Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,136.75 |
1,116.00 |
-20.75 |
-1.8% |
1,171.50 |
High |
1,147.75 |
1,140.50 |
-7.25 |
-0.6% |
1,200.50 |
Low |
1,112.00 |
1,105.75 |
-6.25 |
-0.6% |
1,112.00 |
Close |
1,118.25 |
1,117.50 |
-0.75 |
-0.1% |
1,118.25 |
Range |
35.75 |
34.75 |
-1.00 |
-2.8% |
88.50 |
ATR |
39.64 |
39.29 |
-0.35 |
-0.9% |
0.00 |
Volume |
9,103 |
9,630 |
527 |
5.8% |
21,581 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,225.50 |
1,206.25 |
1,136.50 |
|
R3 |
1,190.75 |
1,171.50 |
1,127.00 |
|
R2 |
1,156.00 |
1,156.00 |
1,123.75 |
|
R1 |
1,136.75 |
1,136.75 |
1,120.75 |
1,146.50 |
PP |
1,121.25 |
1,121.25 |
1,121.25 |
1,126.00 |
S1 |
1,102.00 |
1,102.00 |
1,114.25 |
1,111.50 |
S2 |
1,086.50 |
1,086.50 |
1,111.25 |
|
S3 |
1,051.75 |
1,067.25 |
1,108.00 |
|
S4 |
1,017.00 |
1,032.50 |
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 |
1,105.75 |
94.75 |
8.5% |
36.00 |
3.2% |
12% |
False |
True |
4,864 |
10 |
1,200.50 |
1,071.50 |
129.00 |
11.5% |
48.75 |
4.4% |
36% |
False |
False |
7,516 |
20 |
1,334.00 |
1,071.50 |
262.50 |
23.5% |
44.00 |
3.9% |
18% |
False |
False |
5,968 |
40 |
1,348.75 |
1,071.50 |
277.25 |
24.8% |
31.50 |
2.8% |
17% |
False |
False |
3,747 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.8% |
26.75 |
2.4% |
17% |
False |
False |
2,667 |
80 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
24.00 |
2.1% |
16% |
False |
False |
2,041 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
21.50 |
1.9% |
16% |
False |
False |
1,675 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.9% |
19.75 |
1.8% |
16% |
False |
False |
1,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,288.25 |
2.618 |
1,231.50 |
1.618 |
1,196.75 |
1.000 |
1,175.25 |
0.618 |
1,162.00 |
HIGH |
1,140.50 |
0.618 |
1,127.25 |
0.500 |
1,123.00 |
0.382 |
1,119.00 |
LOW |
1,105.75 |
0.618 |
1,084.25 |
1.000 |
1,071.00 |
1.618 |
1,049.50 |
2.618 |
1,014.75 |
4.250 |
958.00 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,123.00 |
1,145.00 |
PP |
1,121.25 |
1,135.75 |
S1 |
1,119.50 |
1,126.75 |
|