Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,461.0 |
5,550.0 |
89.0 |
1.6% |
6,080.5 |
High |
5,595.0 |
5,654.0 |
59.0 |
1.1% |
6,126.5 |
Low |
5,409.5 |
5,472.0 |
62.5 |
1.2% |
5,371.0 |
Close |
5,492.0 |
5,540.5 |
48.5 |
0.9% |
5,514.5 |
Range |
185.5 |
182.0 |
-3.5 |
-1.9% |
755.5 |
ATR |
258.0 |
252.5 |
-5.4 |
-2.1% |
0.0 |
Volume |
451 |
893 |
442 |
98.0% |
4,139 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,101.5 |
6,003.0 |
5,640.6 |
|
R3 |
5,919.5 |
5,821.0 |
5,590.6 |
|
R2 |
5,737.5 |
5,737.5 |
5,573.9 |
|
R1 |
5,639.0 |
5,639.0 |
5,557.2 |
5,597.3 |
PP |
5,555.5 |
5,555.5 |
5,555.5 |
5,534.6 |
S1 |
5,457.0 |
5,457.0 |
5,523.8 |
5,415.3 |
S2 |
5,373.5 |
5,373.5 |
5,507.1 |
|
S3 |
5,191.5 |
5,275.0 |
5,490.5 |
|
S4 |
5,009.5 |
5,093.0 |
5,440.4 |
|
|
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 |
6,025.0 |
5,371.0 |
654.0 |
11.8% |
214.2 |
3.9% |
26% |
False |
False |
878 |
10 |
6,135.0 |
5,371.0 |
764.0 |
13.8% |
273.7 |
4.9% |
22% |
False |
False |
875 |
20 |
7,385.5 |
5,371.0 |
2,014.5 |
36.4% |
296.2 |
5.3% |
8% |
False |
False |
1,007 |
40 |
7,575.5 |
5,371.0 |
2,204.5 |
39.8% |
196.4 |
3.5% |
8% |
False |
False |
682 |
60 |
7,575.5 |
5,371.0 |
2,204.5 |
39.8% |
166.0 |
3.0% |
8% |
False |
False |
1,426 |
80 |
7,593.5 |
5,371.0 |
2,222.5 |
40.1% |
145.4 |
2.6% |
8% |
False |
False |
1,093 |
100 |
7,680.0 |
5,371.0 |
2,309.0 |
41.7% |
126.3 |
2.3% |
7% |
False |
False |
889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,427.5 |
2.618 |
6,130.5 |
1.618 |
5,948.5 |
1.000 |
5,836.0 |
0.618 |
5,766.5 |
HIGH |
5,654.0 |
0.618 |
5,584.5 |
0.500 |
5,563.0 |
0.382 |
5,541.5 |
LOW |
5,472.0 |
0.618 |
5,359.5 |
1.000 |
5,290.0 |
1.618 |
5,177.5 |
2.618 |
4,995.5 |
4.250 |
4,698.5 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,563.0 |
5,531.2 |
PP |
5,555.5 |
5,521.8 |
S1 |
5,548.0 |
5,512.5 |
|