,218 |
10,996 |
S2 |
10,457 |
10,457 |
11,157 |
|
S3 |
9,790 |
10,201 |
11,096 |
|
S4 |
9,123 |
9,534 |
10,912 |
|
|
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 |
5.9% |
334 |
3.0% |
85% |
False |
False |
141,148 |
10 |
11,508 |
10,713 |
795 |
7.0% |
309 |
2.7% |
71% |
False |
False |
146,415 |
20 |
12,280 |
10,401 |
1,879 |
16.7% |
408 |
3.6% |
47% |
False |
False |
196,817 |
40 |
12,749 |
10,401 |
2,348 |
20.8% |
290 |
2.6% |
37% |
False |
False |
157,151 |
60 |
12,749 |
10,401 |
2,348 |
20.8% |
246 |
2.2% |
37% |
False |
False |
136,653 |
80 |
12,749 |
10,401 |
2,348 |
20.8% |
223 |
2.0% |
37% |
False |
False |
102,539 |
100 |
12,803 |
10,401 |
2,402 |
21.3% |
204 |
1.8% |
37% |
False |
False |
82,047 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,014 |
2.618 |
12,360 |
1.618 |
11,959 |
1.000 |
11,711 |
0.618 |
11,558 |
HIGH |
11,310 |
0.618 |
11,157 |
0.500 |
11,110 |
0.382 |
11,062 |
LOW |
10,909 |
0.618 |
10,661 |
1.000 |
10,508 |
1.618 |
10,260 |
2.618 |
9,859 |
4.250 |
9,205 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,223 |
11,234 |
PP |
11,166 |
11,189 |
S1 |
11,110 |
11,145 |
|