Trading Metrics calculated at close of trading on 29-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,145.20 |
11,286.65 |
141.45 |
1.3% |
10,820.37 |
High |
11,326.43 |
11,541.78 |
215.35 |
1.9% |
11,406.39 |
Low |
10,929.20 |
11,286.58 |
357.38 |
3.3% |
10,820.37 |
Close |
11,284.54 |
11,539.25 |
254.71 |
2.3% |
11,284.54 |
Range |
397.23 |
255.20 |
-142.03 |
-35.8% |
586.02 |
ATR |
296.59 |
293.78 |
-2.81 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,221.47 |
12,135.56 |
11,679.61 |
|
R3 |
11,966.27 |
11,880.36 |
11,609.43 |
|
R2 |
11,711.07 |
11,711.07 |
11,586.04 |
|
R1 |
11,625.16 |
11,625.16 |
11,562.64 |
11,668.12 |
PP |
11,455.87 |
11,455.87 |
11,455.87 |
11,477.35 |
S1 |
11,369.96 |
11,369.96 |
11,515.86 |
11,412.92 |
S2 |
11,200.67 |
11,200.67 |
11,492.46 |
|
S3 |
10,945.47 |
11,114.76 |
11,469.07 |
|
S4 |
10,690.27 |
10,859.56 |
11,398.89 |
|
|
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 |
11,541.78 |
10,854.43 |
687.35 |
6.0% |
298.60 |
2.6% |
100% |
True |
False |
|
10 |
11,541.78 |
10,801.41 |
740.37 |
6.4% |
290.58 |
2.5% |
100% |
True |
False |
|
20 |
12,130.30 |
10,604.07 |
1,526.23 |
13.2% |
354.37 |
3.1% |
61% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
18.6% |
251.68 |
2.2% |
44% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.6% |
214.46 |
1.9% |
44% |
False |
False |
|
80 |
12,781.06 |
10,604.07 |
2,176.99 |
18.9% |
195.80 |
1.7% |
43% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.7% |
181.03 |
1.6% |
41% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.7% |
173.39 |
1.5% |
41% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,626.38 |
2.618 |
12,209.89 |
1.618 |
11,954.69 |
1.000 |
11,796.98 |
0.618 |
11,699.49 |
HIGH |
11,541.78 |
0.618 |
11,444.29 |
0.500 |
11,414.18 |
0.382 |
11,384.07 |
LOW |
11,286.58 |
0.618 |
11,128.87 |
1.000 |
11,031.38 |
1.618 |
10,873.67 |
2.618 |
10,618.47 |
4.250 |
10,201.98 |
|
|
Fisher Pivots for day following 29-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,497.56 |
11,438.00 |
PP |
11,455.87 |
11,336.74 |
S1 |
11,414.18 |
11,235.49 |
|