Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,116.75 |
1,170.50 |
53.75 |
4.8% |
1,163.50 |
High |
1,178.00 |
1,180.50 |
2.50 |
0.2% |
1,183.00 |
Low |
1,097.50 |
1,141.25 |
43.75 |
4.0% |
1,071.50 |
Close |
1,162.75 |
1,171.00 |
8.25 |
0.7% |
1,171.00 |
Range |
80.50 |
39.25 |
-41.25 |
-51.2% |
111.50 |
ATR |
41.99 |
41.79 |
-0.20 |
-0.5% |
0.00 |
Volume |
9,963 |
7,549 |
-2,414 |
-24.2% |
55,632 |
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,282.00 |
1,265.75 |
1,192.50 |
|
R3 |
1,242.75 |
1,226.50 |
1,181.75 |
|
R2 |
1,203.50 |
1,203.50 |
1,178.25 |
|
R1 |
1,187.25 |
1,187.25 |
1,174.50 |
1,195.50 |
PP |
1,164.25 |
1,164.25 |
1,164.25 |
1,168.25 |
S1 |
1,148.00 |
1,148.00 |
1,167.50 |
1,156.00 |
S2 |
1,125.00 |
1,125.00 |
1,163.75 |
|
S3 |
1,085.75 |
1,108.75 |
1,160.25 |
|
S4 |
1,046.50 |
1,069.50 |
1,149.50 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.25 |
1,435.25 |
1,232.25 |
|
R3 |
1,364.75 |
1,323.75 |
1,201.75 |
|
R2 |
1,253.25 |
1,253.25 |
1,191.50 |
|
R1 |
1,212.25 |
1,212.25 |
1,181.25 |
1,232.75 |
PP |
1,141.75 |
1,141.75 |
1,141.75 |
1,152.00 |
S1 |
1,100.75 |
1,100.75 |
1,160.75 |
1,121.25 |
S2 |
1,030.25 |
1,030.25 |
1,150.50 |
|
S3 |
918.75 |
989.25 |
1,140.25 |
|
S4 |
807.25 |
877.75 |
1,109.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.00 |
1,071.50 |
111.50 |
9.5% |
72.25 |
6.2% |
89% |
False |
False |
11,126 |
10 |
1,304.00 |
1,071.50 |
232.50 |
19.9% |
59.00 |
5.0% |
43% |
False |
False |
7,922 |
20 |
1,342.00 |
1,071.50 |
270.50 |
23.1% |
39.50 |
3.4% |
37% |
False |
False |
4,997 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
29.50 |
2.5% |
36% |
False |
False |
3,086 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
24.75 |
2.1% |
36% |
False |
False |
2,150 |
80 |
1,361.00 |
1,071.50 |
289.50 |
24.7% |
22.25 |
1.9% |
34% |
False |
False |
1,662 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.7% |
20.25 |
1.7% |
34% |
False |
False |
1,366 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.7% |
18.25 |
1.6% |
34% |
False |
False |
1,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.25 |
2.618 |
1,283.25 |
1.618 |
1,244.00 |
1.000 |
1,219.75 |
0.618 |
1,204.75 |
HIGH |
1,180.50 |
0.618 |
1,165.50 |
0.500 |
1,161.00 |
0.382 |
1,156.25 |
LOW |
1,141.25 |
0.618 |
1,117.00 |
1.000 |
1,102.00 |
1.618 |
1,077.75 |
2.618 |
1,038.50 |
4.250 |
974.50 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,167.50 |
1,160.25 |
PP |
1,164.25 |
1,149.75 |
S1 |
1,161.00 |
1,139.00 |
|