Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,153.50 |
1,166.00 |
12.50 |
1.1% |
1,171.50 |
High |
1,170.75 |
1,183.00 |
12.25 |
1.0% |
1,200.50 |
Low |
1,137.25 |
1,147.50 |
10.25 |
0.9% |
1,112.00 |
Close |
1,166.25 |
1,151.75 |
-14.50 |
-1.2% |
1,118.25 |
Range |
33.50 |
35.50 |
2.00 |
6.0% |
88.50 |
ATR |
39.02 |
38.77 |
-0.25 |
-0.6% |
0.00 |
Volume |
15,933 |
17,337 |
1,404 |
8.8% |
21,581 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,267.25 |
1,245.00 |
1,171.25 |
|
R3 |
1,231.75 |
1,209.50 |
1,161.50 |
|
R2 |
1,196.25 |
1,196.25 |
1,158.25 |
|
R1 |
1,174.00 |
1,174.00 |
1,155.00 |
1,167.50 |
PP |
1,160.75 |
1,160.75 |
1,160.75 |
1,157.50 |
S1 |
1,138.50 |
1,138.50 |
1,148.50 |
1,132.00 |
S2 |
1,125.25 |
1,125.25 |
1,145.25 |
|
S3 |
1,089.75 |
1,103.00 |
1,142.00 |
|
S4 |
1,054.25 |
1,067.50 |
1,132.25 |
|
|
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 |
1,183.00 |
1,105.75 |
77.25 |
6.7% |
36.25 |
3.1% |
60% |
True |
False |
10,947 |
10 |
1,200.50 |
1,105.75 |
94.75 |
8.2% |
35.50 |
3.1% |
49% |
False |
False |
7,476 |
20 |
1,304.00 |
1,071.50 |
232.50 |
20.2% |
46.50 |
4.0% |
35% |
False |
False |
7,421 |
40 |
1,348.75 |
1,071.50 |
277.25 |
24.1% |
33.00 |
2.9% |
29% |
False |
False |
4,526 |
60 |
1,348.75 |
1,071.50 |
277.25 |
24.1% |
27.75 |
2.4% |
29% |
False |
False |
3,265 |
80 |
1,348.75 |
1,071.50 |
277.25 |
24.1% |
25.00 |
2.2% |
29% |
False |
False |
2,484 |
100 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
22.25 |
1.9% |
28% |
False |
False |
2,035 |
120 |
1,361.00 |
1,071.50 |
289.50 |
25.1% |
20.75 |
1.8% |
28% |
False |
False |
1,714 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,334.00 |
2.618 |
1,276.00 |
1.618 |
1,240.50 |
1.000 |
1,218.50 |
0.618 |
1,205.00 |
HIGH |
1,183.00 |
0.618 |
1,169.50 |
0.500 |
1,165.25 |
0.382 |
1,161.00 |
LOW |
1,147.50 |
0.618 |
1,125.50 |
1.000 |
1,112.00 |
1.618 |
1,090.00 |
2.618 |
1,054.50 |
4.250 |
996.50 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,165.25 |
1,150.50 |
PP |
1,160.75 |
1,149.25 |
S1 |
1,156.25 |
1,148.00 |
|