Trading Metrics calculated at close of trading on 15-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2011 |
15-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,170.50 |
1,171.50 |
1.00 |
0.1% |
1,163.50 |
High |
1,180.50 |
1,195.75 |
15.25 |
1.3% |
1,183.00 |
Low |
1,141.25 |
1,171.00 |
29.75 |
2.6% |
1,071.50 |
Close |
1,171.00 |
1,192.75 |
21.75 |
1.9% |
1,171.00 |
Range |
39.25 |
24.75 |
-14.50 |
-36.9% |
111.50 |
ATR |
41.79 |
40.57 |
-1.22 |
-2.9% |
0.00 |
Volume |
7,549 |
6,887 |
-662 |
-8.8% |
55,632 |
|
Daily Pivots for day following 15-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,260.75 |
1,251.50 |
1,206.25 |
|
R3 |
1,236.00 |
1,226.75 |
1,199.50 |
|
R2 |
1,211.25 |
1,211.25 |
1,197.25 |
|
R1 |
1,202.00 |
1,202.00 |
1,195.00 |
1,206.50 |
PP |
1,186.50 |
1,186.50 |
1,186.50 |
1,188.75 |
S1 |
1,177.25 |
1,177.25 |
1,190.50 |
1,182.00 |
S2 |
1,161.75 |
1,161.75 |
1,188.25 |
|
S3 |
1,137.00 |
1,152.50 |
1,186.00 |
|
S4 |
1,112.25 |
1,127.75 |
1,179.25 |
|
|
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 |
1,195.75 |
1,071.50 |
124.25 |
10.4% |
61.50 |
5.1% |
98% |
True |
False |
10,167 |
10 |
1,279.00 |
1,071.50 |
207.50 |
17.4% |
57.75 |
4.8% |
58% |
False |
False |
8,302 |
20 |
1,342.00 |
1,071.50 |
270.50 |
22.7% |
39.50 |
3.3% |
45% |
False |
False |
5,277 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.2% |
29.50 |
2.5% |
44% |
False |
False |
3,236 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.2% |
25.00 |
2.1% |
44% |
False |
False |
2,264 |
80 |
1,361.00 |
1,071.50 |
289.50 |
24.3% |
22.25 |
1.9% |
42% |
False |
False |
1,748 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.3% |
20.25 |
1.7% |
42% |
False |
False |
1,435 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.3% |
18.50 |
1.5% |
42% |
False |
False |
1,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,301.00 |
2.618 |
1,260.50 |
1.618 |
1,235.75 |
1.000 |
1,220.50 |
0.618 |
1,211.00 |
HIGH |
1,195.75 |
0.618 |
1,186.25 |
0.500 |
1,183.50 |
0.382 |
1,180.50 |
LOW |
1,171.00 |
0.618 |
1,155.75 |
1.000 |
1,146.25 |
1.618 |
1,131.00 |
2.618 |
1,106.25 |
4.250 |
1,065.75 |
|
|
Fisher Pivots for day following 15-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,189.50 |
1,177.50 |
PP |
1,186.50 |
1,162.00 |
S1 |
1,183.50 |
1,146.50 |
|