Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,080.5 |
6,044.0 |
-36.5 |
-0.6% |
5,941.0 |
High |
6,126.5 |
6,059.5 |
-67.0 |
-1.1% |
6,290.0 |
Low |
6,032.5 |
5,876.5 |
-156.0 |
-2.6% |
5,517.5 |
Close |
6,045.0 |
6,017.0 |
-28.0 |
-0.5% |
6,012.0 |
Range |
94.0 |
183.0 |
89.0 |
94.7% |
772.5 |
ATR |
271.2 |
264.9 |
-6.3 |
-2.3% |
0.0 |
Volume |
415 |
675 |
260 |
62.7% |
7,597 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,533.3 |
6,458.2 |
6,117.7 |
|
R3 |
6,350.3 |
6,275.2 |
6,067.3 |
|
R2 |
6,167.3 |
6,167.3 |
6,050.6 |
|
R1 |
6,092.2 |
6,092.2 |
6,033.8 |
6,038.3 |
PP |
5,984.3 |
5,984.3 |
5,984.3 |
5,957.4 |
S1 |
5,909.2 |
5,909.2 |
6,000.2 |
5,855.3 |
S2 |
5,801.3 |
5,801.3 |
5,983.5 |
|
S3 |
5,618.3 |
5,726.2 |
5,966.7 |
|
S4 |
5,435.3 |
5,543.2 |
5,916.4 |
|
|
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 |
6,135.0 |
5,517.5 |
617.5 |
10.3% |
333.1 |
5.5% |
81% |
False |
False |
872 |
10 |
6,820.0 |
5,517.5 |
1,302.5 |
21.6% |
378.1 |
6.3% |
38% |
False |
False |
1,345 |
20 |
7,425.0 |
5,517.5 |
1,907.5 |
31.7% |
266.9 |
4.4% |
26% |
False |
False |
861 |
40 |
7,575.5 |
5,517.5 |
2,058.0 |
34.2% |
182.9 |
3.0% |
24% |
False |
False |
604 |
60 |
7,575.5 |
5,517.5 |
2,058.0 |
34.2% |
152.5 |
2.5% |
24% |
False |
False |
1,358 |
80 |
7,680.0 |
5,517.5 |
2,162.5 |
35.9% |
136.3 |
2.3% |
23% |
False |
False |
1,043 |
100 |
7,680.0 |
5,517.5 |
2,162.5 |
35.9% |
118.0 |
2.0% |
23% |
False |
False |
846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,837.3 |
2.618 |
6,538.6 |
1.618 |
6,355.6 |
1.000 |
6,242.5 |
0.618 |
6,172.6 |
HIGH |
6,059.5 |
0.618 |
5,989.6 |
0.500 |
5,968.0 |
0.382 |
5,946.4 |
LOW |
5,876.5 |
0.618 |
5,763.4 |
1.000 |
5,693.5 |
1.618 |
5,580.4 |
2.618 |
5,397.4 |
4.250 |
5,098.8 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
6,000.7 |
5,982.8 |
PP |
5,984.3 |
5,948.7 |
S1 |
5,968.0 |
5,914.5 |
|