Trading Metrics calculated at close of trading on 30-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2011 |
30-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,286.65 |
11,532.13 |
245.48 |
2.2% |
10,820.37 |
High |
11,541.78 |
11,630.07 |
88.29 |
0.8% |
11,406.39 |
Low |
11,286.58 |
11,429.39 |
142.81 |
1.3% |
10,820.37 |
Close |
11,539.25 |
11,559.95 |
20.70 |
0.2% |
11,284.54 |
Range |
255.20 |
200.68 |
-54.52 |
-21.4% |
586.02 |
ATR |
293.78 |
287.13 |
-6.65 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,141.84 |
12,051.58 |
11,670.32 |
|
R3 |
11,941.16 |
11,850.90 |
11,615.14 |
|
R2 |
11,740.48 |
11,740.48 |
11,596.74 |
|
R1 |
11,650.22 |
11,650.22 |
11,578.35 |
11,695.35 |
PP |
11,539.80 |
11,539.80 |
11,539.80 |
11,562.37 |
S1 |
11,449.54 |
11,449.54 |
11,541.55 |
11,494.67 |
S2 |
11,339.12 |
11,339.12 |
11,523.16 |
|
S3 |
11,138.44 |
11,248.86 |
11,504.76 |
|
S4 |
10,937.76 |
11,048.18 |
11,449.58 |
|
|
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 |
11,630.07 |
10,929.20 |
700.87 |
6.1% |
274.25 |
2.4% |
90% |
True |
False |
|
10 |
11,630.07 |
10,801.41 |
828.66 |
7.2% |
291.11 |
2.5% |
92% |
True |
False |
|
20 |
11,904.91 |
10,604.07 |
1,300.84 |
11.3% |
351.16 |
3.0% |
73% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
18.6% |
255.17 |
2.2% |
44% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.6% |
216.45 |
1.9% |
44% |
False |
False |
|
80 |
12,781.06 |
10,604.07 |
2,176.99 |
18.8% |
196.06 |
1.7% |
44% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.7% |
181.91 |
1.6% |
42% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.7% |
173.08 |
1.5% |
42% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,482.96 |
2.618 |
12,155.45 |
1.618 |
11,954.77 |
1.000 |
11,830.75 |
0.618 |
11,754.09 |
HIGH |
11,630.07 |
0.618 |
11,553.41 |
0.500 |
11,529.73 |
0.382 |
11,506.05 |
LOW |
11,429.39 |
0.618 |
11,305.37 |
1.000 |
11,228.71 |
1.618 |
11,104.69 |
2.618 |
10,904.01 |
4.250 |
10,576.50 |
|
|
Fisher Pivots for day following 30-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,549.88 |
11,466.51 |
PP |
11,539.80 |
11,373.07 |
S1 |
11,529.73 |
11,279.64 |
|