Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,941.0 |
5,777.5 |
-163.5 |
-2.8% |
7,284.5 |
High |
6,290.0 |
6,054.5 |
-235.5 |
-3.7% |
7,323.0 |
Low |
5,745.5 |
5,525.5 |
-220.0 |
-3.8% |
6,150.0 |
Close |
5,982.0 |
5,958.5 |
-23.5 |
-0.4% |
6,279.0 |
Range |
544.5 |
529.0 |
-15.5 |
-2.8% |
1,173.0 |
ATR |
217.4 |
239.6 |
22.3 |
10.2% |
0.0 |
Volume |
2,106 |
2,220 |
114 |
5.4% |
6,215 |
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,433.2 |
7,224.8 |
6,249.5 |
|
R3 |
6,904.2 |
6,695.8 |
6,104.0 |
|
R2 |
6,375.2 |
6,375.2 |
6,055.5 |
|
R1 |
6,166.8 |
6,166.8 |
6,007.0 |
6,271.0 |
PP |
5,846.2 |
5,846.2 |
5,846.2 |
5,898.3 |
S1 |
5,637.8 |
5,637.8 |
5,910.0 |
5,742.0 |
S2 |
5,317.2 |
5,317.2 |
5,861.5 |
|
S3 |
4,788.2 |
5,108.8 |
5,813.0 |
|
S4 |
4,259.2 |
4,579.8 |
5,667.6 |
|
|
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 |
6,820.0 |
5,525.5 |
1,294.5 |
21.7% |
423.1 |
7.1% |
33% |
False |
True |
1,817 |
10 |
7,385.5 |
5,525.5 |
1,860.0 |
31.2% |
318.7 |
5.3% |
23% |
False |
True |
1,138 |
20 |
7,425.0 |
5,525.5 |
1,899.5 |
31.9% |
207.5 |
3.5% |
23% |
False |
True |
700 |
40 |
7,575.5 |
5,525.5 |
2,050.0 |
34.4% |
156.8 |
2.6% |
21% |
False |
True |
1,545 |
60 |
7,575.5 |
5,525.5 |
2,050.0 |
34.4% |
131.4 |
2.2% |
21% |
False |
True |
1,296 |
80 |
7,680.0 |
5,525.5 |
2,154.5 |
36.2% |
120.6 |
2.0% |
20% |
False |
True |
994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,302.8 |
2.618 |
7,439.4 |
1.618 |
6,910.4 |
1.000 |
6,583.5 |
0.618 |
6,381.4 |
HIGH |
6,054.5 |
0.618 |
5,852.4 |
0.500 |
5,790.0 |
0.382 |
5,727.6 |
LOW |
5,525.5 |
0.618 |
5,198.6 |
1.000 |
4,996.5 |
1.618 |
4,669.6 |
2.618 |
4,140.6 |
4.250 |
3,277.3 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,902.3 |
5,997.8 |
PP |
5,846.2 |
5,984.7 |
S1 |
5,790.0 |
5,971.6 |
|