Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,788.5 |
1,792.2 |
3.7 |
0.2% |
1,681.7 |
High |
1,797.6 |
1,832.0 |
34.4 |
1.9% |
1,817.6 |
Low |
1,781.6 |
1,786.8 |
5.2 |
0.3% |
1,681.7 |
Close |
1,793.8 |
1,822.0 |
28.2 |
1.6% |
1,742.6 |
Range |
16.0 |
45.2 |
29.2 |
182.5% |
135.9 |
ATR |
35.4 |
36.1 |
0.7 |
2.0% |
0.0 |
Volume |
127,549 |
204,447 |
76,898 |
60.3% |
1,408,909 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.2 |
1,930.8 |
1,846.9 |
|
R3 |
1,904.0 |
1,885.6 |
1,834.4 |
|
R2 |
1,858.8 |
1,858.8 |
1,830.3 |
|
R1 |
1,840.4 |
1,840.4 |
1,826.1 |
1,849.6 |
PP |
1,813.6 |
1,813.6 |
1,813.6 |
1,818.2 |
S1 |
1,795.2 |
1,795.2 |
1,817.9 |
1,804.4 |
S2 |
1,768.4 |
1,768.4 |
1,813.7 |
|
S3 |
1,723.2 |
1,750.0 |
1,809.6 |
|
S4 |
1,678.0 |
1,704.8 |
1,797.1 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,155.0 |
2,084.7 |
1,817.3 |
|
R3 |
2,019.1 |
1,948.8 |
1,780.0 |
|
R2 |
1,883.2 |
1,883.2 |
1,767.5 |
|
R1 |
1,812.9 |
1,812.9 |
1,755.1 |
1,848.1 |
PP |
1,747.3 |
1,747.3 |
1,747.3 |
1,764.9 |
S1 |
1,677.0 |
1,677.0 |
1,730.1 |
1,712.2 |
S2 |
1,611.4 |
1,611.4 |
1,717.7 |
|
S3 |
1,475.5 |
1,541.1 |
1,705.2 |
|
S4 |
1,339.6 |
1,405.2 |
1,667.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,832.0 |
1,725.8 |
106.2 |
5.8% |
33.9 |
1.9% |
91% |
True |
False |
158,006 |
10 |
1,832.0 |
1,644.2 |
187.8 |
10.3% |
44.9 |
2.5% |
95% |
True |
False |
219,144 |
20 |
1,832.0 |
1,585.9 |
246.1 |
13.5% |
35.1 |
1.9% |
96% |
True |
False |
177,104 |
40 |
1,832.0 |
1,481.0 |
351.0 |
19.3% |
28.0 |
1.5% |
97% |
True |
False |
96,264 |
60 |
1,832.0 |
1,481.0 |
351.0 |
19.3% |
24.0 |
1.3% |
97% |
True |
False |
65,582 |
80 |
1,832.0 |
1,465.9 |
366.1 |
20.1% |
24.5 |
1.3% |
97% |
True |
False |
50,357 |
100 |
1,832.0 |
1,416.8 |
415.2 |
22.8% |
22.7 |
1.2% |
98% |
True |
False |
40,682 |
120 |
1,832.0 |
1,387.1 |
444.9 |
24.4% |
21.9 |
1.2% |
98% |
True |
False |
34,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.1 |
2.618 |
1,950.3 |
1.618 |
1,905.1 |
1.000 |
1,877.2 |
0.618 |
1,859.9 |
HIGH |
1,832.0 |
0.618 |
1,814.7 |
0.500 |
1,809.4 |
0.382 |
1,804.1 |
LOW |
1,786.8 |
0.618 |
1,758.9 |
1.000 |
1,741.6 |
1.618 |
1,713.7 |
2.618 |
1,668.5 |
4.250 |
1,594.7 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,817.8 |
1,813.9 |
PP |
1,813.6 |
1,805.9 |
S1 |
1,809.4 |
1,797.8 |
|