Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,904.5 |
1,834.6 |
-69.9 |
-3.7% |
1,747.3 |
High |
1,916.2 |
1,857.7 |
-58.5 |
-3.1% |
1,881.4 |
Low |
1,828.9 |
1,755.9 |
-73.0 |
-4.0% |
1,735.3 |
Close |
1,863.1 |
1,758.9 |
-104.2 |
-5.6% |
1,854.0 |
Range |
87.3 |
101.8 |
14.5 |
16.6% |
146.1 |
ATR |
40.0 |
44.8 |
4.8 |
12.0% |
0.0 |
Volume |
5,402 |
4,613 |
-789 |
-14.6% |
15,448 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,096.2 |
2,029.4 |
1,814.9 |
|
R3 |
1,994.4 |
1,927.6 |
1,786.9 |
|
R2 |
1,892.6 |
1,892.6 |
1,777.6 |
|
R1 |
1,825.8 |
1,825.8 |
1,768.2 |
1,808.3 |
PP |
1,790.8 |
1,790.8 |
1,790.8 |
1,782.1 |
S1 |
1,724.0 |
1,724.0 |
1,749.6 |
1,706.5 |
S2 |
1,689.0 |
1,689.0 |
1,740.2 |
|
S3 |
1,587.2 |
1,622.2 |
1,730.9 |
|
S4 |
1,485.4 |
1,520.4 |
1,702.9 |
|
|
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 |
1,916.2 |
1,755.9 |
160.3 |
9.1% |
65.4 |
3.7% |
2% |
False |
True |
4,716 |
10 |
1,916.2 |
1,729.1 |
187.1 |
10.6% |
52.4 |
3.0% |
16% |
False |
False |
3,762 |
20 |
1,916.2 |
1,608.0 |
308.2 |
17.5% |
43.1 |
2.4% |
49% |
False |
False |
4,065 |
40 |
1,916.2 |
1,482.6 |
433.6 |
24.7% |
30.2 |
1.7% |
64% |
False |
False |
2,328 |
60 |
1,916.2 |
1,482.6 |
433.6 |
24.7% |
24.4 |
1.4% |
64% |
False |
False |
1,628 |
80 |
1,916.2 |
1,475.9 |
440.3 |
25.0% |
22.9 |
1.3% |
64% |
False |
False |
1,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,290.4 |
2.618 |
2,124.2 |
1.618 |
2,022.4 |
1.000 |
1,959.5 |
0.618 |
1,920.6 |
HIGH |
1,857.7 |
0.618 |
1,818.8 |
0.500 |
1,806.8 |
0.382 |
1,794.8 |
LOW |
1,755.9 |
0.618 |
1,693.0 |
1.000 |
1,654.1 |
1.618 |
1,591.2 |
2.618 |
1,489.4 |
4.250 |
1,323.3 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,806.8 |
1,836.1 |
PP |
1,790.8 |
1,810.3 |
S1 |
1,774.9 |
1,784.6 |
|