Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
4,848.0 |
5,252.5 |
404.5 |
8.3% |
5,805.0 |
High |
5,238.5 |
5,258.0 |
19.5 |
0.4% |
5,878.0 |
Low |
4,701.5 |
4,959.0 |
257.5 |
5.5% |
5,121.0 |
Close |
5,238.5 |
4,964.5 |
-274.0 |
-5.2% |
5,230.0 |
Range |
537.0 |
299.0 |
-238.0 |
-44.3% |
757.0 |
ATR |
177.1 |
185.8 |
8.7 |
4.9% |
0.0 |
Volume |
373,001 |
273,516 |
-99,485 |
-26.7% |
678,287 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,957.5 |
5,760.0 |
5,129.0 |
|
R3 |
5,658.5 |
5,461.0 |
5,046.5 |
|
R2 |
5,359.5 |
5,359.5 |
5,019.5 |
|
R1 |
5,162.0 |
5,162.0 |
4,992.0 |
5,111.0 |
PP |
5,060.5 |
5,060.5 |
5,060.5 |
5,035.0 |
S1 |
4,863.0 |
4,863.0 |
4,937.0 |
4,812.0 |
S2 |
4,761.5 |
4,761.5 |
4,909.5 |
|
S3 |
4,462.5 |
4,564.0 |
4,882.5 |
|
S4 |
4,163.5 |
4,265.0 |
4,800.0 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,680.5 |
7,212.5 |
5,646.5 |
|
R3 |
6,923.5 |
6,455.5 |
5,438.0 |
|
R2 |
6,166.5 |
6,166.5 |
5,369.0 |
|
R1 |
5,698.5 |
5,698.5 |
5,299.5 |
5,554.0 |
PP |
5,409.5 |
5,409.5 |
5,409.5 |
5,337.5 |
S1 |
4,941.5 |
4,941.5 |
5,160.5 |
4,797.0 |
S2 |
4,652.5 |
4,652.5 |
5,091.0 |
|
S3 |
3,895.5 |
4,184.5 |
5,022.0 |
|
S4 |
3,138.5 |
3,427.5 |
4,813.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,622.0 |
4,701.5 |
920.5 |
18.5% |
377.5 |
7.6% |
29% |
False |
False |
224,115 |
10 |
5,878.0 |
4,701.5 |
1,176.5 |
23.7% |
253.0 |
5.1% |
22% |
False |
False |
184,285 |
20 |
5,931.0 |
4,701.5 |
1,229.5 |
24.8% |
167.5 |
3.4% |
21% |
False |
False |
142,906 |
40 |
6,049.0 |
4,701.5 |
1,347.5 |
27.1% |
125.5 |
2.5% |
20% |
False |
False |
124,631 |
60 |
6,049.0 |
4,701.5 |
1,347.5 |
27.1% |
106.0 |
2.1% |
20% |
False |
False |
95,271 |
80 |
6,049.0 |
4,701.5 |
1,347.5 |
27.1% |
94.0 |
1.9% |
20% |
False |
False |
71,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,529.0 |
2.618 |
6,041.0 |
1.618 |
5,742.0 |
1.000 |
5,557.0 |
0.618 |
5,443.0 |
HIGH |
5,258.0 |
0.618 |
5,144.0 |
0.500 |
5,108.5 |
0.382 |
5,073.0 |
LOW |
4,959.0 |
0.618 |
4,774.0 |
1.000 |
4,660.0 |
1.618 |
4,475.0 |
2.618 |
4,176.0 |
4.250 |
3,688.0 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,108.5 |
4,989.5 |
PP |
5,060.5 |
4,981.0 |
S1 |
5,012.5 |
4,973.0 |
|