Trading Metrics calculated at close of trading on 09-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,433.93 |
10,810.91 |
-623.02 |
-5.4% |
12,144.22 |
High |
11,434.09 |
11,244.01 |
-190.08 |
-1.7% |
12,282.42 |
Low |
10,809.85 |
10,604.07 |
-205.78 |
-1.9% |
11,139.00 |
Close |
10,809.85 |
11,239.77 |
429.92 |
4.0% |
11,444.61 |
Range |
624.24 |
639.94 |
15.70 |
2.5% |
1,143.42 |
ATR |
238.93 |
267.57 |
28.64 |
12.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,949.10 |
12,734.38 |
11,591.74 |
|
R3 |
12,309.16 |
12,094.44 |
11,415.75 |
|
R2 |
11,669.22 |
11,669.22 |
11,357.09 |
|
R1 |
11,454.50 |
11,454.50 |
11,298.43 |
11,561.86 |
PP |
11,029.28 |
11,029.28 |
11,029.28 |
11,082.97 |
S1 |
10,814.56 |
10,814.56 |
11,181.11 |
10,921.92 |
S2 |
10,389.34 |
10,389.34 |
11,122.45 |
|
S3 |
9,749.40 |
10,174.62 |
11,063.79 |
|
S4 |
9,109.46 |
9,534.68 |
10,887.80 |
|
|
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 |
11,904.91 |
10,604.07 |
1,300.84 |
11.6% |
481.39 |
4.3% |
49% |
False |
True |
|
10 |
12,498.65 |
10,604.07 |
1,894.58 |
16.9% |
348.27 |
3.1% |
34% |
False |
True |
|
20 |
12,751.43 |
10,604.07 |
2,147.36 |
19.1% |
245.00 |
2.2% |
30% |
False |
True |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
194.23 |
1.7% |
30% |
False |
True |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
172.40 |
1.5% |
30% |
False |
True |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
161.92 |
1.4% |
28% |
False |
True |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
150.79 |
1.3% |
28% |
False |
True |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
153.84 |
1.4% |
28% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,963.76 |
2.618 |
12,919.37 |
1.618 |
12,279.43 |
1.000 |
11,883.95 |
0.618 |
11,639.49 |
HIGH |
11,244.01 |
0.618 |
10,999.55 |
0.500 |
10,924.04 |
0.382 |
10,848.53 |
LOW |
10,604.07 |
0.618 |
10,208.59 |
1.000 |
9,964.13 |
1.618 |
9,568.65 |
2.618 |
8,928.71 |
4.250 |
7,884.33 |
|
|
Fisher Pivots for day following 09-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,134.53 |
11,186.43 |
PP |
11,029.28 |
11,133.08 |
S1 |
10,924.04 |
11,079.74 |
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