Trading Metrics calculated at close of trading on 05-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,248.50 |
1,190.00 |
-58.50 |
-4.7% |
1,295.25 |
High |
1,258.25 |
1,213.00 |
-45.25 |
-3.6% |
1,304.00 |
Low |
1,187.75 |
1,158.00 |
-29.75 |
-2.5% |
1,158.00 |
Close |
1,193.00 |
1,192.00 |
-1.00 |
-0.1% |
1,192.00 |
Range |
70.50 |
55.00 |
-15.50 |
-22.0% |
146.00 |
ATR |
26.03 |
28.10 |
2.07 |
8.0% |
0.00 |
Volume |
4,486 |
12,883 |
8,397 |
187.2% |
23,592 |
|
Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,352.75 |
1,327.25 |
1,222.25 |
|
R3 |
1,297.75 |
1,272.25 |
1,207.00 |
|
R2 |
1,242.75 |
1,242.75 |
1,202.00 |
|
R1 |
1,217.25 |
1,217.25 |
1,197.00 |
1,230.00 |
PP |
1,187.75 |
1,187.75 |
1,187.75 |
1,194.00 |
S1 |
1,162.25 |
1,162.25 |
1,187.00 |
1,175.00 |
S2 |
1,132.75 |
1,132.75 |
1,182.00 |
|
S3 |
1,077.75 |
1,107.25 |
1,177.00 |
|
S4 |
1,022.75 |
1,052.25 |
1,161.75 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,656.00 |
1,570.00 |
1,272.25 |
|
R3 |
1,510.00 |
1,424.00 |
1,232.25 |
|
R2 |
1,364.00 |
1,364.00 |
1,218.75 |
|
R1 |
1,278.00 |
1,278.00 |
1,205.50 |
1,248.00 |
PP |
1,218.00 |
1,218.00 |
1,218.00 |
1,203.00 |
S1 |
1,132.00 |
1,132.00 |
1,178.50 |
1,102.00 |
S2 |
1,072.00 |
1,072.00 |
1,165.25 |
|
S3 |
926.00 |
986.00 |
1,151.75 |
|
S4 |
780.00 |
840.00 |
1,111.75 |
|
|
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 |
1,158.00 |
146.00 |
12.2% |
46.00 |
3.9% |
23% |
False |
True |
4,718 |
10 |
1,334.25 |
1,158.00 |
176.25 |
14.8% |
33.00 |
2.8% |
19% |
False |
True |
3,587 |
20 |
1,342.00 |
1,158.00 |
184.00 |
15.4% |
26.75 |
2.2% |
18% |
False |
True |
2,662 |
40 |
1,348.75 |
1,158.00 |
190.75 |
16.0% |
22.75 |
1.9% |
18% |
False |
True |
1,815 |
60 |
1,348.75 |
1,158.00 |
190.75 |
16.0% |
20.25 |
1.7% |
18% |
False |
True |
1,245 |
80 |
1,361.00 |
1,158.00 |
203.00 |
17.0% |
18.50 |
1.6% |
17% |
False |
True |
995 |
100 |
1,361.00 |
1,158.00 |
203.00 |
17.0% |
17.75 |
1.5% |
17% |
False |
True |
825 |
120 |
1,361.00 |
1,158.00 |
203.00 |
17.0% |
15.25 |
1.3% |
17% |
False |
True |
692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.75 |
2.618 |
1,357.00 |
1.618 |
1,302.00 |
1.000 |
1,268.00 |
0.618 |
1,247.00 |
HIGH |
1,213.00 |
0.618 |
1,192.00 |
0.500 |
1,185.50 |
0.382 |
1,179.00 |
LOW |
1,158.00 |
0.618 |
1,124.00 |
1.000 |
1,103.00 |
1.618 |
1,069.00 |
2.618 |
1,014.00 |
4.250 |
924.25 |
|
|
Fisher Pivots for day following 05-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,189.75 |
1,208.00 |
PP |
1,187.75 |
1,202.75 |
S1 |
1,185.50 |
1,197.50 |
|