Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,266 |
11,512 |
246 |
2.2% |
10,803 |
High |
11,527 |
11,618 |
91 |
0.8% |
11,380 |
Low |
11,246 |
11,415 |
169 |
1.5% |
10,713 |
Close |
11,517 |
11,492 |
-25 |
-0.2% |
11,279 |
Range |
281 |
203 |
-78 |
-27.8% |
667 |
ATR |
335 |
326 |
-9 |
-2.8% |
0 |
Volume |
86,289 |
125,901 |
39,612 |
45.9% |
705,744 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,117 |
12,008 |
11,604 |
|
R3 |
11,914 |
11,805 |
11,548 |
|
R2 |
11,711 |
11,711 |
11,529 |
|
R1 |
11,602 |
11,602 |
11,511 |
11,555 |
PP |
11,508 |
11,508 |
11,508 |
11,485 |
S1 |
11,399 |
11,399 |
11,474 |
11,352 |
S2 |
11,305 |
11,305 |
11,455 |
|
S3 |
11,102 |
11,196 |
11,436 |
|
S4 |
10,899 |
10,993 |
11,380 |
|
|
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 |
11,618 |
10,909 |
709 |
6.2% |
299 |
2.6% |
82% |
True |
False |
129,280 |
10 |
11,618 |
10,713 |
905 |
7.9% |
318 |
2.8% |
86% |
True |
False |
142,302 |
20 |
11,898 |
10,401 |
1,497 |
13.0% |
400 |
3.5% |
73% |
False |
False |
191,618 |
40 |
12,749 |
10,401 |
2,348 |
20.4% |
295 |
2.6% |
46% |
False |
False |
156,357 |
60 |
12,749 |
10,401 |
2,348 |
20.4% |
250 |
2.2% |
46% |
False |
False |
140,179 |
80 |
12,749 |
10,401 |
2,348 |
20.4% |
224 |
1.9% |
46% |
False |
False |
105,187 |
100 |
12,803 |
10,401 |
2,402 |
20.9% |
207 |
1.8% |
45% |
False |
False |
84,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,481 |
2.618 |
12,150 |
1.618 |
11,947 |
1.000 |
11,821 |
0.618 |
11,744 |
HIGH |
11,618 |
0.618 |
11,541 |
0.500 |
11,517 |
0.382 |
11,493 |
LOW |
11,415 |
0.618 |
11,290 |
1.000 |
11,212 |
1.618 |
11,087 |
2.618 |
10,884 |
4.250 |
10,552 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,517 |
11,416 |
PP |
11,508 |
11,340 |
S1 |
11,500 |
11,264 |
|