Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,374.0 |
3,339.0 |
-35.0 |
-1.0% |
3,435.0 |
High |
3,409.0 |
3,341.0 |
-68.0 |
-2.0% |
3,474.0 |
Low |
3,331.0 |
3,272.0 |
-59.0 |
-1.8% |
3,336.0 |
Close |
3,375.0 |
3,292.0 |
-83.0 |
-2.5% |
3,374.0 |
Range |
78.0 |
69.0 |
-9.0 |
-11.5% |
138.0 |
ATR |
75.8 |
77.8 |
1.9 |
2.6% |
0.0 |
Volume |
868,653 |
1,302,611 |
433,958 |
50.0% |
5,539,614 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,508.7 |
3,469.3 |
3,330.0 |
|
R3 |
3,439.7 |
3,400.3 |
3,311.0 |
|
R2 |
3,370.7 |
3,370.7 |
3,304.7 |
|
R1 |
3,331.3 |
3,331.3 |
3,298.3 |
3,316.5 |
PP |
3,301.7 |
3,301.7 |
3,301.7 |
3,294.3 |
S1 |
3,262.3 |
3,262.3 |
3,285.7 |
3,247.5 |
S2 |
3,232.7 |
3,232.7 |
3,279.4 |
|
S3 |
3,163.7 |
3,193.3 |
3,273.0 |
|
S4 |
3,094.7 |
3,124.3 |
3,254.1 |
|
|
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 |
3,431.0 |
3,272.0 |
159.0 |
4.8% |
67.8 |
2.1% |
13% |
False |
True |
1,139,364 |
10 |
3,474.0 |
3,272.0 |
202.0 |
6.1% |
66.7 |
2.0% |
10% |
False |
True |
1,129,492 |
20 |
3,474.0 |
3,272.0 |
202.0 |
6.1% |
69.5 |
2.1% |
10% |
False |
True |
1,198,299 |
40 |
3,499.0 |
3,107.0 |
392.0 |
11.9% |
79.3 |
2.4% |
47% |
False |
False |
1,491,938 |
60 |
3,822.0 |
3,107.0 |
715.0 |
21.7% |
74.2 |
2.3% |
26% |
False |
False |
1,127,840 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
66.9 |
2.0% |
23% |
False |
False |
846,485 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
67.1 |
2.0% |
23% |
False |
False |
677,381 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
70.0 |
2.1% |
23% |
False |
False |
566,837 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,634.3 |
2.618 |
3,521.6 |
1.618 |
3,452.6 |
1.000 |
3,410.0 |
0.618 |
3,383.6 |
HIGH |
3,341.0 |
0.618 |
3,314.6 |
0.500 |
3,306.5 |
0.382 |
3,298.4 |
LOW |
3,272.0 |
0.618 |
3,229.4 |
1.000 |
3,203.0 |
1.618 |
3,160.4 |
2.618 |
3,091.4 |
4.250 |
2,978.8 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,306.5 |
3,340.5 |
PP |
3,301.7 |
3,324.3 |
S1 |
3,296.8 |
3,308.2 |
|