Trading Metrics calculated at close of trading on 31-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2011 |
31-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
11,532.13 |
11,560.48 |
28.35 |
0.2% |
10,820.37 |
High |
11,630.07 |
11,712.60 |
82.53 |
0.7% |
11,406.39 |
Low |
11,429.39 |
11,528.08 |
98.69 |
0.9% |
10,820.37 |
Close |
11,559.95 |
11,613.53 |
53.58 |
0.5% |
11,284.54 |
Range |
200.68 |
184.52 |
-16.16 |
-8.1% |
586.02 |
ATR |
287.13 |
279.80 |
-7.33 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,171.63 |
12,077.10 |
11,715.02 |
|
R3 |
11,987.11 |
11,892.58 |
11,664.27 |
|
R2 |
11,802.59 |
11,802.59 |
11,647.36 |
|
R1 |
11,708.06 |
11,708.06 |
11,630.44 |
11,755.33 |
PP |
11,618.07 |
11,618.07 |
11,618.07 |
11,641.70 |
S1 |
11,523.54 |
11,523.54 |
11,596.62 |
11,570.81 |
S2 |
11,433.55 |
11,433.55 |
11,579.70 |
|
S3 |
11,249.03 |
11,339.02 |
11,562.79 |
|
S4 |
11,064.51 |
11,154.50 |
11,512.04 |
|
|
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 |
11,712.60 |
10,929.20 |
783.40 |
6.7% |
267.45 |
2.3% |
87% |
True |
False |
|
10 |
11,712.60 |
10,801.41 |
911.19 |
7.8% |
288.83 |
2.5% |
89% |
True |
False |
|
20 |
11,893.94 |
10,604.07 |
1,289.87 |
11.1% |
350.16 |
3.0% |
78% |
False |
False |
|
40 |
12,753.89 |
10,604.07 |
2,149.82 |
18.5% |
257.18 |
2.2% |
47% |
False |
False |
|
60 |
12,753.89 |
10,604.07 |
2,149.82 |
18.5% |
217.66 |
1.9% |
47% |
False |
False |
|
80 |
12,781.06 |
10,604.07 |
2,176.99 |
18.7% |
197.10 |
1.7% |
46% |
False |
False |
|
100 |
12,876.00 |
10,604.07 |
2,271.93 |
19.6% |
182.46 |
1.6% |
44% |
False |
False |
|
120 |
12,876.00 |
10,604.07 |
2,271.93 |
19.6% |
173.36 |
1.5% |
44% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,496.81 |
2.618 |
12,195.67 |
1.618 |
12,011.15 |
1.000 |
11,897.12 |
0.618 |
11,826.63 |
HIGH |
11,712.60 |
0.618 |
11,642.11 |
0.500 |
11,620.34 |
0.382 |
11,598.57 |
LOW |
11,528.08 |
0.618 |
11,414.05 |
1.000 |
11,343.56 |
1.618 |
11,229.53 |
2.618 |
11,045.01 |
4.250 |
10,743.87 |
|
|
Fisher Pivots for day following 31-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
11,620.34 |
11,575.55 |
PP |
11,618.07 |
11,537.57 |
S1 |
11,615.80 |
11,499.59 |
|