Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
10,854.58 |
11,175.78 |
321.20 |
3.0% |
11,269.85 |
High |
11,176.84 |
11,331.57 |
154.73 |
1.4% |
11,529.67 |
Low |
10,854.43 |
11,113.04 |
258.61 |
2.4% |
10,801.41 |
Close |
11,176.76 |
11,320.71 |
143.95 |
1.3% |
10,817.65 |
Range |
322.41 |
218.53 |
-103.88 |
-32.2% |
728.26 |
ATR |
293.36 |
288.02 |
-5.35 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,910.70 |
11,834.23 |
11,440.90 |
|
R3 |
11,692.17 |
11,615.70 |
11,380.81 |
|
R2 |
11,473.64 |
11,473.64 |
11,360.77 |
|
R1 |
11,397.17 |
11,397.17 |
11,340.74 |
11,435.41 |
PP |
11,255.11 |
11,255.11 |
11,255.11 |
11,274.22 |
S1 |
11,178.64 |
11,178.64 |
11,300.68 |
11,216.88 |
S2 |
11,036.58 |
11,036.58 |
11,280.65 |
|
S3 |
10,818.05 |
10,960.11 |
11,260.61 |
|
S4 |
10,599.52 |
10,741.58 |
11,200.52 |
|
|
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 |
11,406.50 |
10,801.41 |
605.09 |
5.3% |
310.20 |
2.7% |
86% |
False |
False |
|
10 |
11,529.67 |
10,729.85 |
799.82 |
7.1% |
292.21 |
2.6% |
74% |
False |
False |
|
20 |
12,384.90 |
10,604.07 |
1,780.83 |
15.7% |
336.86 |
3.0% |
40% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.0% |
239.52 |
2.1% |
33% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.0% |
207.71 |
1.8% |
33% |
False |
False |
|
80 |
12,840.66 |
10,604.07 |
2,236.59 |
19.8% |
189.24 |
1.7% |
32% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.1% |
173.38 |
1.5% |
32% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.1% |
169.47 |
1.5% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,260.32 |
2.618 |
11,903.68 |
1.618 |
11,685.15 |
1.000 |
11,550.10 |
0.618 |
11,466.62 |
HIGH |
11,331.57 |
0.618 |
11,248.09 |
0.500 |
11,222.31 |
0.382 |
11,196.52 |
LOW |
11,113.04 |
0.618 |
10,977.99 |
1.000 |
10,894.51 |
1.618 |
10,759.46 |
2.618 |
10,540.93 |
4.250 |
10,184.29 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,287.91 |
11,239.13 |
PP |
11,255.11 |
11,157.55 |
S1 |
11,222.31 |
11,075.97 |
|