Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,552.0 |
5,461.0 |
-91.0 |
-1.6% |
6,080.5 |
High |
5,611.0 |
5,595.0 |
-16.0 |
-0.3% |
6,126.5 |
Low |
5,371.0 |
5,409.5 |
38.5 |
0.7% |
5,371.0 |
Close |
5,514.5 |
5,492.0 |
-22.5 |
-0.4% |
5,514.5 |
Range |
240.0 |
185.5 |
-54.5 |
-22.7% |
755.5 |
ATR |
263.5 |
258.0 |
-5.6 |
-2.1% |
0.0 |
Volume |
1,109 |
451 |
-658 |
-59.3% |
4,139 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,055.3 |
5,959.2 |
5,594.0 |
|
R3 |
5,869.8 |
5,773.7 |
5,543.0 |
|
R2 |
5,684.3 |
5,684.3 |
5,526.0 |
|
R1 |
5,588.2 |
5,588.2 |
5,509.0 |
5,636.3 |
PP |
5,498.8 |
5,498.8 |
5,498.8 |
5,522.9 |
S1 |
5,402.7 |
5,402.7 |
5,475.0 |
5,450.8 |
S2 |
5,313.3 |
5,313.3 |
5,458.0 |
|
S3 |
5,127.8 |
5,217.2 |
5,441.0 |
|
S4 |
4,942.3 |
5,031.7 |
5,390.0 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,937.2 |
7,481.3 |
5,930.0 |
|
R3 |
7,181.7 |
6,725.8 |
5,722.3 |
|
R2 |
6,426.2 |
6,426.2 |
5,653.0 |
|
R1 |
5,970.3 |
5,970.3 |
5,583.8 |
5,820.5 |
PP |
5,670.7 |
5,670.7 |
5,670.7 |
5,595.8 |
S1 |
5,214.8 |
5,214.8 |
5,445.2 |
5,065.0 |
S2 |
4,915.2 |
4,915.2 |
5,376.0 |
|
S3 |
4,159.7 |
4,459.3 |
5,306.7 |
|
S4 |
3,404.2 |
3,703.8 |
5,099.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,059.5 |
5,371.0 |
688.5 |
12.5% |
214.4 |
3.9% |
18% |
False |
False |
835 |
10 |
6,135.0 |
5,371.0 |
764.0 |
13.9% |
308.4 |
5.6% |
16% |
False |
False |
1,008 |
20 |
7,425.0 |
5,371.0 |
2,054.0 |
37.4% |
290.9 |
5.3% |
6% |
False |
False |
970 |
40 |
7,575.5 |
5,371.0 |
2,204.5 |
40.1% |
195.1 |
3.6% |
5% |
False |
False |
666 |
60 |
7,575.5 |
5,371.0 |
2,204.5 |
40.1% |
163.4 |
3.0% |
5% |
False |
False |
1,412 |
80 |
7,593.5 |
5,371.0 |
2,222.5 |
40.5% |
143.7 |
2.6% |
5% |
False |
False |
1,084 |
100 |
7,680.0 |
5,371.0 |
2,309.0 |
42.0% |
125.2 |
2.3% |
5% |
False |
False |
880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,383.4 |
2.618 |
6,080.6 |
1.618 |
5,895.1 |
1.000 |
5,780.5 |
0.618 |
5,709.6 |
HIGH |
5,595.0 |
0.618 |
5,524.1 |
0.500 |
5,502.3 |
0.382 |
5,480.4 |
LOW |
5,409.5 |
0.618 |
5,294.9 |
1.000 |
5,224.0 |
1.618 |
5,109.4 |
2.618 |
4,923.9 |
4.250 |
4,621.1 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,502.3 |
5,642.3 |
PP |
5,498.8 |
5,592.2 |
S1 |
5,495.4 |
5,542.1 |
|