Trading Metrics calculated at close of trading on 12-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2011 |
12-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,729.85 |
11,143.46 |
413.61 |
3.9% |
11,433.93 |
High |
11,278.90 |
11,346.67 |
67.77 |
0.6% |
11,434.09 |
Low |
10,729.85 |
11,142.18 |
412.33 |
3.8% |
10,604.07 |
Close |
11,143.31 |
11,269.02 |
125.71 |
1.1% |
11,269.02 |
Range |
549.05 |
204.49 |
-344.56 |
-62.8% |
830.02 |
ATR |
307.34 |
299.99 |
-7.35 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,866.09 |
11,772.05 |
11,381.49 |
|
R3 |
11,661.60 |
11,567.56 |
11,325.25 |
|
R2 |
11,457.11 |
11,457.11 |
11,306.51 |
|
R1 |
11,363.07 |
11,363.07 |
11,287.76 |
11,410.09 |
PP |
11,252.62 |
11,252.62 |
11,252.62 |
11,276.14 |
S1 |
11,158.58 |
11,158.58 |
11,250.28 |
11,205.60 |
S2 |
11,048.13 |
11,048.13 |
11,231.53 |
|
S3 |
10,843.64 |
10,954.09 |
11,212.79 |
|
S4 |
10,639.15 |
10,749.60 |
11,156.55 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,592.45 |
13,260.76 |
11,725.53 |
|
R3 |
12,762.43 |
12,430.74 |
11,497.28 |
|
R2 |
11,932.41 |
11,932.41 |
11,421.19 |
|
R1 |
11,600.72 |
11,600.72 |
11,345.11 |
11,351.56 |
PP |
11,102.39 |
11,102.39 |
11,102.39 |
10,977.81 |
S1 |
10,770.70 |
10,770.70 |
11,192.93 |
10,521.54 |
S2 |
10,272.37 |
10,272.37 |
11,116.85 |
|
S3 |
9,442.35 |
9,940.68 |
11,040.76 |
|
S4 |
8,612.33 |
9,110.66 |
10,812.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,434.09 |
10,604.07 |
830.02 |
7.4% |
511.85 |
4.5% |
80% |
False |
False |
|
10 |
12,282.42 |
10,604.07 |
1,678.35 |
14.9% |
425.11 |
3.8% |
40% |
False |
False |
|
20 |
12,751.43 |
10,604.07 |
2,147.36 |
19.1% |
288.25 |
2.6% |
31% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
214.20 |
1.9% |
31% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
187.27 |
1.7% |
31% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
172.89 |
1.5% |
29% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
159.58 |
1.4% |
29% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.2% |
161.47 |
1.4% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,215.75 |
2.618 |
11,882.02 |
1.618 |
11,677.53 |
1.000 |
11,551.16 |
0.618 |
11,473.04 |
HIGH |
11,346.67 |
0.618 |
11,268.55 |
0.500 |
11,244.43 |
0.382 |
11,220.30 |
LOW |
11,142.18 |
0.618 |
11,015.81 |
1.000 |
10,937.69 |
1.618 |
10,811.32 |
2.618 |
10,606.83 |
4.250 |
10,273.10 |
|
|
Fisher Pivots for day following 12-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,260.82 |
11,184.87 |
PP |
11,252.62 |
11,100.73 |
S1 |
11,244.43 |
11,016.58 |
|