Trading Metrics calculated at close of trading on 17-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,480.48 |
11,392.01 |
-88.47 |
-0.8% |
11,433.93 |
High |
11,488.01 |
11,529.67 |
41.66 |
0.4% |
11,434.09 |
Low |
11,292.63 |
11,322.30 |
29.67 |
0.3% |
10,604.07 |
Close |
11,405.93 |
11,410.21 |
4.28 |
0.0% |
11,269.02 |
Range |
195.38 |
207.37 |
11.99 |
6.1% |
830.02 |
ATR |
286.92 |
281.24 |
-5.68 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,042.84 |
11,933.89 |
11,524.26 |
|
R3 |
11,835.47 |
11,726.52 |
11,467.24 |
|
R2 |
11,628.10 |
11,628.10 |
11,448.23 |
|
R1 |
11,519.15 |
11,519.15 |
11,429.22 |
11,573.63 |
PP |
11,420.73 |
11,420.73 |
11,420.73 |
11,447.96 |
S1 |
11,311.78 |
11,311.78 |
11,391.20 |
11,366.26 |
S2 |
11,213.36 |
11,213.36 |
11,372.19 |
|
S3 |
11,005.99 |
11,104.41 |
11,353.18 |
|
S4 |
10,798.62 |
10,897.04 |
11,296.16 |
|
|
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 |
11,529.67 |
10,729.85 |
799.82 |
7.0% |
274.21 |
2.4% |
85% |
True |
False |
|
10 |
11,893.94 |
10,604.07 |
1,289.87 |
11.3% |
411.49 |
3.6% |
62% |
False |
False |
|
20 |
12,751.43 |
10,604.07 |
2,147.36 |
18.8% |
296.24 |
2.6% |
38% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
220.26 |
1.9% |
37% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.8% |
190.92 |
1.7% |
37% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
176.48 |
1.5% |
35% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
162.39 |
1.4% |
35% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.9% |
163.33 |
1.4% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,410.99 |
2.618 |
12,072.56 |
1.618 |
11,865.19 |
1.000 |
11,737.04 |
0.618 |
11,657.82 |
HIGH |
11,529.67 |
0.618 |
11,450.45 |
0.500 |
11,425.99 |
0.382 |
11,401.52 |
LOW |
11,322.30 |
0.618 |
11,194.15 |
1.000 |
11,114.93 |
1.618 |
10,986.78 |
2.618 |
10,779.41 |
4.250 |
10,440.98 |
|
|
Fisher Pivots for day following 17-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,425.99 |
11,406.73 |
PP |
11,420.73 |
11,403.24 |
S1 |
11,415.47 |
11,399.76 |
|