Trading Metrics calculated at close of trading on 18-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2011 |
18-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,185.75 |
1,184.25 |
-1.50 |
-0.1% |
1,163.50 |
High |
1,200.50 |
1,184.25 |
-16.25 |
-1.4% |
1,183.00 |
Low |
1,176.25 |
1,122.50 |
-53.75 |
-4.6% |
1,071.50 |
Close |
1,184.25 |
1,137.75 |
-46.50 |
-3.9% |
1,171.00 |
Range |
24.25 |
61.75 |
37.50 |
154.6% |
111.50 |
ATR |
38.26 |
39.94 |
1.68 |
4.4% |
0.00 |
Volume |
1,927 |
1,453 |
-474 |
-24.6% |
55,632 |
|
Daily Pivots for day following 18-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.50 |
1,297.25 |
1,171.75 |
|
R3 |
1,271.75 |
1,235.50 |
1,154.75 |
|
R2 |
1,210.00 |
1,210.00 |
1,149.00 |
|
R1 |
1,173.75 |
1,173.75 |
1,143.50 |
1,161.00 |
PP |
1,148.25 |
1,148.25 |
1,148.25 |
1,141.75 |
S1 |
1,112.00 |
1,112.00 |
1,132.00 |
1,099.25 |
S2 |
1,086.50 |
1,086.50 |
1,126.50 |
|
S3 |
1,024.75 |
1,050.25 |
1,120.75 |
|
S4 |
963.00 |
988.50 |
1,103.75 |
|
|
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 |
1,200.50 |
1,122.50 |
78.00 |
6.9% |
34.75 |
3.0% |
20% |
False |
True |
4,005 |
10 |
1,213.00 |
1,071.50 |
141.50 |
12.4% |
55.00 |
4.8% |
47% |
False |
False |
8,099 |
20 |
1,342.00 |
1,071.50 |
270.50 |
23.8% |
42.00 |
3.7% |
24% |
False |
False |
5,363 |
40 |
1,348.75 |
1,071.50 |
277.25 |
24.4% |
31.00 |
2.7% |
24% |
False |
False |
3,350 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.4% |
26.25 |
2.3% |
24% |
False |
False |
2,355 |
80 |
1,361.00 |
1,071.50 |
289.50 |
25.4% |
23.25 |
2.0% |
23% |
False |
False |
1,807 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.4% |
21.00 |
1.8% |
23% |
False |
False |
1,490 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.4% |
19.25 |
1.7% |
23% |
False |
False |
1,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,446.75 |
2.618 |
1,346.00 |
1.618 |
1,284.25 |
1.000 |
1,246.00 |
0.618 |
1,222.50 |
HIGH |
1,184.25 |
0.618 |
1,160.75 |
0.500 |
1,153.50 |
0.382 |
1,146.00 |
LOW |
1,122.50 |
0.618 |
1,084.25 |
1.000 |
1,060.75 |
1.618 |
1,022.50 |
2.618 |
960.75 |
4.250 |
860.00 |
|
|
Fisher Pivots for day following 18-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,153.50 |
1,161.50 |
PP |
1,148.25 |
1,153.50 |
S1 |
1,143.00 |
1,145.75 |
|