Trading Metrics calculated at close of trading on 26-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2011 |
26-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,321.02 |
11,145.20 |
-175.82 |
-1.6% |
10,820.37 |
High |
11,406.39 |
11,326.43 |
-79.96 |
-0.7% |
11,406.39 |
Low |
11,106.76 |
10,929.20 |
-177.56 |
-1.6% |
10,820.37 |
Close |
11,149.82 |
11,284.54 |
134.72 |
1.2% |
11,284.54 |
Range |
299.63 |
397.23 |
97.60 |
32.6% |
586.02 |
ATR |
288.85 |
296.59 |
7.74 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,371.75 |
12,225.37 |
11,503.02 |
|
R3 |
11,974.52 |
11,828.14 |
11,393.78 |
|
R2 |
11,577.29 |
11,577.29 |
11,357.37 |
|
R1 |
11,430.91 |
11,430.91 |
11,320.95 |
11,504.10 |
PP |
11,180.06 |
11,180.06 |
11,180.06 |
11,216.65 |
S1 |
11,033.68 |
11,033.68 |
11,248.13 |
11,106.87 |
S2 |
10,782.83 |
10,782.83 |
11,211.71 |
|
S3 |
10,385.60 |
10,636.45 |
11,175.30 |
|
S4 |
9,988.37 |
10,239.22 |
11,066.06 |
|
|
Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,928.49 |
12,692.54 |
11,606.85 |
|
R3 |
12,342.47 |
12,106.52 |
11,445.70 |
|
R2 |
11,756.45 |
11,756.45 |
11,391.98 |
|
R1 |
11,520.50 |
11,520.50 |
11,338.26 |
11,638.48 |
PP |
11,170.43 |
11,170.43 |
11,170.43 |
11,229.42 |
S1 |
10,934.48 |
10,934.48 |
11,230.82 |
11,052.46 |
S2 |
10,584.41 |
10,584.41 |
11,177.10 |
|
S3 |
9,998.39 |
10,348.46 |
11,123.38 |
|
S4 |
9,412.37 |
9,762.44 |
10,962.23 |
|
|
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 |
10,820.37 |
586.02 |
5.2% |
287.60 |
2.5% |
79% |
False |
False |
|
10 |
11,529.67 |
10,801.41 |
728.26 |
6.5% |
286.54 |
2.5% |
66% |
False |
False |
|
20 |
12,282.42 |
10,604.07 |
1,678.35 |
14.9% |
355.82 |
3.2% |
41% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
250.10 |
2.2% |
32% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
19.1% |
212.60 |
1.9% |
32% |
False |
False |
|
80 |
12,781.06 |
10,604.07 |
2,176.99 |
19.3% |
195.15 |
1.7% |
31% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
20.1% |
179.12 |
1.6% |
30% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
20.1% |
172.10 |
1.5% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,014.66 |
2.618 |
12,366.38 |
1.618 |
11,969.15 |
1.000 |
11,723.66 |
0.618 |
11,571.92 |
HIGH |
11,326.43 |
0.618 |
11,174.69 |
0.500 |
11,127.82 |
0.382 |
11,080.94 |
LOW |
10,929.20 |
0.618 |
10,683.71 |
1.000 |
10,531.97 |
1.618 |
10,286.48 |
2.618 |
9,889.25 |
4.250 |
9,240.97 |
|
|
Fisher Pivots for day following 26-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,232.30 |
11,245.63 |
PP |
11,180.06 |
11,206.71 |
S1 |
11,127.82 |
11,167.80 |
|