Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,151.25 |
1,170.25 |
19.00 |
1.7% |
1,116.00 |
High |
1,173.50 |
1,202.75 |
29.25 |
2.5% |
1,183.00 |
Low |
1,126.75 |
1,167.75 |
41.00 |
3.6% |
1,105.75 |
Close |
1,170.25 |
1,202.25 |
32.00 |
2.7% |
1,170.25 |
Range |
46.75 |
35.00 |
-11.75 |
-25.1% |
77.25 |
ATR |
39.34 |
39.03 |
-0.31 |
-0.8% |
0.00 |
Volume |
15,620 |
8,019 |
-7,601 |
-48.7% |
61,252 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,296.00 |
1,284.00 |
1,221.50 |
|
R3 |
1,261.00 |
1,249.00 |
1,212.00 |
|
R2 |
1,226.00 |
1,226.00 |
1,208.75 |
|
R1 |
1,214.00 |
1,214.00 |
1,205.50 |
1,220.00 |
PP |
1,191.00 |
1,191.00 |
1,191.00 |
1,194.00 |
S1 |
1,179.00 |
1,179.00 |
1,199.00 |
1,185.00 |
S2 |
1,156.00 |
1,156.00 |
1,195.75 |
|
S3 |
1,121.00 |
1,144.00 |
1,192.50 |
|
S4 |
1,086.00 |
1,109.00 |
1,183.00 |
|
|
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 |
1,202.75 |
1,113.00 |
89.75 |
7.5% |
38.50 |
3.2% |
99% |
True |
False |
11,928 |
10 |
1,202.75 |
1,105.75 |
97.00 |
8.1% |
37.25 |
3.1% |
99% |
True |
False |
8,396 |
20 |
1,279.00 |
1,071.50 |
207.50 |
17.3% |
47.50 |
3.9% |
63% |
False |
False |
8,349 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.1% |
34.00 |
2.8% |
47% |
False |
False |
5,079 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.1% |
28.75 |
2.4% |
47% |
False |
False |
3,656 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.1% |
25.50 |
2.1% |
47% |
False |
False |
2,775 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.1% |
23.00 |
1.9% |
45% |
False |
False |
2,271 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.1% |
21.50 |
1.8% |
45% |
False |
False |
1,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.50 |
2.618 |
1,294.50 |
1.618 |
1,259.50 |
1.000 |
1,237.75 |
0.618 |
1,224.50 |
HIGH |
1,202.75 |
0.618 |
1,189.50 |
0.500 |
1,185.25 |
0.382 |
1,181.00 |
LOW |
1,167.75 |
0.618 |
1,146.00 |
1.000 |
1,132.75 |
1.618 |
1,111.00 |
2.618 |
1,076.00 |
4.250 |
1,019.00 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,196.50 |
1,189.75 |
PP |
1,191.00 |
1,177.25 |
S1 |
1,185.25 |
1,164.75 |
|