Trading Metrics calculated at close of trading on 10-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,723.0 |
1,751.5 |
28.5 |
1.7% |
1,613.0 |
High |
1,780.0 |
1,801.6 |
21.6 |
1.2% |
1,685.5 |
Low |
1,722.0 |
1,751.2 |
29.2 |
1.7% |
1,612.5 |
Close |
1,745.1 |
1,786.4 |
41.3 |
2.4% |
1,653.5 |
Range |
58.0 |
50.4 |
-7.6 |
-13.1% |
73.0 |
ATR |
28.5 |
30.5 |
2.0 |
7.0% |
0.0 |
Volume |
8,153 |
3,228 |
-4,925 |
-60.4% |
23,923 |
|
Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,930.9 |
1,909.1 |
1,814.1 |
|
R3 |
1,880.5 |
1,858.7 |
1,800.3 |
|
R2 |
1,830.1 |
1,830.1 |
1,795.6 |
|
R1 |
1,808.3 |
1,808.3 |
1,791.0 |
1,819.2 |
PP |
1,779.7 |
1,779.7 |
1,779.7 |
1,785.2 |
S1 |
1,757.9 |
1,757.9 |
1,781.8 |
1,768.8 |
S2 |
1,729.3 |
1,729.3 |
1,777.2 |
|
S3 |
1,678.9 |
1,707.5 |
1,772.5 |
|
S4 |
1,628.5 |
1,657.1 |
1,758.7 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,869.5 |
1,834.5 |
1,693.7 |
|
R3 |
1,796.5 |
1,761.5 |
1,673.6 |
|
R2 |
1,723.5 |
1,723.5 |
1,666.9 |
|
R1 |
1,688.5 |
1,688.5 |
1,660.2 |
1,706.0 |
PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,659.3 |
S1 |
1,615.5 |
1,615.5 |
1,646.8 |
1,633.0 |
S2 |
1,577.5 |
1,577.5 |
1,640.1 |
|
S3 |
1,504.5 |
1,542.5 |
1,633.4 |
|
S4 |
1,431.5 |
1,469.5 |
1,613.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.6 |
1,645.0 |
156.6 |
8.8% |
43.6 |
2.4% |
90% |
True |
False |
6,778 |
10 |
1,801.6 |
1,608.0 |
193.6 |
10.8% |
33.8 |
1.9% |
92% |
True |
False |
4,368 |
20 |
1,801.6 |
1,582.2 |
219.4 |
12.3% |
24.9 |
1.4% |
93% |
True |
False |
2,525 |
40 |
1,801.6 |
1,482.6 |
319.0 |
17.9% |
20.7 |
1.2% |
95% |
True |
False |
1,446 |
60 |
1,801.6 |
1,477.1 |
324.5 |
18.2% |
17.8 |
1.0% |
95% |
True |
False |
1,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,015.8 |
2.618 |
1,933.5 |
1.618 |
1,883.1 |
1.000 |
1,852.0 |
0.618 |
1,832.7 |
HIGH |
1,801.6 |
0.618 |
1,782.3 |
0.500 |
1,776.4 |
0.382 |
1,770.5 |
LOW |
1,751.2 |
0.618 |
1,720.1 |
1.000 |
1,700.8 |
1.618 |
1,669.7 |
2.618 |
1,619.3 |
4.250 |
1,537.0 |
|
|
Fisher Pivots for day following 10-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,783.1 |
1,771.4 |
PP |
1,779.7 |
1,756.3 |
S1 |
1,776.4 |
1,741.3 |
|