Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,170.25 |
1,201.75 |
31.50 |
2.7% |
1,116.00 |
High |
1,202.75 |
1,213.00 |
10.25 |
0.9% |
1,183.00 |
Low |
1,167.75 |
1,188.00 |
20.25 |
1.7% |
1,105.75 |
Close |
1,202.25 |
1,199.00 |
-3.25 |
-0.3% |
1,170.25 |
Range |
35.00 |
25.00 |
-10.00 |
-28.6% |
77.25 |
ATR |
39.03 |
38.03 |
-1.00 |
-2.6% |
0.00 |
Volume |
8,019 |
32,222 |
24,203 |
301.8% |
61,252 |
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,275.00 |
1,262.00 |
1,212.75 |
|
R3 |
1,250.00 |
1,237.00 |
1,206.00 |
|
R2 |
1,225.00 |
1,225.00 |
1,203.50 |
|
R1 |
1,212.00 |
1,212.00 |
1,201.25 |
1,206.00 |
PP |
1,200.00 |
1,200.00 |
1,200.00 |
1,197.00 |
S1 |
1,187.00 |
1,187.00 |
1,196.75 |
1,181.00 |
S2 |
1,175.00 |
1,175.00 |
1,194.50 |
|
S3 |
1,150.00 |
1,162.00 |
1,192.00 |
|
S4 |
1,125.00 |
1,137.00 |
1,185.25 |
|
|
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 |
1,213.00 |
1,126.75 |
86.25 |
7.2% |
35.25 |
2.9% |
84% |
True |
False |
17,826 |
10 |
1,213.00 |
1,105.75 |
107.25 |
8.9% |
37.50 |
3.1% |
87% |
True |
False |
11,397 |
20 |
1,258.25 |
1,071.50 |
186.75 |
15.6% |
46.75 |
3.9% |
68% |
False |
False |
9,898 |
40 |
1,348.75 |
1,071.50 |
277.25 |
23.1% |
34.25 |
2.9% |
46% |
False |
False |
5,864 |
60 |
1,348.75 |
1,071.50 |
277.25 |
23.1% |
28.75 |
2.4% |
46% |
False |
False |
4,193 |
80 |
1,348.75 |
1,071.50 |
277.25 |
23.1% |
25.50 |
2.1% |
46% |
False |
False |
3,172 |
100 |
1,361.00 |
1,071.50 |
289.50 |
24.1% |
23.00 |
1.9% |
44% |
False |
False |
2,593 |
120 |
1,361.00 |
1,071.50 |
289.50 |
24.1% |
21.75 |
1.8% |
44% |
False |
False |
2,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.25 |
2.618 |
1,278.50 |
1.618 |
1,253.50 |
1.000 |
1,238.00 |
0.618 |
1,228.50 |
HIGH |
1,213.00 |
0.618 |
1,203.50 |
0.500 |
1,200.50 |
0.382 |
1,197.50 |
LOW |
1,188.00 |
0.618 |
1,172.50 |
1.000 |
1,163.00 |
1.618 |
1,147.50 |
2.618 |
1,122.50 |
4.250 |
1,081.75 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,200.50 |
1,189.25 |
PP |
1,200.00 |
1,179.50 |
S1 |
1,199.50 |
1,170.00 |
|