Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,191.50 |
1,185.75 |
-5.75 |
-0.5% |
1,163.50 |
High |
1,195.50 |
1,200.50 |
5.00 |
0.4% |
1,183.00 |
Low |
1,172.25 |
1,176.25 |
4.00 |
0.3% |
1,071.50 |
Close |
1,186.50 |
1,184.25 |
-2.25 |
-0.2% |
1,171.00 |
Range |
23.25 |
24.25 |
1.00 |
4.3% |
111.50 |
ATR |
39.34 |
38.26 |
-1.08 |
-2.7% |
0.00 |
Volume |
2,211 |
1,927 |
-284 |
-12.8% |
55,632 |
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.75 |
1,246.25 |
1,197.50 |
|
R3 |
1,235.50 |
1,222.00 |
1,191.00 |
|
R2 |
1,211.25 |
1,211.25 |
1,188.75 |
|
R1 |
1,197.75 |
1,197.75 |
1,186.50 |
1,192.50 |
PP |
1,187.00 |
1,187.00 |
1,187.00 |
1,184.25 |
S1 |
1,173.50 |
1,173.50 |
1,182.00 |
1,168.00 |
S2 |
1,162.75 |
1,162.75 |
1,179.75 |
|
S3 |
1,138.50 |
1,149.25 |
1,177.50 |
|
S4 |
1,114.25 |
1,125.00 |
1,171.00 |
|
|
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 |
1,200.50 |
1,097.50 |
103.00 |
8.7% |
38.50 |
3.2% |
84% |
True |
False |
5,707 |
10 |
1,258.25 |
1,071.50 |
186.75 |
15.8% |
56.00 |
4.7% |
60% |
False |
False |
8,402 |
20 |
1,342.00 |
1,071.50 |
270.50 |
22.8% |
40.25 |
3.4% |
42% |
False |
False |
5,306 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.4% |
29.75 |
2.5% |
41% |
False |
False |
3,322 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.4% |
25.25 |
2.1% |
41% |
False |
False |
2,332 |
80 |
1,361.00 |
1,071.50 |
289.50 |
24.4% |
22.75 |
1.9% |
39% |
False |
False |
1,791 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.4% |
20.50 |
1.7% |
39% |
False |
False |
1,476 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.4% |
18.75 |
1.6% |
39% |
False |
False |
1,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.50 |
2.618 |
1,264.00 |
1.618 |
1,239.75 |
1.000 |
1,224.75 |
0.618 |
1,215.50 |
HIGH |
1,200.50 |
0.618 |
1,191.25 |
0.500 |
1,188.50 |
0.382 |
1,185.50 |
LOW |
1,176.25 |
0.618 |
1,161.25 |
1.000 |
1,152.00 |
1.618 |
1,137.00 |
2.618 |
1,112.75 |
4.250 |
1,073.25 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,188.50 |
1,185.75 |
PP |
1,187.00 |
1,185.25 |
S1 |
1,185.50 |
1,184.75 |
|