Trading Metrics calculated at close of trading on 23-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2011 |
23-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,820.37 |
10,854.58 |
34.21 |
0.3% |
11,269.85 |
High |
11,020.55 |
11,176.84 |
156.29 |
1.4% |
11,529.67 |
Low |
10,820.37 |
10,854.43 |
34.06 |
0.3% |
10,801.41 |
Close |
10,854.65 |
11,176.76 |
322.11 |
3.0% |
10,817.65 |
Range |
200.18 |
322.41 |
122.23 |
61.1% |
728.26 |
ATR |
291.13 |
293.36 |
2.23 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,036.57 |
11,929.08 |
11,354.09 |
|
R3 |
11,714.16 |
11,606.67 |
11,265.42 |
|
R2 |
11,391.75 |
11,391.75 |
11,235.87 |
|
R1 |
11,284.26 |
11,284.26 |
11,206.31 |
11,338.01 |
PP |
11,069.34 |
11,069.34 |
11,069.34 |
11,096.22 |
S1 |
10,961.85 |
10,961.85 |
11,147.21 |
11,015.60 |
S2 |
10,746.93 |
10,746.93 |
11,117.65 |
|
S3 |
10,424.52 |
10,639.44 |
11,088.10 |
|
S4 |
10,102.11 |
10,317.03 |
10,999.43 |
|
|
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 |
6.5% |
307.97 |
2.8% |
52% |
False |
False |
|
10 |
11,529.67 |
10,686.49 |
843.18 |
7.5% |
324.50 |
2.9% |
58% |
False |
False |
|
20 |
12,498.65 |
10,604.07 |
1,894.58 |
17.0% |
336.39 |
3.0% |
30% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.2% |
237.76 |
2.1% |
27% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.2% |
206.25 |
1.8% |
27% |
False |
False |
|
80 |
12,876.00 |
10,604.07 |
2,271.93 |
20.3% |
187.65 |
1.7% |
25% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.3% |
172.18 |
1.5% |
25% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.3% |
169.25 |
1.5% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,547.08 |
2.618 |
12,020.91 |
1.618 |
11,698.50 |
1.000 |
11,499.25 |
0.618 |
11,376.09 |
HIGH |
11,176.84 |
0.618 |
11,053.68 |
0.500 |
11,015.64 |
0.382 |
10,977.59 |
LOW |
10,854.43 |
0.618 |
10,655.18 |
1.000 |
10,532.02 |
1.618 |
10,332.77 |
2.618 |
10,010.36 |
4.250 |
9,484.19 |
|
|
Fisher Pivots for day following 23-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,123.05 |
11,114.22 |
PP |
11,069.34 |
11,051.67 |
S1 |
11,015.64 |
10,989.13 |
|