Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,166.00 |
1,151.25 |
-14.75 |
-1.3% |
1,116.00 |
High |
1,183.00 |
1,173.50 |
-9.50 |
-0.8% |
1,183.00 |
Low |
1,147.50 |
1,126.75 |
-20.75 |
-1.8% |
1,105.75 |
Close |
1,151.75 |
1,170.25 |
18.50 |
1.6% |
1,170.25 |
Range |
35.50 |
46.75 |
11.25 |
31.7% |
77.25 |
ATR |
38.77 |
39.34 |
0.57 |
1.5% |
0.00 |
Volume |
17,337 |
15,620 |
-1,717 |
-9.9% |
61,252 |
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,297.00 |
1,280.50 |
1,196.00 |
|
R3 |
1,250.25 |
1,233.75 |
1,183.00 |
|
R2 |
1,203.50 |
1,203.50 |
1,178.75 |
|
R1 |
1,187.00 |
1,187.00 |
1,174.50 |
1,195.25 |
PP |
1,156.75 |
1,156.75 |
1,156.75 |
1,161.00 |
S1 |
1,140.25 |
1,140.25 |
1,166.00 |
1,148.50 |
S2 |
1,110.00 |
1,110.00 |
1,161.75 |
|
S3 |
1,063.25 |
1,093.50 |
1,157.50 |
|
S4 |
1,016.50 |
1,046.75 |
1,144.50 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.75 |
1,354.75 |
1,212.75 |
|
R3 |
1,307.50 |
1,277.50 |
1,191.50 |
|
R2 |
1,230.25 |
1,230.25 |
1,184.50 |
|
R1 |
1,200.25 |
1,200.25 |
1,177.25 |
1,215.25 |
PP |
1,153.00 |
1,153.00 |
1,153.00 |
1,160.50 |
S1 |
1,123.00 |
1,123.00 |
1,163.25 |
1,138.00 |
S2 |
1,075.75 |
1,075.75 |
1,156.00 |
|
S3 |
998.50 |
1,045.75 |
1,149.00 |
|
S4 |
921.25 |
968.50 |
1,127.75 |
|
|
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 |
6.6% |
38.50 |
3.3% |
83% |
False |
False |
12,250 |
10 |
1,200.50 |
1,105.75 |
94.75 |
8.1% |
36.25 |
3.1% |
68% |
False |
False |
8,283 |
20 |
1,304.00 |
1,071.50 |
232.50 |
19.9% |
47.50 |
4.1% |
42% |
False |
False |
8,102 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
33.75 |
2.9% |
36% |
False |
False |
4,895 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
28.25 |
2.4% |
36% |
False |
False |
3,525 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.7% |
25.25 |
2.2% |
36% |
False |
False |
2,679 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.7% |
22.75 |
1.9% |
34% |
False |
False |
2,191 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.7% |
21.25 |
1.8% |
34% |
False |
False |
1,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.25 |
2.618 |
1,296.00 |
1.618 |
1,249.25 |
1.000 |
1,220.25 |
0.618 |
1,202.50 |
HIGH |
1,173.50 |
0.618 |
1,155.75 |
0.500 |
1,150.00 |
0.382 |
1,144.50 |
LOW |
1,126.75 |
0.618 |
1,097.75 |
1.000 |
1,080.00 |
1.618 |
1,051.00 |
2.618 |
1,004.25 |
4.250 |
928.00 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,163.50 |
1,165.00 |
PP |
1,156.75 |
1,160.00 |
S1 |
1,150.00 |
1,155.00 |
|