Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,593.0 |
5,665.0 |
72.0 |
1.3% |
5,461.0 |
High |
5,605.0 |
5,729.5 |
124.5 |
2.2% |
5,789.0 |
Low |
5,429.0 |
5,610.0 |
181.0 |
3.3% |
5,409.5 |
Close |
5,549.5 |
5,724.5 |
175.0 |
3.2% |
5,549.5 |
Range |
176.0 |
119.5 |
-56.5 |
-32.1% |
379.5 |
ATR |
249.8 |
244.8 |
-5.0 |
-2.0% |
0.0 |
Volume |
750 |
608 |
-142 |
-18.9% |
3,857 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,046.5 |
6,005.0 |
5,790.2 |
|
R3 |
5,927.0 |
5,885.5 |
5,757.4 |
|
R2 |
5,807.5 |
5,807.5 |
5,746.4 |
|
R1 |
5,766.0 |
5,766.0 |
5,735.5 |
5,786.8 |
PP |
5,688.0 |
5,688.0 |
5,688.0 |
5,698.4 |
S1 |
5,646.5 |
5,646.5 |
5,713.5 |
5,667.3 |
S2 |
5,568.5 |
5,568.5 |
5,702.6 |
|
S3 |
5,449.0 |
5,527.0 |
5,691.6 |
|
S4 |
5,329.5 |
5,407.5 |
5,658.8 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,721.2 |
6,514.8 |
5,758.2 |
|
R3 |
6,341.7 |
6,135.3 |
5,653.9 |
|
R2 |
5,962.2 |
5,962.2 |
5,619.1 |
|
R1 |
5,755.8 |
5,755.8 |
5,584.3 |
5,859.0 |
PP |
5,582.7 |
5,582.7 |
5,582.7 |
5,634.3 |
S1 |
5,376.3 |
5,376.3 |
5,514.7 |
5,479.5 |
S2 |
5,203.2 |
5,203.2 |
5,479.9 |
|
S3 |
4,823.7 |
4,996.8 |
5,445.1 |
|
S4 |
4,444.2 |
4,617.3 |
5,340.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,789.0 |
5,429.0 |
360.0 |
6.3% |
203.5 |
3.6% |
82% |
False |
False |
802 |
10 |
6,059.5 |
5,371.0 |
688.5 |
12.0% |
209.0 |
3.7% |
51% |
False |
False |
818 |
20 |
7,000.0 |
5,371.0 |
1,629.0 |
28.5% |
296.9 |
5.2% |
22% |
False |
False |
1,090 |
40 |
7,575.5 |
5,371.0 |
2,204.5 |
38.5% |
209.2 |
3.7% |
16% |
False |
False |
714 |
60 |
7,575.5 |
5,371.0 |
2,204.5 |
38.5% |
173.7 |
3.0% |
16% |
False |
False |
1,468 |
80 |
7,593.5 |
5,371.0 |
2,222.5 |
38.8% |
150.9 |
2.6% |
16% |
False |
False |
1,127 |
100 |
7,680.0 |
5,371.0 |
2,309.0 |
40.3% |
133.9 |
2.3% |
15% |
False |
False |
916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,237.4 |
2.618 |
6,042.4 |
1.618 |
5,922.9 |
1.000 |
5,849.0 |
0.618 |
5,803.4 |
HIGH |
5,729.5 |
0.618 |
5,683.9 |
0.500 |
5,669.8 |
0.382 |
5,655.6 |
LOW |
5,610.0 |
0.618 |
5,536.1 |
1.000 |
5,490.5 |
1.618 |
5,416.6 |
2.618 |
5,297.1 |
4.250 |
5,102.1 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,706.3 |
5,686.0 |
PP |
5,688.0 |
5,647.5 |
S1 |
5,669.8 |
5,609.0 |
|