Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,381.0 |
3,374.0 |
-7.0 |
-0.2% |
3,435.0 |
High |
3,408.0 |
3,409.0 |
1.0 |
0.0% |
3,474.0 |
Low |
3,354.0 |
3,331.0 |
-23.0 |
-0.7% |
3,336.0 |
Close |
3,374.0 |
3,375.0 |
1.0 |
0.0% |
3,374.0 |
Range |
54.0 |
78.0 |
24.0 |
44.4% |
138.0 |
ATR |
75.7 |
75.8 |
0.2 |
0.2% |
0.0 |
Volume |
935,082 |
868,653 |
-66,429 |
-7.1% |
5,539,614 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,605.7 |
3,568.3 |
3,417.9 |
|
R3 |
3,527.7 |
3,490.3 |
3,396.5 |
|
R2 |
3,449.7 |
3,449.7 |
3,389.3 |
|
R1 |
3,412.3 |
3,412.3 |
3,382.2 |
3,431.0 |
PP |
3,371.7 |
3,371.7 |
3,371.7 |
3,381.0 |
S1 |
3,334.3 |
3,334.3 |
3,367.9 |
3,353.0 |
S2 |
3,293.7 |
3,293.7 |
3,360.7 |
|
S3 |
3,215.7 |
3,256.3 |
3,353.6 |
|
S4 |
3,137.7 |
3,178.3 |
3,332.1 |
|
|
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 |
3,468.0 |
3,331.0 |
137.0 |
4.1% |
63.4 |
1.9% |
32% |
False |
True |
1,102,669 |
10 |
3,474.0 |
3,303.0 |
171.0 |
5.1% |
72.3 |
2.1% |
42% |
False |
False |
1,143,013 |
20 |
3,474.0 |
3,282.0 |
192.0 |
5.7% |
70.9 |
2.1% |
48% |
False |
False |
1,201,262 |
40 |
3,499.0 |
3,107.0 |
392.0 |
11.6% |
78.6 |
2.3% |
68% |
False |
False |
1,485,839 |
60 |
3,822.0 |
3,107.0 |
715.0 |
21.2% |
73.3 |
2.2% |
37% |
False |
False |
1,106,149 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
66.6 |
2.0% |
34% |
False |
False |
830,207 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
67.0 |
2.0% |
34% |
False |
False |
664,362 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
70.0 |
2.1% |
34% |
False |
False |
555,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,740.5 |
2.618 |
3,613.2 |
1.618 |
3,535.2 |
1.000 |
3,487.0 |
0.618 |
3,457.2 |
HIGH |
3,409.0 |
0.618 |
3,379.2 |
0.500 |
3,370.0 |
0.382 |
3,360.8 |
LOW |
3,331.0 |
0.618 |
3,282.8 |
1.000 |
3,253.0 |
1.618 |
3,204.8 |
2.618 |
3,126.8 |
4.250 |
2,999.5 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,373.3 |
3,373.3 |
PP |
3,371.7 |
3,371.7 |
S1 |
3,370.0 |
3,370.0 |
|