Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,792.2 |
1,827.1 |
34.9 |
1.9% |
1,747.1 |
High |
1,832.0 |
1,881.4 |
49.4 |
2.7% |
1,881.4 |
Low |
1,786.8 |
1,824.5 |
37.7 |
2.1% |
1,730.8 |
Close |
1,822.0 |
1,852.2 |
30.2 |
1.7% |
1,852.2 |
Range |
45.2 |
56.9 |
11.7 |
25.9% |
150.6 |
ATR |
36.1 |
37.8 |
1.7 |
4.6% |
0.0 |
Volume |
204,447 |
257,356 |
52,909 |
25.9% |
855,463 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,023.4 |
1,994.7 |
1,883.5 |
|
R3 |
1,966.5 |
1,937.8 |
1,867.8 |
|
R2 |
1,909.6 |
1,909.6 |
1,862.6 |
|
R1 |
1,880.9 |
1,880.9 |
1,857.4 |
1,895.3 |
PP |
1,852.7 |
1,852.7 |
1,852.7 |
1,859.9 |
S1 |
1,824.0 |
1,824.0 |
1,847.0 |
1,838.4 |
S2 |
1,795.8 |
1,795.8 |
1,841.8 |
|
S3 |
1,738.9 |
1,767.1 |
1,836.6 |
|
S4 |
1,682.0 |
1,710.2 |
1,820.9 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,273.3 |
2,213.3 |
1,935.0 |
|
R3 |
2,122.7 |
2,062.7 |
1,893.6 |
|
R2 |
1,972.1 |
1,972.1 |
1,879.8 |
|
R1 |
1,912.1 |
1,912.1 |
1,866.0 |
1,942.1 |
PP |
1,821.5 |
1,821.5 |
1,821.5 |
1,836.5 |
S1 |
1,761.5 |
1,761.5 |
1,838.4 |
1,791.5 |
S2 |
1,670.9 |
1,670.9 |
1,824.6 |
|
S3 |
1,520.3 |
1,610.9 |
1,810.8 |
|
S4 |
1,369.7 |
1,460.3 |
1,769.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.4 |
1,730.8 |
150.6 |
8.1% |
36.3 |
2.0% |
81% |
True |
False |
171,092 |
10 |
1,881.4 |
1,681.7 |
199.7 |
10.8% |
47.7 |
2.6% |
85% |
True |
False |
226,437 |
20 |
1,881.4 |
1,605.0 |
276.4 |
14.9% |
36.7 |
2.0% |
89% |
True |
False |
187,816 |
40 |
1,881.4 |
1,481.0 |
400.4 |
21.6% |
28.5 |
1.5% |
93% |
True |
False |
102,588 |
60 |
1,881.4 |
1,481.0 |
400.4 |
21.6% |
24.8 |
1.3% |
93% |
True |
False |
69,750 |
80 |
1,881.4 |
1,465.9 |
415.5 |
22.4% |
24.9 |
1.3% |
93% |
True |
False |
53,536 |
100 |
1,881.4 |
1,418.5 |
462.9 |
25.0% |
23.2 |
1.3% |
94% |
True |
False |
43,227 |
120 |
1,881.4 |
1,387.1 |
494.3 |
26.7% |
22.2 |
1.2% |
94% |
True |
False |
36,258 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,123.2 |
2.618 |
2,030.4 |
1.618 |
1,973.5 |
1.000 |
1,938.3 |
0.618 |
1,916.6 |
HIGH |
1,881.4 |
0.618 |
1,859.7 |
0.500 |
1,853.0 |
0.382 |
1,846.2 |
LOW |
1,824.5 |
0.618 |
1,789.3 |
1.000 |
1,767.6 |
1.618 |
1,732.4 |
2.618 |
1,675.5 |
4.250 |
1,582.7 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,853.0 |
1,845.3 |
PP |
1,852.7 |
1,838.4 |
S1 |
1,852.5 |
1,831.5 |
|