Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,201.75 |
1,199.00 |
-2.75 |
-0.2% |
1,116.00 |
High |
1,213.00 |
1,223.75 |
10.75 |
0.9% |
1,183.00 |
Low |
1,188.00 |
1,195.75 |
7.75 |
0.7% |
1,105.75 |
Close |
1,199.00 |
1,212.00 |
13.00 |
1.1% |
1,170.25 |
Range |
25.00 |
28.00 |
3.00 |
12.0% |
77.25 |
ATR |
38.03 |
37.31 |
-0.72 |
-1.9% |
0.00 |
Volume |
32,222 |
11,650 |
-20,572 |
-63.8% |
61,252 |
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.50 |
1,281.25 |
1,227.50 |
|
R3 |
1,266.50 |
1,253.25 |
1,219.75 |
|
R2 |
1,238.50 |
1,238.50 |
1,217.25 |
|
R1 |
1,225.25 |
1,225.25 |
1,214.50 |
1,232.00 |
PP |
1,210.50 |
1,210.50 |
1,210.50 |
1,213.75 |
S1 |
1,197.25 |
1,197.25 |
1,209.50 |
1,204.00 |
S2 |
1,182.50 |
1,182.50 |
1,206.75 |
|
S3 |
1,154.50 |
1,169.25 |
1,204.25 |
|
S4 |
1,126.50 |
1,141.25 |
1,196.50 |
|
|
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 |
1,223.75 |
1,126.75 |
97.00 |
8.0% |
34.00 |
2.8% |
88% |
True |
False |
16,969 |
10 |
1,223.75 |
1,105.75 |
118.00 |
9.7% |
37.75 |
3.1% |
90% |
True |
False |
12,369 |
20 |
1,258.25 |
1,071.50 |
186.75 |
15.4% |
46.75 |
3.9% |
75% |
False |
False |
10,386 |
40 |
1,348.75 |
1,071.50 |
277.25 |
22.9% |
34.75 |
2.9% |
51% |
False |
False |
6,137 |
60 |
1,348.75 |
1,071.50 |
277.25 |
22.9% |
29.25 |
2.4% |
51% |
False |
False |
4,387 |
80 |
1,348.75 |
1,071.50 |
277.25 |
22.9% |
25.75 |
2.1% |
51% |
False |
False |
3,313 |
100 |
1,361.00 |
1,071.50 |
289.50 |
23.9% |
23.25 |
1.9% |
49% |
False |
False |
2,700 |
120 |
1,361.00 |
1,071.50 |
289.50 |
23.9% |
21.75 |
1.8% |
49% |
False |
False |
2,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,342.75 |
2.618 |
1,297.00 |
1.618 |
1,269.00 |
1.000 |
1,251.75 |
0.618 |
1,241.00 |
HIGH |
1,223.75 |
0.618 |
1,213.00 |
0.500 |
1,209.75 |
0.382 |
1,206.50 |
LOW |
1,195.75 |
0.618 |
1,178.50 |
1.000 |
1,167.75 |
1.618 |
1,150.50 |
2.618 |
1,122.50 |
4.250 |
1,076.75 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,211.25 |
1,206.50 |
PP |
1,210.50 |
1,201.25 |
S1 |
1,209.75 |
1,195.75 |
|