Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,184.25 |
1,136.75 |
-47.50 |
-4.0% |
1,171.50 |
High |
1,184.25 |
1,147.75 |
-36.50 |
-3.1% |
1,200.50 |
Low |
1,122.50 |
1,112.00 |
-10.50 |
-0.9% |
1,112.00 |
Close |
1,137.75 |
1,118.25 |
-19.50 |
-1.7% |
1,118.25 |
Range |
61.75 |
35.75 |
-26.00 |
-42.1% |
88.50 |
ATR |
39.94 |
39.64 |
-0.30 |
-0.7% |
0.00 |
Volume |
1,453 |
9,103 |
7,650 |
526.5% |
21,581 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,233.25 |
1,211.50 |
1,138.00 |
|
R3 |
1,197.50 |
1,175.75 |
1,128.00 |
|
R2 |
1,161.75 |
1,161.75 |
1,124.75 |
|
R1 |
1,140.00 |
1,140.00 |
1,121.50 |
1,133.00 |
PP |
1,126.00 |
1,126.00 |
1,126.00 |
1,122.50 |
S1 |
1,104.25 |
1,104.25 |
1,115.00 |
1,097.25 |
S2 |
1,090.25 |
1,090.25 |
1,111.75 |
|
S3 |
1,054.50 |
1,068.50 |
1,108.50 |
|
S4 |
1,018.75 |
1,032.75 |
1,098.50 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.00 |
1,352.25 |
1,167.00 |
|
R3 |
1,320.50 |
1,263.75 |
1,142.50 |
|
R2 |
1,232.00 |
1,232.00 |
1,134.50 |
|
R1 |
1,175.25 |
1,175.25 |
1,126.25 |
1,159.50 |
PP |
1,143.50 |
1,143.50 |
1,143.50 |
1,135.75 |
S1 |
1,086.75 |
1,086.75 |
1,110.25 |
1,071.00 |
S2 |
1,055.00 |
1,055.00 |
1,102.00 |
|
S3 |
966.50 |
998.25 |
1,094.00 |
|
S4 |
878.00 |
909.75 |
1,069.50 |
|
|
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 |
1,112.00 |
88.50 |
7.9% |
34.00 |
3.0% |
7% |
False |
True |
4,316 |
10 |
1,200.50 |
1,071.50 |
129.00 |
11.5% |
53.00 |
4.7% |
36% |
False |
False |
7,721 |
20 |
1,334.25 |
1,071.50 |
262.75 |
23.5% |
43.00 |
3.8% |
18% |
False |
False |
5,654 |
40 |
1,348.75 |
1,071.50 |
277.25 |
24.8% |
31.25 |
2.8% |
17% |
False |
False |
3,560 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.8% |
26.50 |
2.4% |
17% |
False |
False |
2,507 |
80 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
23.75 |
2.1% |
16% |
False |
False |
1,921 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
21.25 |
1.9% |
16% |
False |
False |
1,581 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
19.50 |
1.8% |
16% |
False |
False |
1,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,299.75 |
2.618 |
1,241.25 |
1.618 |
1,205.50 |
1.000 |
1,183.50 |
0.618 |
1,169.75 |
HIGH |
1,147.75 |
0.618 |
1,134.00 |
0.500 |
1,130.00 |
0.382 |
1,125.75 |
LOW |
1,112.00 |
0.618 |
1,090.00 |
1.000 |
1,076.25 |
1.618 |
1,054.25 |
2.618 |
1,018.50 |
4.250 |
960.00 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,130.00 |
1,156.25 |
PP |
1,126.00 |
1,143.50 |
S1 |
1,122.00 |
1,131.00 |
|