Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,794.0 |
1,830.0 |
36.0 |
2.0% |
1,747.3 |
High |
1,833.2 |
1,881.4 |
48.2 |
2.6% |
1,881.4 |
Low |
1,788.9 |
1,827.5 |
38.6 |
2.2% |
1,735.3 |
Close |
1,823.9 |
1,854.0 |
30.1 |
1.7% |
1,854.0 |
Range |
44.3 |
53.9 |
9.6 |
21.7% |
146.1 |
ATR |
33.8 |
35.4 |
1.7 |
5.0% |
0.0 |
Volume |
5,778 |
4,870 |
-908 |
-15.7% |
15,448 |
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,016.0 |
1,988.9 |
1,883.6 |
|
R3 |
1,962.1 |
1,935.0 |
1,868.8 |
|
R2 |
1,908.2 |
1,908.2 |
1,863.9 |
|
R1 |
1,881.1 |
1,881.1 |
1,858.9 |
1,894.7 |
PP |
1,854.3 |
1,854.3 |
1,854.3 |
1,861.1 |
S1 |
1,827.2 |
1,827.2 |
1,849.1 |
1,840.8 |
S2 |
1,800.4 |
1,800.4 |
1,844.1 |
|
S3 |
1,746.5 |
1,773.3 |
1,839.2 |
|
S4 |
1,692.6 |
1,719.4 |
1,824.4 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,261.9 |
2,204.0 |
1,934.4 |
|
R3 |
2,115.8 |
2,057.9 |
1,894.2 |
|
R2 |
1,969.7 |
1,969.7 |
1,880.8 |
|
R1 |
1,911.8 |
1,911.8 |
1,867.4 |
1,940.8 |
PP |
1,823.6 |
1,823.6 |
1,823.6 |
1,838.0 |
S1 |
1,765.7 |
1,765.7 |
1,840.6 |
1,794.7 |
S2 |
1,677.5 |
1,677.5 |
1,827.2 |
|
S3 |
1,531.4 |
1,619.6 |
1,813.8 |
|
S4 |
1,385.3 |
1,473.5 |
1,773.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.4 |
1,735.3 |
146.1 |
7.9% |
34.3 |
1.9% |
81% |
True |
False |
3,089 |
10 |
1,881.4 |
1,680.9 |
200.5 |
10.8% |
44.7 |
2.4% |
86% |
True |
False |
4,234 |
20 |
1,881.4 |
1,608.0 |
273.4 |
14.7% |
33.7 |
1.8% |
90% |
True |
False |
3,514 |
40 |
1,881.4 |
1,482.6 |
398.8 |
21.5% |
25.5 |
1.4% |
93% |
True |
False |
2,031 |
60 |
1,881.4 |
1,482.6 |
398.8 |
21.5% |
21.1 |
1.1% |
93% |
True |
False |
1,440 |
80 |
1,881.4 |
1,475.9 |
405.5 |
21.9% |
21.0 |
1.1% |
93% |
True |
False |
1,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.5 |
2.618 |
2,022.5 |
1.618 |
1,968.6 |
1.000 |
1,935.3 |
0.618 |
1,914.7 |
HIGH |
1,881.4 |
0.618 |
1,860.8 |
0.500 |
1,854.5 |
0.382 |
1,848.1 |
LOW |
1,827.5 |
0.618 |
1,794.2 |
1.000 |
1,773.6 |
1.618 |
1,740.3 |
2.618 |
1,686.4 |
4.250 |
1,598.4 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,854.5 |
1,847.3 |
PP |
1,854.3 |
1,840.6 |
S1 |
1,854.2 |
1,834.0 |
|