Trading Metrics calculated at close of trading on 25-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,175.78 |
11,321.02 |
145.24 |
1.3% |
11,269.85 |
High |
11,331.57 |
11,406.39 |
74.82 |
0.7% |
11,529.67 |
Low |
11,113.04 |
11,106.76 |
-6.28 |
-0.1% |
10,801.41 |
Close |
11,320.71 |
11,149.82 |
-170.89 |
-1.5% |
10,817.65 |
Range |
218.53 |
299.63 |
81.10 |
37.1% |
728.26 |
ATR |
288.02 |
288.85 |
0.83 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,119.88 |
11,934.48 |
11,314.62 |
|
R3 |
11,820.25 |
11,634.85 |
11,232.22 |
|
R2 |
11,520.62 |
11,520.62 |
11,204.75 |
|
R1 |
11,335.22 |
11,335.22 |
11,177.29 |
11,278.11 |
PP |
11,220.99 |
11,220.99 |
11,220.99 |
11,192.43 |
S1 |
11,035.59 |
11,035.59 |
11,122.35 |
10,978.48 |
S2 |
10,921.36 |
10,921.36 |
11,094.89 |
|
S3 |
10,621.73 |
10,735.96 |
11,067.42 |
|
S4 |
10,322.10 |
10,436.33 |
10,985.02 |
|
|
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 |
11,406.39 |
10,801.41 |
604.98 |
5.4% |
265.15 |
2.4% |
58% |
True |
False |
|
10 |
11,529.67 |
10,801.41 |
728.26 |
6.5% |
267.26 |
2.4% |
48% |
False |
False |
|
20 |
12,282.42 |
10,604.07 |
1,678.35 |
15.1% |
343.94 |
3.1% |
33% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
244.29 |
2.2% |
25% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.3% |
207.92 |
1.9% |
25% |
False |
False |
|
80 |
12,806.68 |
10,604.07 |
2,202.61 |
19.8% |
191.85 |
1.7% |
25% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
175.99 |
1.6% |
24% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.4% |
170.28 |
1.5% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,679.82 |
2.618 |
12,190.82 |
1.618 |
11,891.19 |
1.000 |
11,706.02 |
0.618 |
11,591.56 |
HIGH |
11,406.39 |
0.618 |
11,291.93 |
0.500 |
11,256.58 |
0.382 |
11,221.22 |
LOW |
11,106.76 |
0.618 |
10,921.59 |
1.000 |
10,807.13 |
1.618 |
10,621.96 |
2.618 |
10,322.33 |
4.250 |
9,833.33 |
|
|
Fisher Pivots for day following 25-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,256.58 |
11,143.35 |
PP |
11,220.99 |
11,136.88 |
S1 |
11,185.41 |
11,130.41 |
|