Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,377.0 |
3,381.0 |
4.0 |
0.1% |
3,435.0 |
High |
3,398.0 |
3,408.0 |
10.0 |
0.3% |
3,474.0 |
Low |
3,336.0 |
3,354.0 |
18.0 |
0.5% |
3,336.0 |
Close |
3,369.0 |
3,374.0 |
5.0 |
0.1% |
3,374.0 |
Range |
62.0 |
54.0 |
-8.0 |
-12.9% |
138.0 |
ATR |
77.3 |
75.7 |
-1.7 |
-2.2% |
0.0 |
Volume |
1,228,201 |
935,082 |
-293,119 |
-23.9% |
5,539,614 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,540.7 |
3,511.3 |
3,403.7 |
|
R3 |
3,486.7 |
3,457.3 |
3,388.9 |
|
R2 |
3,432.7 |
3,432.7 |
3,383.9 |
|
R1 |
3,403.3 |
3,403.3 |
3,379.0 |
3,391.0 |
PP |
3,378.7 |
3,378.7 |
3,378.7 |
3,372.5 |
S1 |
3,349.3 |
3,349.3 |
3,369.1 |
3,337.0 |
S2 |
3,324.7 |
3,324.7 |
3,364.1 |
|
S3 |
3,270.7 |
3,295.3 |
3,359.2 |
|
S4 |
3,216.7 |
3,241.3 |
3,344.3 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,808.7 |
3,729.3 |
3,449.9 |
|
R3 |
3,670.7 |
3,591.3 |
3,412.0 |
|
R2 |
3,532.7 |
3,532.7 |
3,399.3 |
|
R1 |
3,453.3 |
3,453.3 |
3,386.7 |
3,424.0 |
PP |
3,394.7 |
3,394.7 |
3,394.7 |
3,380.0 |
S1 |
3,315.3 |
3,315.3 |
3,361.4 |
3,286.0 |
S2 |
3,256.7 |
3,256.7 |
3,348.7 |
|
S3 |
3,118.7 |
3,177.3 |
3,336.1 |
|
S4 |
2,980.7 |
3,039.3 |
3,298.1 |
|
|
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% |
59.2 |
1.8% |
28% |
False |
False |
1,107,922 |
10 |
3,474.0 |
3,292.0 |
182.0 |
5.4% |
68.7 |
2.0% |
45% |
False |
False |
1,154,292 |
20 |
3,474.0 |
3,282.0 |
192.0 |
5.7% |
70.6 |
2.1% |
48% |
False |
False |
1,216,359 |
40 |
3,533.0 |
3,107.0 |
426.0 |
12.6% |
79.5 |
2.4% |
63% |
False |
False |
1,510,690 |
60 |
3,822.0 |
3,107.0 |
715.0 |
21.2% |
73.1 |
2.2% |
37% |
False |
False |
1,091,731 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.7 |
2.0% |
33% |
False |
False |
819,366 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.9 |
2.0% |
33% |
False |
False |
655,687 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.8 |
2.1% |
33% |
False |
False |
548,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,637.5 |
2.618 |
3,549.4 |
1.618 |
3,495.4 |
1.000 |
3,462.0 |
0.618 |
3,441.4 |
HIGH |
3,408.0 |
0.618 |
3,387.4 |
0.500 |
3,381.0 |
0.382 |
3,374.6 |
LOW |
3,354.0 |
0.618 |
3,320.6 |
1.000 |
3,300.0 |
1.618 |
3,266.6 |
2.618 |
3,212.6 |
4.250 |
3,124.5 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,381.0 |
3,383.5 |
PP |
3,378.7 |
3,380.3 |
S1 |
3,376.3 |
3,377.2 |
|