Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,106.00 |
1,166.25 |
60.25 |
5.4% |
1,295.25 |
High |
1,169.50 |
1,173.00 |
3.50 |
0.3% |
1,304.00 |
Low |
1,071.50 |
1,108.50 |
37.00 |
3.5% |
1,158.00 |
Close |
1,166.00 |
1,117.75 |
-48.25 |
-4.1% |
1,192.00 |
Range |
98.00 |
64.50 |
-33.50 |
-34.2% |
146.00 |
ATR |
37.06 |
39.02 |
1.96 |
5.3% |
0.00 |
Volume |
12,242 |
14,195 |
1,953 |
16.0% |
23,592 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.50 |
1,286.75 |
1,153.25 |
|
R3 |
1,262.00 |
1,222.25 |
1,135.50 |
|
R2 |
1,197.50 |
1,197.50 |
1,129.50 |
|
R1 |
1,157.75 |
1,157.75 |
1,123.75 |
1,145.50 |
PP |
1,133.00 |
1,133.00 |
1,133.00 |
1,127.00 |
S1 |
1,093.25 |
1,093.25 |
1,111.75 |
1,081.00 |
S2 |
1,068.50 |
1,068.50 |
1,106.00 |
|
S3 |
1,004.00 |
1,028.75 |
1,100.00 |
|
S4 |
939.50 |
964.25 |
1,082.25 |
|
|
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 |
16.7% |
73.50 |
6.6% |
25% |
False |
False |
11,097 |
10 |
1,307.00 |
1,071.50 |
235.50 |
21.1% |
51.00 |
4.6% |
20% |
False |
False |
6,590 |
20 |
1,342.00 |
1,071.50 |
270.50 |
24.2% |
35.25 |
3.2% |
17% |
False |
False |
4,264 |
40 |
1,348.75 |
1,071.50 |
277.25 |
24.8% |
27.50 |
2.5% |
17% |
False |
False |
2,732 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.8% |
23.25 |
2.1% |
17% |
False |
False |
1,878 |
80 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
21.00 |
1.9% |
16% |
False |
False |
1,457 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
19.25 |
1.7% |
16% |
False |
False |
1,196 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
17.25 |
1.5% |
16% |
False |
False |
1,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,447.00 |
2.618 |
1,341.75 |
1.618 |
1,277.25 |
1.000 |
1,237.50 |
0.618 |
1,212.75 |
HIGH |
1,173.00 |
0.618 |
1,148.25 |
0.500 |
1,140.75 |
0.382 |
1,133.25 |
LOW |
1,108.50 |
0.618 |
1,068.75 |
1.000 |
1,044.00 |
1.618 |
1,004.25 |
2.618 |
939.75 |
4.250 |
834.50 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,140.75 |
1,127.25 |
PP |
1,133.00 |
1,124.00 |
S1 |
1,125.50 |
1,121.00 |
|