Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,512 |
11,492 |
-20 |
-0.2% |
10,803 |
High |
11,618 |
11,700 |
82 |
0.7% |
11,380 |
Low |
11,415 |
11,469 |
54 |
0.5% |
10,713 |
Close |
11,492 |
11,603 |
111 |
1.0% |
11,279 |
Range |
203 |
231 |
28 |
13.8% |
667 |
ATR |
326 |
319 |
-7 |
-2.1% |
0 |
Volume |
125,901 |
133,279 |
7,378 |
5.9% |
705,744 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,284 |
12,174 |
11,730 |
|
R3 |
12,053 |
11,943 |
11,667 |
|
R2 |
11,822 |
11,822 |
11,645 |
|
R1 |
11,712 |
11,712 |
11,624 |
11,767 |
PP |
11,591 |
11,591 |
11,591 |
11,618 |
S1 |
11,481 |
11,481 |
11,582 |
11,536 |
S2 |
11,360 |
11,360 |
11,561 |
|
S3 |
11,129 |
11,250 |
11,540 |
|
S4 |
10,898 |
11,019 |
11,476 |
|
|
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 |
11,700 |
10,909 |
791 |
6.8% |
283 |
2.4% |
88% |
True |
False |
129,244 |
10 |
11,700 |
10,713 |
987 |
8.5% |
320 |
2.8% |
90% |
True |
False |
143,898 |
20 |
11,898 |
10,401 |
1,497 |
12.9% |
400 |
3.4% |
80% |
False |
False |
188,236 |
40 |
12,749 |
10,401 |
2,348 |
20.2% |
298 |
2.6% |
51% |
False |
False |
157,246 |
60 |
12,749 |
10,401 |
2,348 |
20.2% |
252 |
2.2% |
51% |
False |
False |
142,387 |
80 |
12,749 |
10,401 |
2,348 |
20.2% |
226 |
1.9% |
51% |
False |
False |
106,851 |
100 |
12,803 |
10,401 |
2,402 |
20.7% |
208 |
1.8% |
50% |
False |
False |
85,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,682 |
2.618 |
12,305 |
1.618 |
12,074 |
1.000 |
11,931 |
0.618 |
11,843 |
HIGH |
11,700 |
0.618 |
11,612 |
0.500 |
11,585 |
0.382 |
11,557 |
LOW |
11,469 |
0.618 |
11,326 |
1.000 |
11,238 |
1.618 |
11,095 |
2.618 |
10,864 |
4.250 |
10,487 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,597 |
11,560 |
PP |
11,591 |
11,516 |
S1 |
11,585 |
11,473 |
|