Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,190.00 |
1,163.50 |
-26.50 |
-2.2% |
1,295.25 |
High |
1,213.00 |
1,183.00 |
-30.00 |
-2.5% |
1,304.00 |
Low |
1,158.00 |
1,104.00 |
-54.00 |
-4.7% |
1,158.00 |
Close |
1,192.00 |
1,105.50 |
-86.50 |
-7.3% |
1,192.00 |
Range |
55.00 |
79.00 |
24.00 |
43.6% |
146.00 |
ATR |
28.10 |
32.38 |
4.28 |
15.2% |
0.00 |
Volume |
12,883 |
11,683 |
-1,200 |
-9.3% |
23,592 |
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.75 |
1,315.75 |
1,149.00 |
|
R3 |
1,288.75 |
1,236.75 |
1,127.25 |
|
R2 |
1,209.75 |
1,209.75 |
1,120.00 |
|
R1 |
1,157.75 |
1,157.75 |
1,112.75 |
1,144.25 |
PP |
1,130.75 |
1,130.75 |
1,130.75 |
1,124.00 |
S1 |
1,078.75 |
1,078.75 |
1,098.25 |
1,065.25 |
S2 |
1,051.75 |
1,051.75 |
1,091.00 |
|
S3 |
972.75 |
999.75 |
1,083.75 |
|
S4 |
893.75 |
920.75 |
1,062.00 |
|
|
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 |
1,279.00 |
1,104.00 |
175.00 |
15.8% |
54.00 |
4.9% |
1% |
False |
True |
6,438 |
10 |
1,334.00 |
1,104.00 |
230.00 |
20.8% |
39.00 |
3.5% |
1% |
False |
True |
4,420 |
20 |
1,342.00 |
1,104.00 |
238.00 |
21.5% |
29.50 |
2.7% |
1% |
False |
True |
3,202 |
40 |
1,348.75 |
1,104.00 |
244.75 |
22.1% |
24.25 |
2.2% |
1% |
False |
True |
2,098 |
60 |
1,348.75 |
1,104.00 |
244.75 |
22.1% |
21.25 |
1.9% |
1% |
False |
True |
1,439 |
80 |
1,361.00 |
1,104.00 |
257.00 |
23.2% |
19.25 |
1.8% |
1% |
False |
True |
1,141 |
100 |
1,361.00 |
1,104.00 |
257.00 |
23.2% |
18.25 |
1.6% |
1% |
False |
True |
940 |
120 |
1,361.00 |
1,104.00 |
257.00 |
23.2% |
15.75 |
1.4% |
1% |
False |
True |
789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.75 |
2.618 |
1,389.75 |
1.618 |
1,310.75 |
1.000 |
1,262.00 |
0.618 |
1,231.75 |
HIGH |
1,183.00 |
0.618 |
1,152.75 |
0.500 |
1,143.50 |
0.382 |
1,134.25 |
LOW |
1,104.00 |
0.618 |
1,055.25 |
1.000 |
1,025.00 |
1.618 |
976.25 |
2.618 |
897.25 |
4.250 |
768.25 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,143.50 |
1,181.00 |
PP |
1,130.75 |
1,156.00 |
S1 |
1,118.25 |
1,130.75 |
|