Trading Metrics calculated at close of trading on 19-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2011 |
19-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,406.27 |
10,989.75 |
-416.52 |
-3.7% |
11,269.85 |
High |
11,406.50 |
11,086.40 |
-320.10 |
-2.8% |
11,529.67 |
Low |
10,881.60 |
10,801.41 |
-80.19 |
-0.7% |
10,801.41 |
Close |
10,990.58 |
10,817.65 |
-172.93 |
-1.6% |
10,817.65 |
Range |
524.90 |
284.99 |
-239.91 |
-45.7% |
728.26 |
ATR |
298.91 |
297.91 |
-0.99 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,756.79 |
11,572.21 |
10,974.39 |
|
R3 |
11,471.80 |
11,287.22 |
10,896.02 |
|
R2 |
11,186.81 |
11,186.81 |
10,869.90 |
|
R1 |
11,002.23 |
11,002.23 |
10,843.77 |
10,952.03 |
PP |
10,901.82 |
10,901.82 |
10,901.82 |
10,876.72 |
S1 |
10,717.24 |
10,717.24 |
10,791.53 |
10,667.04 |
S2 |
10,616.83 |
10,616.83 |
10,765.40 |
|
S3 |
10,331.84 |
10,432.25 |
10,739.28 |
|
S4 |
10,046.85 |
10,147.26 |
10,660.91 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,234.36 |
12,754.26 |
11,218.19 |
|
R3 |
12,506.10 |
12,026.00 |
11,017.92 |
|
R2 |
11,777.84 |
11,777.84 |
10,951.16 |
|
R1 |
11,297.74 |
11,297.74 |
10,884.41 |
11,173.66 |
PP |
11,049.58 |
11,049.58 |
11,049.58 |
10,987.54 |
S1 |
10,569.48 |
10,569.48 |
10,750.89 |
10,445.40 |
S2 |
10,321.32 |
10,321.32 |
10,684.14 |
|
S3 |
9,593.06 |
9,841.22 |
10,617.38 |
|
S4 |
8,864.80 |
9,112.96 |
10,417.11 |
|
|
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 |
10,801.41 |
728.26 |
6.7% |
285.48 |
2.6% |
2% |
False |
True |
|
10 |
11,529.67 |
10,604.07 |
925.60 |
8.6% |
398.66 |
3.7% |
23% |
False |
False |
|
20 |
12,679.95 |
10,604.07 |
2,075.88 |
19.2% |
322.66 |
3.0% |
10% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.9% |
232.11 |
2.1% |
10% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.9% |
201.03 |
1.9% |
10% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
21.0% |
183.41 |
1.7% |
9% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
21.0% |
168.62 |
1.6% |
9% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
21.0% |
167.49 |
1.5% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,297.61 |
2.618 |
11,832.50 |
1.618 |
11,547.51 |
1.000 |
11,371.39 |
0.618 |
11,262.52 |
HIGH |
11,086.40 |
0.618 |
10,977.53 |
0.500 |
10,943.91 |
0.382 |
10,910.28 |
LOW |
10,801.41 |
0.618 |
10,625.29 |
1.000 |
10,516.42 |
1.618 |
10,340.30 |
2.618 |
10,055.31 |
4.250 |
9,590.20 |
|
|
Fisher Pivots for day following 19-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
10,943.91 |
11,165.54 |
PP |
10,901.82 |
11,049.58 |
S1 |
10,859.74 |
10,933.61 |
|