Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,427.0 |
3,377.0 |
-50.0 |
-1.5% |
3,318.0 |
High |
3,431.0 |
3,398.0 |
-33.0 |
-1.0% |
3,456.0 |
Low |
3,355.0 |
3,336.0 |
-19.0 |
-0.6% |
3,292.0 |
Close |
3,368.0 |
3,369.0 |
1.0 |
0.0% |
3,415.0 |
Range |
76.0 |
62.0 |
-14.0 |
-18.4% |
164.0 |
ATR |
78.5 |
77.3 |
-1.2 |
-1.5% |
0.0 |
Volume |
1,362,276 |
1,228,201 |
-134,075 |
-9.8% |
6,003,309 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,553.7 |
3,523.3 |
3,403.1 |
|
R3 |
3,491.7 |
3,461.3 |
3,386.1 |
|
R2 |
3,429.7 |
3,429.7 |
3,380.4 |
|
R1 |
3,399.3 |
3,399.3 |
3,374.7 |
3,383.5 |
PP |
3,367.7 |
3,367.7 |
3,367.7 |
3,359.8 |
S1 |
3,337.3 |
3,337.3 |
3,363.3 |
3,321.5 |
S2 |
3,305.7 |
3,305.7 |
3,357.6 |
|
S3 |
3,243.7 |
3,275.3 |
3,352.0 |
|
S4 |
3,181.7 |
3,213.3 |
3,334.9 |
|
|
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 |
3,336.0 |
138.0 |
4.1% |
66.8 |
2.0% |
24% |
False |
True |
1,169,397 |
10 |
3,474.0 |
3,292.0 |
182.0 |
5.4% |
70.6 |
2.1% |
42% |
False |
False |
1,192,009 |
20 |
3,474.0 |
3,251.0 |
223.0 |
6.6% |
72.8 |
2.2% |
53% |
False |
False |
1,262,962 |
40 |
3,544.0 |
3,107.0 |
437.0 |
13.0% |
79.1 |
2.3% |
60% |
False |
False |
1,518,485 |
60 |
3,823.0 |
3,107.0 |
716.0 |
21.3% |
73.0 |
2.2% |
37% |
False |
False |
1,076,192 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.9 |
2.0% |
33% |
False |
False |
807,684 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.8 |
2.0% |
33% |
False |
False |
646,340 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.7 |
2.1% |
33% |
False |
False |
540,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,661.5 |
2.618 |
3,560.3 |
1.618 |
3,498.3 |
1.000 |
3,460.0 |
0.618 |
3,436.3 |
HIGH |
3,398.0 |
0.618 |
3,374.3 |
0.500 |
3,367.0 |
0.382 |
3,359.7 |
LOW |
3,336.0 |
0.618 |
3,297.7 |
1.000 |
3,274.0 |
1.618 |
3,235.7 |
2.618 |
3,173.7 |
4.250 |
3,072.5 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,368.3 |
3,402.0 |
PP |
3,367.7 |
3,391.0 |
S1 |
3,367.0 |
3,380.0 |
|