Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
5,718.0 |
5,675.0 |
-43.0 |
-0.8% |
5,461.0 |
High |
5,740.5 |
5,885.0 |
144.5 |
2.5% |
5,789.0 |
Low |
5,590.0 |
5,672.0 |
82.0 |
1.5% |
5,409.5 |
Close |
5,663.5 |
5,779.0 |
115.5 |
2.0% |
5,549.5 |
Range |
150.5 |
213.0 |
62.5 |
41.5% |
379.5 |
ATR |
238.1 |
236.9 |
-1.2 |
-0.5% |
0.0 |
Volume |
2,101 |
777 |
-1,324 |
-63.0% |
3,857 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,417.7 |
6,311.3 |
5,896.2 |
|
R3 |
6,204.7 |
6,098.3 |
5,837.6 |
|
R2 |
5,991.7 |
5,991.7 |
5,818.1 |
|
R1 |
5,885.3 |
5,885.3 |
5,798.5 |
5,938.5 |
PP |
5,778.7 |
5,778.7 |
5,778.7 |
5,805.3 |
S1 |
5,672.3 |
5,672.3 |
5,759.5 |
5,725.5 |
S2 |
5,565.7 |
5,565.7 |
5,740.0 |
|
S3 |
5,352.7 |
5,459.3 |
5,720.4 |
|
S4 |
5,139.7 |
5,246.3 |
5,661.9 |
|
|
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 |
5,885.0 |
5,429.0 |
456.0 |
7.9% |
196.7 |
3.4% |
77% |
True |
False |
1,022 |
10 |
5,913.5 |
5,371.0 |
542.5 |
9.4% |
214.5 |
3.7% |
75% |
False |
False |
988 |
20 |
6,774.5 |
5,371.0 |
1,403.5 |
24.3% |
290.8 |
5.0% |
29% |
False |
False |
1,164 |
40 |
7,575.5 |
5,371.0 |
2,204.5 |
38.1% |
215.6 |
3.7% |
19% |
False |
False |
774 |
60 |
7,575.5 |
5,371.0 |
2,204.5 |
38.1% |
177.1 |
3.1% |
19% |
False |
False |
1,465 |
80 |
7,575.5 |
5,371.0 |
2,204.5 |
38.1% |
153.4 |
2.7% |
19% |
False |
False |
1,162 |
100 |
7,680.0 |
5,371.0 |
2,309.0 |
40.0% |
137.4 |
2.4% |
18% |
False |
False |
944 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,790.3 |
2.618 |
6,442.6 |
1.618 |
6,229.6 |
1.000 |
6,098.0 |
0.618 |
6,016.6 |
HIGH |
5,885.0 |
0.618 |
5,803.6 |
0.500 |
5,778.5 |
0.382 |
5,753.4 |
LOW |
5,672.0 |
0.618 |
5,540.4 |
1.000 |
5,459.0 |
1.618 |
5,327.4 |
2.618 |
5,114.4 |
4.250 |
4,766.8 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
5,778.8 |
5,765.2 |
PP |
5,778.7 |
5,751.3 |
S1 |
5,778.5 |
5,737.5 |
|