Trading Metrics calculated at close of trading on 08-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,383.98 |
11,433.93 |
49.95 |
0.4% |
12,144.22 |
High |
11,555.41 |
11,434.09 |
-121.32 |
-1.0% |
12,282.42 |
Low |
11,139.00 |
10,809.85 |
-329.15 |
-3.0% |
11,139.00 |
Close |
11,444.61 |
10,809.85 |
-634.76 |
-5.5% |
11,444.61 |
Range |
416.41 |
624.24 |
207.83 |
49.9% |
1,143.42 |
ATR |
208.48 |
238.93 |
30.45 |
14.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,890.65 |
12,474.49 |
11,153.18 |
|
R3 |
12,266.41 |
11,850.25 |
10,981.52 |
|
R2 |
11,642.17 |
11,642.17 |
10,924.29 |
|
R1 |
11,226.01 |
11,226.01 |
10,867.07 |
11,121.97 |
PP |
11,017.93 |
11,017.93 |
11,017.93 |
10,965.91 |
S1 |
10,601.77 |
10,601.77 |
10,752.63 |
10,497.73 |
S2 |
10,393.69 |
10,393.69 |
10,695.41 |
|
S3 |
9,769.45 |
9,977.53 |
10,638.18 |
|
S4 |
9,145.21 |
9,353.29 |
10,466.52 |
|
|
Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,052.27 |
14,391.86 |
12,073.49 |
|
R3 |
13,908.85 |
13,248.44 |
11,759.05 |
|
R2 |
12,765.43 |
12,765.43 |
11,654.24 |
|
R1 |
12,105.02 |
12,105.02 |
11,549.42 |
11,863.52 |
PP |
11,622.01 |
11,622.01 |
11,622.01 |
11,501.26 |
S1 |
10,961.60 |
10,961.60 |
11,339.80 |
10,720.10 |
S2 |
10,478.59 |
10,478.59 |
11,234.98 |
|
S3 |
9,335.17 |
9,818.18 |
11,130.17 |
|
S4 |
8,191.75 |
8,674.76 |
10,815.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,130.30 |
10,809.85 |
1,320.45 |
12.2% |
406.35 |
3.8% |
0% |
False |
True |
|
10 |
12,593.40 |
10,809.85 |
1,783.55 |
16.5% |
294.71 |
2.7% |
0% |
False |
True |
|
20 |
12,751.43 |
10,809.85 |
1,941.58 |
18.0% |
219.18 |
2.0% |
0% |
False |
True |
|
40 |
12,753.89 |
10,809.85 |
1,944.04 |
18.0% |
180.58 |
1.7% |
0% |
False |
True |
|
60 |
12,753.89 |
10,809.85 |
1,944.04 |
18.0% |
164.59 |
1.5% |
0% |
False |
True |
|
80 |
12,876.00 |
10,809.85 |
2,066.15 |
19.1% |
155.69 |
1.4% |
0% |
False |
True |
|
100 |
12,876.00 |
10,809.85 |
2,066.15 |
19.1% |
146.24 |
1.4% |
0% |
False |
True |
|
120 |
12,876.00 |
10,809.85 |
2,066.15 |
19.1% |
149.21 |
1.4% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,087.11 |
2.618 |
13,068.35 |
1.618 |
12,444.11 |
1.000 |
12,058.33 |
0.618 |
11,819.87 |
HIGH |
11,434.09 |
0.618 |
11,195.63 |
0.500 |
11,121.97 |
0.382 |
11,048.31 |
LOW |
10,809.85 |
0.618 |
10,424.07 |
1.000 |
10,185.61 |
1.618 |
9,799.83 |
2.618 |
9,175.59 |
4.250 |
8,156.83 |
|
|
Fisher Pivots for day following 08-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,121.97 |
11,351.90 |
PP |
11,017.93 |
11,171.21 |
S1 |
10,913.89 |
10,990.53 |
|