Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,163.50 |
1,106.00 |
-57.50 |
-4.9% |
1,295.25 |
High |
1,183.00 |
1,169.50 |
-13.50 |
-1.1% |
1,304.00 |
Low |
1,104.00 |
1,071.50 |
-32.50 |
-2.9% |
1,158.00 |
Close |
1,105.50 |
1,166.00 |
60.50 |
5.5% |
1,192.00 |
Range |
79.00 |
98.00 |
19.00 |
24.1% |
146.00 |
ATR |
32.38 |
37.06 |
4.69 |
14.5% |
0.00 |
Volume |
11,683 |
12,242 |
559 |
4.8% |
23,592 |
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,429.75 |
1,395.75 |
1,220.00 |
|
R3 |
1,331.75 |
1,297.75 |
1,193.00 |
|
R2 |
1,233.75 |
1,233.75 |
1,184.00 |
|
R1 |
1,199.75 |
1,199.75 |
1,175.00 |
1,216.75 |
PP |
1,135.75 |
1,135.75 |
1,135.75 |
1,144.00 |
S1 |
1,101.75 |
1,101.75 |
1,157.00 |
1,118.75 |
S2 |
1,037.75 |
1,037.75 |
1,148.00 |
|
S3 |
939.75 |
1,003.75 |
1,139.00 |
|
S4 |
841.75 |
905.75 |
1,112.00 |
|
|
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 |
1,258.25 |
1,071.50 |
186.75 |
16.0% |
66.00 |
5.7% |
51% |
False |
True |
8,637 |
10 |
1,322.75 |
1,071.50 |
251.25 |
21.5% |
47.50 |
4.1% |
38% |
False |
True |
5,305 |
20 |
1,342.00 |
1,071.50 |
270.50 |
23.2% |
33.00 |
2.8% |
35% |
False |
True |
3,709 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
26.50 |
2.3% |
34% |
False |
True |
2,401 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.8% |
22.50 |
1.9% |
34% |
False |
True |
1,642 |
80 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
20.50 |
1.8% |
33% |
False |
True |
1,287 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
18.75 |
1.6% |
33% |
False |
True |
1,055 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.8% |
16.75 |
1.4% |
33% |
False |
True |
891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,586.00 |
2.618 |
1,426.00 |
1.618 |
1,328.00 |
1.000 |
1,267.50 |
0.618 |
1,230.00 |
HIGH |
1,169.50 |
0.618 |
1,132.00 |
0.500 |
1,120.50 |
0.382 |
1,109.00 |
LOW |
1,071.50 |
0.618 |
1,011.00 |
1.000 |
973.50 |
1.618 |
913.00 |
2.618 |
815.00 |
4.250 |
655.00 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,150.75 |
1,158.00 |
PP |
1,135.75 |
1,150.25 |
S1 |
1,120.50 |
1,142.25 |
|