Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,243.00 |
1,248.50 |
5.50 |
0.4% |
1,326.00 |
High |
1,252.00 |
1,258.25 |
6.25 |
0.5% |
1,334.25 |
Low |
1,224.75 |
1,187.75 |
-37.00 |
-3.0% |
1,273.00 |
Close |
1,249.00 |
1,193.00 |
-56.00 |
-4.5% |
1,282.75 |
Range |
27.25 |
70.50 |
43.25 |
158.7% |
61.25 |
ATR |
22.61 |
26.03 |
3.42 |
15.1% |
0.00 |
Volume |
1,893 |
4,486 |
2,593 |
137.0% |
12,278 |
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.50 |
1,379.25 |
1,231.75 |
|
R3 |
1,354.00 |
1,308.75 |
1,212.50 |
|
R2 |
1,283.50 |
1,283.50 |
1,206.00 |
|
R1 |
1,238.25 |
1,238.25 |
1,199.50 |
1,225.50 |
PP |
1,213.00 |
1,213.00 |
1,213.00 |
1,206.75 |
S1 |
1,167.75 |
1,167.75 |
1,186.50 |
1,155.00 |
S2 |
1,142.50 |
1,142.50 |
1,180.00 |
|
S3 |
1,072.00 |
1,097.25 |
1,173.50 |
|
S4 |
1,001.50 |
1,026.75 |
1,154.25 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,480.50 |
1,442.75 |
1,316.50 |
|
R3 |
1,419.25 |
1,381.50 |
1,299.50 |
|
R2 |
1,358.00 |
1,358.00 |
1,294.00 |
|
R1 |
1,320.25 |
1,320.25 |
1,288.25 |
1,308.50 |
PP |
1,296.75 |
1,296.75 |
1,296.75 |
1,290.75 |
S1 |
1,259.00 |
1,259.00 |
1,277.25 |
1,247.25 |
S2 |
1,235.50 |
1,235.50 |
1,271.50 |
|
S3 |
1,174.25 |
1,197.75 |
1,266.00 |
|
S4 |
1,113.00 |
1,136.50 |
1,249.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,304.00 |
1,187.75 |
116.25 |
9.7% |
39.25 |
3.3% |
5% |
False |
True |
2,539 |
10 |
1,342.00 |
1,187.75 |
154.25 |
12.9% |
29.00 |
2.4% |
3% |
False |
True |
2,626 |
20 |
1,348.75 |
1,187.75 |
161.00 |
13.5% |
25.25 |
2.1% |
3% |
False |
True |
2,074 |
40 |
1,348.75 |
1,187.75 |
161.00 |
13.5% |
21.75 |
1.8% |
3% |
False |
True |
1,495 |
60 |
1,348.75 |
1,187.75 |
161.00 |
13.5% |
19.75 |
1.6% |
3% |
False |
True |
1,030 |
80 |
1,361.00 |
1,187.75 |
173.25 |
14.5% |
18.00 |
1.5% |
3% |
False |
True |
834 |
100 |
1,361.00 |
1,187.75 |
173.25 |
14.5% |
17.50 |
1.5% |
3% |
False |
True |
699 |
120 |
1,361.00 |
1,187.75 |
173.25 |
14.5% |
14.75 |
1.2% |
3% |
False |
True |
584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.00 |
2.618 |
1,442.75 |
1.618 |
1,372.25 |
1.000 |
1,328.75 |
0.618 |
1,301.75 |
HIGH |
1,258.25 |
0.618 |
1,231.25 |
0.500 |
1,223.00 |
0.382 |
1,214.75 |
LOW |
1,187.75 |
0.618 |
1,144.25 |
1.000 |
1,117.25 |
1.618 |
1,073.75 |
2.618 |
1,003.25 |
4.250 |
888.00 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,223.00 |
1,233.50 |
PP |
1,213.00 |
1,220.00 |
S1 |
1,203.00 |
1,206.50 |
|