Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,435.0 |
3,449.0 |
14.0 |
0.4% |
3,318.0 |
High |
3,474.0 |
3,468.0 |
-6.0 |
-0.2% |
3,456.0 |
Low |
3,417.0 |
3,421.0 |
4.0 |
0.1% |
3,292.0 |
Close |
3,453.0 |
3,445.0 |
-8.0 |
-0.2% |
3,415.0 |
Range |
57.0 |
47.0 |
-10.0 |
-17.5% |
164.0 |
ATR |
80.0 |
77.6 |
-2.4 |
-2.9% |
0.0 |
Volume |
894,921 |
1,119,134 |
224,213 |
25.1% |
6,003,309 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,585.7 |
3,562.3 |
3,470.9 |
|
R3 |
3,538.7 |
3,515.3 |
3,457.9 |
|
R2 |
3,491.7 |
3,491.7 |
3,453.6 |
|
R1 |
3,468.3 |
3,468.3 |
3,449.3 |
3,456.5 |
PP |
3,444.7 |
3,444.7 |
3,444.7 |
3,438.8 |
S1 |
3,421.3 |
3,421.3 |
3,440.7 |
3,409.5 |
S2 |
3,397.7 |
3,397.7 |
3,436.4 |
|
S3 |
3,350.7 |
3,374.3 |
3,432.1 |
|
S4 |
3,303.7 |
3,327.3 |
3,419.2 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,879.7 |
3,811.3 |
3,505.2 |
|
R3 |
3,715.7 |
3,647.3 |
3,460.1 |
|
R2 |
3,551.7 |
3,551.7 |
3,445.1 |
|
R1 |
3,483.3 |
3,483.3 |
3,430.0 |
3,517.5 |
PP |
3,387.7 |
3,387.7 |
3,387.7 |
3,404.8 |
S1 |
3,319.3 |
3,319.3 |
3,400.0 |
3,353.5 |
S2 |
3,223.7 |
3,223.7 |
3,384.9 |
|
S3 |
3,059.7 |
3,155.3 |
3,369.9 |
|
S4 |
2,895.7 |
2,991.3 |
3,324.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,474.0 |
3,357.0 |
117.0 |
3.4% |
65.6 |
1.9% |
75% |
False |
False |
1,119,620 |
10 |
3,474.0 |
3,292.0 |
182.0 |
5.3% |
67.7 |
2.0% |
84% |
False |
False |
1,209,267 |
20 |
3,474.0 |
3,107.0 |
367.0 |
10.7% |
77.4 |
2.2% |
92% |
False |
False |
1,359,640 |
40 |
3,613.0 |
3,107.0 |
506.0 |
14.7% |
78.7 |
2.3% |
67% |
False |
False |
1,522,128 |
60 |
3,870.0 |
3,107.0 |
763.0 |
22.1% |
72.8 |
2.1% |
44% |
False |
False |
1,033,058 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.2% |
66.7 |
1.9% |
42% |
False |
False |
775,328 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.2% |
66.9 |
1.9% |
42% |
False |
False |
620,512 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.2% |
69.4 |
2.0% |
42% |
False |
False |
519,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,667.8 |
2.618 |
3,591.0 |
1.618 |
3,544.0 |
1.000 |
3,515.0 |
0.618 |
3,497.0 |
HIGH |
3,468.0 |
0.618 |
3,450.0 |
0.500 |
3,444.5 |
0.382 |
3,439.0 |
LOW |
3,421.0 |
0.618 |
3,392.0 |
1.000 |
3,374.0 |
1.618 |
3,345.0 |
2.618 |
3,298.0 |
4.250 |
3,221.3 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,444.8 |
3,435.2 |
PP |
3,444.7 |
3,425.3 |
S1 |
3,444.5 |
3,415.5 |
|