Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,843.5 |
6,080.5 |
237.0 |
4.1% |
5,941.0 |
High |
6,085.5 |
6,126.5 |
41.0 |
0.7% |
6,290.0 |
Low |
5,702.5 |
6,032.5 |
330.0 |
5.8% |
5,517.5 |
Close |
6,012.0 |
6,045.0 |
33.0 |
0.5% |
6,012.0 |
Range |
383.0 |
94.0 |
-289.0 |
-75.5% |
772.5 |
ATR |
283.2 |
271.2 |
-12.1 |
-4.3% |
0.0 |
Volume |
755 |
415 |
-340 |
-45.0% |
7,597 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,350.0 |
6,291.5 |
6,096.7 |
|
R3 |
6,256.0 |
6,197.5 |
6,070.9 |
|
R2 |
6,162.0 |
6,162.0 |
6,062.2 |
|
R1 |
6,103.5 |
6,103.5 |
6,053.6 |
6,085.8 |
PP |
6,068.0 |
6,068.0 |
6,068.0 |
6,059.1 |
S1 |
6,009.5 |
6,009.5 |
6,036.4 |
5,991.8 |
S2 |
5,974.0 |
5,974.0 |
6,027.8 |
|
S3 |
5,880.0 |
5,915.5 |
6,019.2 |
|
S4 |
5,786.0 |
5,821.5 |
5,993.3 |
|
|
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 |
6,135.0 |
5,517.5 |
617.5 |
10.2% |
402.3 |
6.7% |
85% |
False |
False |
1,181 |
10 |
7,000.0 |
5,517.5 |
1,482.5 |
24.5% |
384.9 |
6.4% |
36% |
False |
False |
1,361 |
20 |
7,425.0 |
5,517.5 |
1,907.5 |
31.6% |
262.0 |
4.3% |
28% |
False |
False |
837 |
40 |
7,575.5 |
5,517.5 |
2,058.0 |
34.0% |
181.5 |
3.0% |
26% |
False |
False |
592 |
60 |
7,575.5 |
5,517.5 |
2,058.0 |
34.0% |
150.6 |
2.5% |
26% |
False |
False |
1,349 |
80 |
7,680.0 |
5,517.5 |
2,162.5 |
35.8% |
135.2 |
2.2% |
24% |
False |
False |
1,035 |
100 |
7,680.0 |
5,517.5 |
2,162.5 |
35.8% |
116.6 |
1.9% |
24% |
False |
False |
839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,526.0 |
2.618 |
6,372.6 |
1.618 |
6,278.6 |
1.000 |
6,220.5 |
0.618 |
6,184.6 |
HIGH |
6,126.5 |
0.618 |
6,090.6 |
0.500 |
6,079.5 |
0.382 |
6,068.4 |
LOW |
6,032.5 |
0.618 |
5,974.4 |
1.000 |
5,938.5 |
1.618 |
5,880.4 |
2.618 |
5,786.4 |
4.250 |
5,633.0 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
6,079.5 |
5,970.7 |
PP |
6,068.0 |
5,896.3 |
S1 |
6,056.5 |
5,822.0 |
|