Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,734.0 |
6,309.0 |
-425.0 |
-6.3% |
7,284.5 |
High |
6,774.5 |
6,470.0 |
-304.5 |
-4.5% |
7,323.0 |
Low |
6,288.5 |
6,150.0 |
-138.5 |
-2.2% |
6,150.0 |
Close |
6,439.5 |
6,279.0 |
-160.5 |
-2.5% |
6,279.0 |
Range |
486.0 |
320.0 |
-166.0 |
-34.2% |
1,173.0 |
ATR |
182.4 |
192.2 |
9.8 |
5.4% |
0.0 |
Volume |
1,857 |
2,358 |
501 |
27.0% |
6,215 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,259.7 |
7,089.3 |
6,455.0 |
|
R3 |
6,939.7 |
6,769.3 |
6,367.0 |
|
R2 |
6,619.7 |
6,619.7 |
6,337.7 |
|
R1 |
6,449.3 |
6,449.3 |
6,308.3 |
6,374.5 |
PP |
6,299.7 |
6,299.7 |
6,299.7 |
6,262.3 |
S1 |
6,129.3 |
6,129.3 |
6,249.7 |
6,054.5 |
S2 |
5,979.7 |
5,979.7 |
6,220.3 |
|
S3 |
5,659.7 |
5,809.3 |
6,191.0 |
|
S4 |
5,339.7 |
5,489.3 |
6,103.0 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,103.0 |
9,364.0 |
6,924.2 |
|
R3 |
8,930.0 |
8,191.0 |
6,601.6 |
|
R2 |
7,757.0 |
7,757.0 |
6,494.1 |
|
R1 |
7,018.0 |
7,018.0 |
6,386.5 |
6,801.0 |
PP |
6,584.0 |
6,584.0 |
6,584.0 |
6,475.5 |
S1 |
5,845.0 |
5,845.0 |
6,171.5 |
5,628.0 |
S2 |
5,411.0 |
5,411.0 |
6,064.0 |
|
S3 |
4,238.0 |
4,672.0 |
5,956.4 |
|
S4 |
3,065.0 |
3,499.0 |
5,633.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,323.0 |
6,150.0 |
1,173.0 |
18.7% |
348.1 |
5.5% |
11% |
False |
True |
1,243 |
10 |
7,425.0 |
6,150.0 |
1,275.0 |
20.3% |
229.0 |
3.6% |
10% |
False |
True |
742 |
20 |
7,436.5 |
6,150.0 |
1,286.5 |
20.5% |
171.4 |
2.7% |
10% |
False |
True |
537 |
40 |
7,575.5 |
6,150.0 |
1,425.5 |
22.7% |
133.7 |
2.1% |
9% |
False |
True |
1,626 |
60 |
7,575.5 |
6,150.0 |
1,425.5 |
22.7% |
117.1 |
1.9% |
9% |
False |
True |
1,229 |
80 |
7,680.0 |
6,150.0 |
1,530.0 |
24.4% |
108.2 |
1.7% |
8% |
False |
True |
941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,830.0 |
2.618 |
7,307.8 |
1.618 |
6,987.8 |
1.000 |
6,790.0 |
0.618 |
6,667.8 |
HIGH |
6,470.0 |
0.618 |
6,347.8 |
0.500 |
6,310.0 |
0.382 |
6,272.2 |
LOW |
6,150.0 |
0.618 |
5,952.2 |
1.000 |
5,830.0 |
1.618 |
5,632.2 |
2.618 |
5,312.2 |
4.250 |
4,790.0 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
6,310.0 |
6,485.0 |
PP |
6,299.7 |
6,416.3 |
S1 |
6,289.3 |
6,347.7 |
|