Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,171.50 |
1,191.50 |
20.00 |
1.7% |
1,163.50 |
High |
1,195.75 |
1,195.50 |
-0.25 |
0.0% |
1,183.00 |
Low |
1,171.00 |
1,172.25 |
1.25 |
0.1% |
1,071.50 |
Close |
1,192.75 |
1,186.50 |
-6.25 |
-0.5% |
1,171.00 |
Range |
24.75 |
23.25 |
-1.50 |
-6.1% |
111.50 |
ATR |
40.57 |
39.34 |
-1.24 |
-3.0% |
0.00 |
Volume |
6,887 |
2,211 |
-4,676 |
-67.9% |
55,632 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.50 |
1,243.75 |
1,199.25 |
|
R3 |
1,231.25 |
1,220.50 |
1,193.00 |
|
R2 |
1,208.00 |
1,208.00 |
1,190.75 |
|
R1 |
1,197.25 |
1,197.25 |
1,188.75 |
1,191.00 |
PP |
1,184.75 |
1,184.75 |
1,184.75 |
1,181.50 |
S1 |
1,174.00 |
1,174.00 |
1,184.25 |
1,167.75 |
S2 |
1,161.50 |
1,161.50 |
1,182.25 |
|
S3 |
1,138.25 |
1,150.75 |
1,180.00 |
|
S4 |
1,115.00 |
1,127.50 |
1,173.75 |
|
|
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 |
1,097.50 |
98.25 |
8.3% |
46.50 |
3.9% |
91% |
False |
False |
8,161 |
10 |
1,258.25 |
1,071.50 |
186.75 |
15.7% |
56.25 |
4.7% |
62% |
False |
False |
8,399 |
20 |
1,342.00 |
1,071.50 |
270.50 |
22.8% |
39.50 |
3.3% |
43% |
False |
False |
5,317 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.4% |
29.75 |
2.5% |
41% |
False |
False |
3,283 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.4% |
25.25 |
2.1% |
41% |
False |
False |
2,300 |
80 |
1,361.00 |
1,071.50 |
289.50 |
24.4% |
22.50 |
1.9% |
40% |
False |
False |
1,772 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.4% |
20.25 |
1.7% |
40% |
False |
False |
1,457 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.4% |
18.50 |
1.6% |
40% |
False |
False |
1,231 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.25 |
2.618 |
1,256.25 |
1.618 |
1,233.00 |
1.000 |
1,218.75 |
0.618 |
1,209.75 |
HIGH |
1,195.50 |
0.618 |
1,186.50 |
0.500 |
1,184.00 |
0.382 |
1,181.25 |
LOW |
1,172.25 |
0.618 |
1,158.00 |
1.000 |
1,149.00 |
1.618 |
1,134.75 |
2.618 |
1,111.50 |
4.250 |
1,073.50 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,185.50 |
1,180.50 |
PP |
1,184.75 |
1,174.50 |
S1 |
1,184.00 |
1,168.50 |
|