Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1,770.0 |
1,840.4 |
70.4 |
4.0% |
1,862.5 |
High |
1,833.1 |
1,841.5 |
8.4 |
0.5% |
1,916.2 |
Low |
1,762.0 |
1,780.0 |
18.0 |
1.0% |
1,708.4 |
Close |
1,798.8 |
1,793.2 |
-5.6 |
-0.3% |
1,798.8 |
Range |
71.1 |
61.5 |
-9.6 |
-13.5% |
207.8 |
ATR |
48.4 |
49.3 |
0.9 |
1.9% |
0.0 |
Volume |
2,105 |
1,158 |
-947 |
-45.0% |
18,361 |
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,989.4 |
1,952.8 |
1,827.0 |
|
R3 |
1,927.9 |
1,891.3 |
1,810.1 |
|
R2 |
1,866.4 |
1,866.4 |
1,804.5 |
|
R1 |
1,829.8 |
1,829.8 |
1,798.8 |
1,817.4 |
PP |
1,804.9 |
1,804.9 |
1,804.9 |
1,798.7 |
S1 |
1,768.3 |
1,768.3 |
1,787.6 |
1,755.9 |
S2 |
1,743.4 |
1,743.4 |
1,781.9 |
|
S3 |
1,681.9 |
1,706.8 |
1,776.3 |
|
S4 |
1,620.4 |
1,645.3 |
1,759.4 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,431.2 |
2,322.8 |
1,913.1 |
|
R3 |
2,223.4 |
2,115.0 |
1,855.9 |
|
R2 |
2,015.6 |
2,015.6 |
1,836.9 |
|
R1 |
1,907.2 |
1,907.2 |
1,817.8 |
1,857.5 |
PP |
1,807.8 |
1,807.8 |
1,807.8 |
1,783.0 |
S1 |
1,699.4 |
1,699.4 |
1,779.8 |
1,649.7 |
S2 |
1,600.0 |
1,600.0 |
1,760.7 |
|
S3 |
1,392.2 |
1,491.6 |
1,741.7 |
|
S4 |
1,184.4 |
1,283.8 |
1,684.5 |
|
|
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 |
11.6% |
78.3 |
4.4% |
41% |
False |
False |
3,320 |
10 |
1,916.2 |
1,708.4 |
207.8 |
11.6% |
56.8 |
3.2% |
41% |
False |
False |
3,397 |
20 |
1,916.2 |
1,622.3 |
293.9 |
16.4% |
50.4 |
2.8% |
58% |
False |
False |
4,277 |
40 |
1,916.2 |
1,491.3 |
424.9 |
23.7% |
34.2 |
1.9% |
71% |
False |
False |
2,484 |
60 |
1,916.2 |
1,482.6 |
433.6 |
24.2% |
27.0 |
1.5% |
72% |
False |
False |
1,725 |
80 |
1,916.2 |
1,477.1 |
439.1 |
24.5% |
24.2 |
1.3% |
72% |
False |
False |
1,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,102.9 |
2.618 |
2,002.5 |
1.618 |
1,941.0 |
1.000 |
1,903.0 |
0.618 |
1,879.5 |
HIGH |
1,841.5 |
0.618 |
1,818.0 |
0.500 |
1,810.8 |
0.382 |
1,803.5 |
LOW |
1,780.0 |
0.618 |
1,742.0 |
1.000 |
1,718.5 |
1.618 |
1,680.5 |
2.618 |
1,619.0 |
4.250 |
1,518.6 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1,810.8 |
1,787.1 |
PP |
1,804.9 |
1,781.0 |
S1 |
1,799.1 |
1,775.0 |
|