Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,784.0 |
5,843.5 |
59.5 |
1.0% |
5,941.0 |
High |
5,960.0 |
6,085.5 |
125.5 |
2.1% |
6,290.0 |
Low |
5,517.5 |
5,702.5 |
185.0 |
3.4% |
5,517.5 |
Close |
5,829.0 |
6,012.0 |
183.0 |
3.1% |
6,012.0 |
Range |
442.5 |
383.0 |
-59.5 |
-13.4% |
772.5 |
ATR |
275.6 |
283.2 |
7.7 |
2.8% |
0.0 |
Volume |
1,214 |
755 |
-459 |
-37.8% |
7,597 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,082.3 |
6,930.2 |
6,222.7 |
|
R3 |
6,699.3 |
6,547.2 |
6,117.3 |
|
R2 |
6,316.3 |
6,316.3 |
6,082.2 |
|
R1 |
6,164.2 |
6,164.2 |
6,047.1 |
6,240.3 |
PP |
5,933.3 |
5,933.3 |
5,933.3 |
5,971.4 |
S1 |
5,781.2 |
5,781.2 |
5,976.9 |
5,857.3 |
S2 |
5,550.3 |
5,550.3 |
5,941.8 |
|
S3 |
5,167.3 |
5,398.2 |
5,906.7 |
|
S4 |
4,784.3 |
5,015.2 |
5,801.4 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,257.3 |
7,907.2 |
6,436.9 |
|
R3 |
7,484.8 |
7,134.7 |
6,224.4 |
|
R2 |
6,712.3 |
6,712.3 |
6,153.6 |
|
R1 |
6,362.2 |
6,362.2 |
6,082.8 |
6,537.3 |
PP |
5,939.8 |
5,939.8 |
5,939.8 |
6,027.4 |
S1 |
5,589.7 |
5,589.7 |
5,941.2 |
5,764.8 |
S2 |
5,167.3 |
5,167.3 |
5,870.4 |
|
S3 |
4,394.8 |
4,817.2 |
5,799.6 |
|
S4 |
3,622.3 |
4,044.7 |
5,587.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,290.0 |
5,517.5 |
772.5 |
12.8% |
492.4 |
8.2% |
64% |
False |
False |
1,519 |
10 |
7,323.0 |
5,517.5 |
1,805.5 |
30.0% |
420.3 |
7.0% |
27% |
False |
False |
1,381 |
20 |
7,425.0 |
5,517.5 |
1,907.5 |
31.7% |
261.6 |
4.4% |
26% |
False |
False |
825 |
40 |
7,575.5 |
5,517.5 |
2,058.0 |
34.2% |
181.5 |
3.0% |
24% |
False |
False |
587 |
60 |
7,575.5 |
5,517.5 |
2,058.0 |
34.2% |
150.7 |
2.5% |
24% |
False |
False |
1,344 |
80 |
7,680.0 |
5,517.5 |
2,162.5 |
36.0% |
134.4 |
2.2% |
23% |
False |
False |
1,032 |
100 |
7,680.0 |
5,517.5 |
2,162.5 |
36.0% |
116.9 |
1.9% |
23% |
False |
False |
835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,713.3 |
2.618 |
7,088.2 |
1.618 |
6,705.2 |
1.000 |
6,468.5 |
0.618 |
6,322.2 |
HIGH |
6,085.5 |
0.618 |
5,939.2 |
0.500 |
5,894.0 |
0.382 |
5,848.8 |
LOW |
5,702.5 |
0.618 |
5,465.8 |
1.000 |
5,319.5 |
1.618 |
5,082.8 |
2.618 |
4,699.8 |
4.250 |
4,074.8 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,972.7 |
5,950.1 |
PP |
5,933.3 |
5,888.2 |
S1 |
5,894.0 |
5,826.3 |
|