Trading Metrics calculated at close of trading on 11-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,012.5 |
5,784.0 |
-228.5 |
-3.8% |
7,284.5 |
High |
6,135.0 |
5,960.0 |
-175.0 |
-2.9% |
7,323.0 |
Low |
5,572.0 |
5,517.5 |
-54.5 |
-1.0% |
6,150.0 |
Close |
5,625.5 |
5,829.0 |
203.5 |
3.6% |
6,279.0 |
Range |
563.0 |
442.5 |
-120.5 |
-21.4% |
1,173.0 |
ATR |
262.7 |
275.6 |
12.8 |
4.9% |
0.0 |
Volume |
1,302 |
1,214 |
-88 |
-6.8% |
6,215 |
|
Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,096.3 |
6,905.2 |
6,072.4 |
|
R3 |
6,653.8 |
6,462.7 |
5,950.7 |
|
R2 |
6,211.3 |
6,211.3 |
5,910.1 |
|
R1 |
6,020.2 |
6,020.2 |
5,869.6 |
6,115.8 |
PP |
5,768.8 |
5,768.8 |
5,768.8 |
5,816.6 |
S1 |
5,577.7 |
5,577.7 |
5,788.4 |
5,673.3 |
S2 |
5,326.3 |
5,326.3 |
5,747.9 |
|
S3 |
4,883.8 |
5,135.2 |
5,707.3 |
|
S4 |
4,441.3 |
4,692.7 |
5,585.6 |
|
|
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 |
6,470.0 |
5,517.5 |
952.5 |
16.3% |
479.8 |
8.2% |
33% |
False |
True |
1,840 |
10 |
7,323.0 |
5,517.5 |
1,805.5 |
31.0% |
394.5 |
6.8% |
17% |
False |
True |
1,347 |
20 |
7,425.0 |
5,517.5 |
1,907.5 |
32.7% |
247.2 |
4.2% |
16% |
False |
True |
798 |
40 |
7,575.5 |
5,517.5 |
2,058.0 |
35.3% |
176.6 |
3.0% |
15% |
False |
True |
690 |
60 |
7,575.5 |
5,517.5 |
2,058.0 |
35.3% |
146.5 |
2.5% |
15% |
False |
True |
1,333 |
80 |
7,680.0 |
5,517.5 |
2,162.5 |
37.1% |
131.5 |
2.3% |
14% |
False |
True |
1,024 |
100 |
7,680.0 |
5,517.5 |
2,162.5 |
37.1% |
113.8 |
2.0% |
14% |
False |
True |
829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,840.6 |
2.618 |
7,118.5 |
1.618 |
6,676.0 |
1.000 |
6,402.5 |
0.618 |
6,233.5 |
HIGH |
5,960.0 |
0.618 |
5,791.0 |
0.500 |
5,738.8 |
0.382 |
5,686.5 |
LOW |
5,517.5 |
0.618 |
5,244.0 |
1.000 |
5,075.0 |
1.618 |
4,801.5 |
2.618 |
4,359.0 |
4.250 |
3,636.9 |
|
|
Fisher Pivots for day following 11-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,798.9 |
5,828.1 |
PP |
5,768.8 |
5,827.2 |
S1 |
5,738.8 |
5,826.3 |
|