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 |
1,791.3 |
1,837.6 |
46.3 |
2.6% |
1,862.9 |
High |
1,845.1 |
1,842.7 |
-2.4 |
-0.1% |
1,917.9 |
Low |
1,786.2 |
1,813.6 |
27.4 |
1.5% |
1,705.4 |
Close |
1,829.8 |
1,831.7 |
1.9 |
0.1% |
1,797.3 |
Range |
58.9 |
29.1 |
-29.8 |
-50.6% |
212.5 |
ATR |
51.9 |
50.3 |
-1.6 |
-3.1% |
0.0 |
Volume |
176,635 |
155,155 |
-21,480 |
-12.2% |
1,587,333 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,916.6 |
1,903.3 |
1,847.7 |
|
R3 |
1,887.5 |
1,874.2 |
1,839.7 |
|
R2 |
1,858.4 |
1,858.4 |
1,837.0 |
|
R1 |
1,845.1 |
1,845.1 |
1,834.4 |
1,837.2 |
PP |
1,829.3 |
1,829.3 |
1,829.3 |
1,825.4 |
S1 |
1,816.0 |
1,816.0 |
1,829.0 |
1,808.1 |
S2 |
1,800.2 |
1,800.2 |
1,826.4 |
|
S3 |
1,771.1 |
1,786.9 |
1,823.7 |
|
S4 |
1,742.0 |
1,757.8 |
1,815.7 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,444.4 |
2,333.3 |
1,914.2 |
|
R3 |
2,231.9 |
2,120.8 |
1,855.7 |
|
R2 |
2,019.4 |
2,019.4 |
1,836.3 |
|
R1 |
1,908.3 |
1,908.3 |
1,816.8 |
1,857.6 |
PP |
1,806.9 |
1,806.9 |
1,806.9 |
1,781.5 |
S1 |
1,695.8 |
1,695.8 |
1,777.8 |
1,645.1 |
S2 |
1,594.4 |
1,594.4 |
1,758.3 |
|
S3 |
1,381.9 |
1,483.3 |
1,738.9 |
|
S4 |
1,169.4 |
1,270.8 |
1,680.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,845.1 |
1,705.4 |
139.7 |
7.6% |
58.6 |
3.2% |
90% |
False |
False |
222,304 |
10 |
1,917.9 |
1,705.4 |
212.5 |
11.6% |
63.5 |
3.5% |
59% |
False |
False |
256,227 |
20 |
1,917.9 |
1,642.2 |
275.7 |
15.1% |
54.1 |
3.0% |
69% |
False |
False |
241,904 |
40 |
1,917.9 |
1,524.3 |
393.6 |
21.5% |
37.8 |
2.1% |
78% |
False |
False |
153,372 |
60 |
1,917.9 |
1,481.0 |
436.9 |
23.9% |
31.4 |
1.7% |
80% |
False |
False |
104,323 |
80 |
1,917.9 |
1,475.0 |
442.9 |
24.2% |
28.3 |
1.5% |
81% |
False |
False |
79,320 |
100 |
1,917.9 |
1,450.0 |
467.9 |
25.5% |
27.2 |
1.5% |
82% |
False |
False |
64,095 |
120 |
1,917.9 |
1,387.1 |
530.8 |
29.0% |
25.4 |
1.4% |
84% |
False |
False |
53,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,966.4 |
2.618 |
1,918.9 |
1.618 |
1,889.8 |
1.000 |
1,871.8 |
0.618 |
1,860.7 |
HIGH |
1,842.7 |
0.618 |
1,831.6 |
0.500 |
1,828.2 |
0.382 |
1,824.7 |
LOW |
1,813.6 |
0.618 |
1,795.6 |
1.000 |
1,784.5 |
1.618 |
1,766.5 |
2.618 |
1,737.4 |
4.250 |
1,689.9 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,830.5 |
1,825.0 |
PP |
1,829.3 |
1,818.3 |
S1 |
1,828.2 |
1,811.6 |
|