Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,550.0 |
5,581.0 |
31.0 |
0.6% |
6,080.5 |
High |
5,654.0 |
5,759.0 |
105.0 |
1.9% |
6,126.5 |
Low |
5,472.0 |
5,543.5 |
71.5 |
1.3% |
5,371.0 |
Close |
5,540.5 |
5,690.0 |
149.5 |
2.7% |
5,514.5 |
Range |
182.0 |
215.5 |
33.5 |
18.4% |
755.5 |
ATR |
252.5 |
250.1 |
-2.4 |
-1.0% |
0.0 |
Volume |
893 |
889 |
-4 |
-0.4% |
4,139 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,310.7 |
6,215.8 |
5,808.5 |
|
R3 |
6,095.2 |
6,000.3 |
5,749.3 |
|
R2 |
5,879.7 |
5,879.7 |
5,729.5 |
|
R1 |
5,784.8 |
5,784.8 |
5,709.8 |
5,832.3 |
PP |
5,664.2 |
5,664.2 |
5,664.2 |
5,687.9 |
S1 |
5,569.3 |
5,569.3 |
5,670.2 |
5,616.8 |
S2 |
5,448.7 |
5,448.7 |
5,650.5 |
|
S3 |
5,233.2 |
5,353.8 |
5,630.7 |
|
S4 |
5,017.7 |
5,138.3 |
5,571.5 |
|
|
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 |
5,913.5 |
5,371.0 |
542.5 |
9.5% |
232.3 |
4.1% |
59% |
False |
False |
954 |
10 |
6,126.5 |
5,371.0 |
755.5 |
13.3% |
238.9 |
4.2% |
42% |
False |
False |
834 |
20 |
7,323.0 |
5,371.0 |
1,952.0 |
34.3% |
299.3 |
5.3% |
16% |
False |
False |
1,041 |
40 |
7,575.5 |
5,371.0 |
2,204.5 |
38.7% |
199.3 |
3.5% |
14% |
False |
False |
683 |
60 |
7,575.5 |
5,371.0 |
2,204.5 |
38.7% |
167.1 |
2.9% |
14% |
False |
False |
1,439 |
80 |
7,593.5 |
5,371.0 |
2,222.5 |
39.1% |
146.5 |
2.6% |
14% |
False |
False |
1,103 |
100 |
7,680.0 |
5,371.0 |
2,309.0 |
40.6% |
128.5 |
2.3% |
14% |
False |
False |
898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,674.9 |
2.618 |
6,323.2 |
1.618 |
6,107.7 |
1.000 |
5,974.5 |
0.618 |
5,892.2 |
HIGH |
5,759.0 |
0.618 |
5,676.7 |
0.500 |
5,651.3 |
0.382 |
5,625.8 |
LOW |
5,543.5 |
0.618 |
5,410.3 |
1.000 |
5,328.0 |
1.618 |
5,194.8 |
2.618 |
4,979.3 |
4.250 |
4,627.6 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,677.1 |
5,654.8 |
PP |
5,664.2 |
5,619.5 |
S1 |
5,651.3 |
5,584.3 |
|