Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,131 |
11,266 |
135 |
1.2% |
10,803 |
High |
11,310 |
11,527 |
217 |
1.9% |
11,380 |
Low |
10,909 |
11,246 |
337 |
3.1% |
10,713 |
Close |
11,279 |
11,517 |
238 |
2.1% |
11,279 |
Range |
401 |
281 |
-120 |
-29.9% |
667 |
ATR |
339 |
335 |
-4 |
-1.2% |
0 |
Volume |
152,729 |
86,289 |
-66,440 |
-43.5% |
705,744 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,273 |
12,176 |
11,672 |
|
R3 |
11,992 |
11,895 |
11,594 |
|
R2 |
11,711 |
11,711 |
11,569 |
|
R1 |
11,614 |
11,614 |
11,543 |
11,663 |
PP |
11,430 |
11,430 |
11,430 |
11,454 |
S1 |
11,333 |
11,333 |
11,491 |
11,382 |
S2 |
11,149 |
11,149 |
11,466 |
|
S3 |
10,868 |
11,052 |
11,440 |
|
S4 |
10,587 |
10,771 |
11,363 |
|
|
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 |
11,527 |
10,808 |
719 |
6.2% |
326 |
2.8% |
99% |
True |
False |
132,993 |
10 |
11,527 |
10,713 |
814 |
7.1% |
317 |
2.7% |
99% |
True |
False |
143,947 |
20 |
12,090 |
10,401 |
1,689 |
14.7% |
405 |
3.5% |
66% |
False |
False |
193,166 |
40 |
12,749 |
10,401 |
2,348 |
20.4% |
292 |
2.5% |
48% |
False |
False |
156,259 |
60 |
12,749 |
10,401 |
2,348 |
20.4% |
248 |
2.2% |
48% |
False |
False |
138,088 |
80 |
12,749 |
10,401 |
2,348 |
20.4% |
223 |
1.9% |
48% |
False |
False |
103,616 |
100 |
12,803 |
10,401 |
2,402 |
20.9% |
206 |
1.8% |
46% |
False |
False |
82,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,721 |
2.618 |
12,263 |
1.618 |
11,982 |
1.000 |
11,808 |
0.618 |
11,701 |
HIGH |
11,527 |
0.618 |
11,420 |
0.500 |
11,387 |
0.382 |
11,353 |
LOW |
11,246 |
0.618 |
11,072 |
1.000 |
10,965 |
1.618 |
10,791 |
2.618 |
10,510 |
4.250 |
10,052 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,474 |
11,417 |
PP |
11,430 |
11,318 |
S1 |
11,387 |
11,218 |
|