Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,116.00 |
1,116.50 |
0.50 |
0.0% |
1,171.50 |
High |
1,140.50 |
1,154.50 |
14.00 |
1.2% |
1,200.50 |
Low |
1,105.75 |
1,113.00 |
7.25 |
0.7% |
1,112.00 |
Close |
1,117.50 |
1,153.00 |
35.50 |
3.2% |
1,118.25 |
Range |
34.75 |
41.50 |
6.75 |
19.4% |
88.50 |
ATR |
39.29 |
39.45 |
0.16 |
0.4% |
0.00 |
Volume |
9,630 |
2,732 |
-6,898 |
-71.6% |
21,581 |
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.75 |
1,250.25 |
1,175.75 |
|
R3 |
1,223.25 |
1,208.75 |
1,164.50 |
|
R2 |
1,181.75 |
1,181.75 |
1,160.50 |
|
R1 |
1,167.25 |
1,167.25 |
1,156.75 |
1,174.50 |
PP |
1,140.25 |
1,140.25 |
1,140.25 |
1,143.75 |
S1 |
1,125.75 |
1,125.75 |
1,149.25 |
1,133.00 |
S2 |
1,098.75 |
1,098.75 |
1,145.50 |
|
S3 |
1,057.25 |
1,084.25 |
1,141.50 |
|
S4 |
1,015.75 |
1,042.75 |
1,130.25 |
|
|
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 |
8.2% |
39.50 |
3.4% |
50% |
False |
False |
4,969 |
10 |
1,200.50 |
1,097.50 |
103.00 |
8.9% |
43.00 |
3.7% |
54% |
False |
False |
6,565 |
20 |
1,322.75 |
1,071.50 |
251.25 |
21.8% |
45.25 |
3.9% |
32% |
False |
False |
5,935 |
40 |
1,348.75 |
1,071.50 |
277.25 |
24.0% |
32.00 |
2.8% |
29% |
False |
False |
3,753 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.0% |
27.25 |
2.4% |
29% |
False |
False |
2,712 |
80 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
24.50 |
2.1% |
28% |
False |
False |
2,071 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
21.75 |
1.9% |
28% |
False |
False |
1,702 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
20.25 |
1.8% |
28% |
False |
False |
1,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,331.00 |
2.618 |
1,263.25 |
1.618 |
1,221.75 |
1.000 |
1,196.00 |
0.618 |
1,180.25 |
HIGH |
1,154.50 |
0.618 |
1,138.75 |
0.500 |
1,133.75 |
0.382 |
1,128.75 |
LOW |
1,113.00 |
0.618 |
1,087.25 |
1.000 |
1,071.50 |
1.618 |
1,045.75 |
2.618 |
1,004.25 |
4.250 |
936.50 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,146.50 |
1,145.50 |
PP |
1,140.25 |
1,137.75 |
S1 |
1,133.75 |
1,130.00 |
|