Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
6,044.0 |
5,966.0 |
-78.0 |
-1.3% |
5,941.0 |
High |
6,059.5 |
6,025.0 |
-34.5 |
-0.6% |
6,290.0 |
Low |
5,876.5 |
5,900.0 |
23.5 |
0.4% |
5,517.5 |
Close |
6,017.0 |
5,974.5 |
-42.5 |
-0.7% |
6,012.0 |
Range |
183.0 |
125.0 |
-58.0 |
-31.7% |
772.5 |
ATR |
264.9 |
254.9 |
-10.0 |
-3.8% |
0.0 |
Volume |
675 |
512 |
-163 |
-24.1% |
7,597 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,341.5 |
6,283.0 |
6,043.3 |
|
R3 |
6,216.5 |
6,158.0 |
6,008.9 |
|
R2 |
6,091.5 |
6,091.5 |
5,997.4 |
|
R1 |
6,033.0 |
6,033.0 |
5,986.0 |
6,062.3 |
PP |
5,966.5 |
5,966.5 |
5,966.5 |
5,981.1 |
S1 |
5,908.0 |
5,908.0 |
5,963.0 |
5,937.3 |
S2 |
5,841.5 |
5,841.5 |
5,951.6 |
|
S3 |
5,716.5 |
5,783.0 |
5,940.1 |
|
S4 |
5,591.5 |
5,658.0 |
5,905.8 |
|
|
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 |
6,126.5 |
5,517.5 |
609.0 |
10.2% |
245.5 |
4.1% |
75% |
False |
False |
714 |
10 |
6,774.5 |
5,517.5 |
1,257.0 |
21.0% |
367.0 |
6.1% |
36% |
False |
False |
1,341 |
20 |
7,425.0 |
5,517.5 |
1,907.5 |
31.9% |
269.6 |
4.5% |
24% |
False |
False |
859 |
40 |
7,575.5 |
5,517.5 |
2,058.0 |
34.4% |
184.9 |
3.1% |
22% |
False |
False |
610 |
60 |
7,575.5 |
5,517.5 |
2,058.0 |
34.4% |
152.7 |
2.6% |
22% |
False |
False |
1,365 |
80 |
7,680.0 |
5,517.5 |
2,162.5 |
36.2% |
136.7 |
2.3% |
21% |
False |
False |
1,049 |
100 |
7,680.0 |
5,517.5 |
2,162.5 |
36.2% |
118.7 |
2.0% |
21% |
False |
False |
851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,556.3 |
2.618 |
6,352.3 |
1.618 |
6,227.3 |
1.000 |
6,150.0 |
0.618 |
6,102.3 |
HIGH |
6,025.0 |
0.618 |
5,977.3 |
0.500 |
5,962.5 |
0.382 |
5,947.8 |
LOW |
5,900.0 |
0.618 |
5,822.8 |
1.000 |
5,775.0 |
1.618 |
5,697.8 |
2.618 |
5,572.8 |
4.250 |
5,368.8 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,970.5 |
6,001.5 |
PP |
5,966.5 |
5,992.5 |
S1 |
5,962.5 |
5,983.5 |
|