Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,834.6 |
1,750.0 |
-84.6 |
-4.6% |
1,747.3 |
High |
1,857.7 |
1,778.4 |
-79.3 |
-4.3% |
1,881.4 |
Low |
1,755.9 |
1,708.4 |
-47.5 |
-2.7% |
1,735.3 |
Close |
1,758.9 |
1,764.7 |
5.8 |
0.3% |
1,854.0 |
Range |
101.8 |
70.0 |
-31.8 |
-31.2% |
146.1 |
ATR |
44.8 |
46.6 |
1.8 |
4.0% |
0.0 |
Volume |
4,613 |
3,324 |
-1,289 |
-27.9% |
15,448 |
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,960.5 |
1,932.6 |
1,803.2 |
|
R3 |
1,890.5 |
1,862.6 |
1,784.0 |
|
R2 |
1,820.5 |
1,820.5 |
1,777.5 |
|
R1 |
1,792.6 |
1,792.6 |
1,771.1 |
1,806.6 |
PP |
1,750.5 |
1,750.5 |
1,750.5 |
1,757.5 |
S1 |
1,722.6 |
1,722.6 |
1,758.3 |
1,736.6 |
S2 |
1,680.5 |
1,680.5 |
1,751.9 |
|
S3 |
1,610.5 |
1,652.6 |
1,745.5 |
|
S4 |
1,540.5 |
1,582.6 |
1,726.2 |
|
|
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 |
1,708.4 |
207.8 |
11.8% |
70.6 |
4.0% |
27% |
False |
True |
4,225 |
10 |
1,916.2 |
1,708.4 |
207.8 |
11.8% |
51.5 |
2.9% |
27% |
False |
True |
3,527 |
20 |
1,916.2 |
1,612.5 |
303.7 |
17.2% |
45.9 |
2.6% |
50% |
False |
False |
4,174 |
40 |
1,916.2 |
1,482.6 |
433.6 |
24.6% |
31.7 |
1.8% |
65% |
False |
False |
2,410 |
60 |
1,916.2 |
1,482.6 |
433.6 |
24.6% |
25.3 |
1.4% |
65% |
False |
False |
1,682 |
80 |
1,916.2 |
1,475.9 |
440.3 |
25.0% |
23.5 |
1.3% |
66% |
False |
False |
1,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,075.9 |
2.618 |
1,961.7 |
1.618 |
1,891.7 |
1.000 |
1,848.4 |
0.618 |
1,821.7 |
HIGH |
1,778.4 |
0.618 |
1,751.7 |
0.500 |
1,743.4 |
0.382 |
1,735.1 |
LOW |
1,708.4 |
0.618 |
1,665.1 |
1.000 |
1,638.4 |
1.618 |
1,595.1 |
2.618 |
1,525.1 |
4.250 |
1,410.9 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,757.6 |
1,812.3 |
PP |
1,750.5 |
1,796.4 |
S1 |
1,743.4 |
1,780.6 |
|