Trading Metrics calculated at close of trading on 04-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,863.74 |
11,893.86 |
30.12 |
0.3% |
12,679.72 |
High |
11,904.91 |
11,893.94 |
-10.97 |
-0.1% |
12,679.95 |
Low |
11,700.34 |
11,372.14 |
-328.20 |
-2.8% |
12,083.45 |
Close |
11,896.44 |
11,383.68 |
-512.76 |
-4.3% |
12,143.24 |
Range |
204.57 |
521.80 |
317.23 |
155.1% |
596.50 |
ATR |
166.96 |
192.49 |
25.52 |
15.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,115.32 |
12,771.30 |
11,670.67 |
|
R3 |
12,593.52 |
12,249.50 |
11,527.18 |
|
R2 |
12,071.72 |
12,071.72 |
11,479.34 |
|
R1 |
11,727.70 |
11,727.70 |
11,431.51 |
11,638.81 |
PP |
11,549.92 |
11,549.92 |
11,549.92 |
11,505.48 |
S1 |
11,205.90 |
11,205.90 |
11,335.85 |
11,117.01 |
S2 |
11,028.12 |
11,028.12 |
11,288.02 |
|
S3 |
10,506.32 |
10,684.10 |
11,240.19 |
|
S4 |
9,984.52 |
10,162.30 |
11,096.69 |
|
|
Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,091.71 |
13,713.98 |
12,471.32 |
|
R3 |
13,495.21 |
13,117.48 |
12,307.28 |
|
R2 |
12,898.71 |
12,898.71 |
12,252.60 |
|
R1 |
12,520.98 |
12,520.98 |
12,197.92 |
12,411.60 |
PP |
12,302.21 |
12,302.21 |
12,302.21 |
12,247.52 |
S1 |
11,924.48 |
11,924.48 |
12,088.56 |
11,815.10 |
S2 |
11,705.71 |
11,705.71 |
12,033.88 |
|
S3 |
11,109.21 |
11,327.98 |
11,979.20 |
|
S4 |
10,512.71 |
10,731.48 |
11,815.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,282.42 |
11,372.14 |
910.28 |
8.0% |
287.01 |
2.5% |
1% |
False |
True |
|
10 |
12,740.87 |
11,372.14 |
1,368.73 |
12.0% |
214.69 |
1.9% |
1% |
False |
True |
|
20 |
12,751.43 |
11,372.14 |
1,379.29 |
12.1% |
183.95 |
1.6% |
1% |
False |
True |
|
40 |
12,753.89 |
11,372.14 |
1,381.75 |
12.1% |
162.60 |
1.4% |
1% |
False |
True |
|
60 |
12,753.89 |
11,372.14 |
1,381.75 |
12.1% |
153.12 |
1.3% |
1% |
False |
True |
|
80 |
12,876.00 |
11,372.14 |
1,503.86 |
13.2% |
145.92 |
1.3% |
1% |
False |
True |
|
100 |
12,876.00 |
11,372.14 |
1,503.86 |
13.2% |
141.77 |
1.2% |
1% |
False |
True |
|
120 |
12,876.00 |
11,372.14 |
1,503.86 |
13.2% |
141.49 |
1.2% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,111.59 |
2.618 |
13,260.01 |
1.618 |
12,738.21 |
1.000 |
12,415.74 |
0.618 |
12,216.41 |
HIGH |
11,893.94 |
0.618 |
11,694.61 |
0.500 |
11,633.04 |
0.382 |
11,571.47 |
LOW |
11,372.14 |
0.618 |
11,049.67 |
1.000 |
10,850.34 |
1.618 |
10,527.87 |
2.618 |
10,006.07 |
4.250 |
9,154.49 |
|
|
Fisher Pivots for day following 04-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,633.04 |
11,751.22 |
PP |
11,549.92 |
11,628.71 |
S1 |
11,466.80 |
11,506.19 |
|