Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,777.5 |
6,012.5 |
235.0 |
4.1% |
7,284.5 |
High |
6,054.5 |
6,135.0 |
80.5 |
1.3% |
7,323.0 |
Low |
5,525.5 |
5,572.0 |
46.5 |
0.8% |
6,150.0 |
Close |
5,958.5 |
5,625.5 |
-333.0 |
-5.6% |
6,279.0 |
Range |
529.0 |
563.0 |
34.0 |
6.4% |
1,173.0 |
ATR |
239.6 |
262.7 |
23.1 |
9.6% |
0.0 |
Volume |
2,220 |
1,302 |
-918 |
-41.4% |
6,215 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,466.5 |
7,109.0 |
5,935.2 |
|
R3 |
6,903.5 |
6,546.0 |
5,780.3 |
|
R2 |
6,340.5 |
6,340.5 |
5,728.7 |
|
R1 |
5,983.0 |
5,983.0 |
5,677.1 |
5,880.3 |
PP |
5,777.5 |
5,777.5 |
5,777.5 |
5,726.1 |
S1 |
5,420.0 |
5,420.0 |
5,573.9 |
5,317.3 |
S2 |
5,214.5 |
5,214.5 |
5,522.3 |
|
S3 |
4,651.5 |
4,857.0 |
5,470.7 |
|
S4 |
4,088.5 |
4,294.0 |
5,315.9 |
|
|
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 |
6,774.5 |
5,525.5 |
1,249.0 |
22.2% |
488.5 |
8.7% |
8% |
False |
False |
1,968 |
10 |
7,323.0 |
5,525.5 |
1,797.5 |
32.0% |
359.7 |
6.4% |
6% |
False |
False |
1,249 |
20 |
7,425.0 |
5,525.5 |
1,899.5 |
33.8% |
229.7 |
4.1% |
5% |
False |
False |
752 |
40 |
7,575.5 |
5,525.5 |
2,050.0 |
36.4% |
168.0 |
3.0% |
5% |
False |
False |
1,223 |
60 |
7,575.5 |
5,525.5 |
2,050.0 |
36.4% |
140.3 |
2.5% |
5% |
False |
False |
1,315 |
80 |
7,680.0 |
5,525.5 |
2,154.5 |
38.3% |
126.3 |
2.2% |
5% |
False |
False |
1,009 |
100 |
7,680.0 |
5,525.5 |
2,154.5 |
38.3% |
109.6 |
1.9% |
5% |
False |
False |
817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,527.8 |
2.618 |
7,608.9 |
1.618 |
7,045.9 |
1.000 |
6,698.0 |
0.618 |
6,482.9 |
HIGH |
6,135.0 |
0.618 |
5,919.9 |
0.500 |
5,853.5 |
0.382 |
5,787.1 |
LOW |
5,572.0 |
0.618 |
5,224.1 |
1.000 |
5,009.0 |
1.618 |
4,661.1 |
2.618 |
4,098.1 |
4.250 |
3,179.3 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,853.5 |
5,907.8 |
PP |
5,777.5 |
5,813.7 |
S1 |
5,701.5 |
5,719.6 |
|