Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,269.85 |
11,480.48 |
210.63 |
1.9% |
11,433.93 |
High |
11,484.60 |
11,488.01 |
3.41 |
0.0% |
11,434.09 |
Low |
11,269.85 |
11,292.63 |
22.78 |
0.2% |
10,604.07 |
Close |
11,482.90 |
11,405.93 |
-76.97 |
-0.7% |
11,269.02 |
Range |
214.75 |
195.38 |
-19.37 |
-9.0% |
830.02 |
ATR |
293.96 |
286.92 |
-7.04 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,981.66 |
11,889.18 |
11,513.39 |
|
R3 |
11,786.28 |
11,693.80 |
11,459.66 |
|
R2 |
11,590.90 |
11,590.90 |
11,441.75 |
|
R1 |
11,498.42 |
11,498.42 |
11,423.84 |
11,446.97 |
PP |
11,395.52 |
11,395.52 |
11,395.52 |
11,369.80 |
S1 |
11,303.04 |
11,303.04 |
11,388.02 |
11,251.59 |
S2 |
11,200.14 |
11,200.14 |
11,370.11 |
|
S3 |
11,004.76 |
11,107.66 |
11,352.20 |
|
S4 |
10,809.38 |
10,912.28 |
11,298.47 |
|
|
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 |
11,488.01 |
10,686.49 |
801.52 |
7.0% |
341.04 |
3.0% |
90% |
True |
False |
|
10 |
11,904.91 |
10,604.07 |
1,300.84 |
11.4% |
411.21 |
3.6% |
62% |
False |
False |
|
20 |
12,751.43 |
10,604.07 |
2,147.36 |
18.8% |
288.72 |
2.5% |
37% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
218.48 |
1.9% |
37% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
190.45 |
1.7% |
37% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
174.64 |
1.5% |
35% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
161.21 |
1.4% |
35% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
162.36 |
1.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,318.38 |
2.618 |
11,999.51 |
1.618 |
11,804.13 |
1.000 |
11,683.39 |
0.618 |
11,608.75 |
HIGH |
11,488.01 |
0.618 |
11,413.37 |
0.500 |
11,390.32 |
0.382 |
11,367.27 |
LOW |
11,292.63 |
0.618 |
11,171.89 |
1.000 |
11,097.25 |
1.618 |
10,976.51 |
2.618 |
10,781.13 |
4.250 |
10,462.27 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,400.73 |
11,375.65 |
PP |
11,395.52 |
11,345.37 |
S1 |
11,390.32 |
11,315.10 |
|