Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,339.0 |
3,295.0 |
-44.0 |
-1.3% |
3,435.0 |
High |
3,341.0 |
3,314.0 |
-27.0 |
-0.8% |
3,474.0 |
Low |
3,272.0 |
3,274.0 |
2.0 |
0.1% |
3,336.0 |
Close |
3,292.0 |
3,306.0 |
14.0 |
0.4% |
3,374.0 |
Range |
69.0 |
40.0 |
-29.0 |
-42.0% |
138.0 |
ATR |
77.8 |
75.1 |
-2.7 |
-3.5% |
0.0 |
Volume |
1,302,611 |
964,682 |
-337,929 |
-25.9% |
5,539,614 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,418.0 |
3,402.0 |
3,328.0 |
|
R3 |
3,378.0 |
3,362.0 |
3,317.0 |
|
R2 |
3,338.0 |
3,338.0 |
3,313.3 |
|
R1 |
3,322.0 |
3,322.0 |
3,309.7 |
3,330.0 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,302.0 |
S1 |
3,282.0 |
3,282.0 |
3,302.3 |
3,290.0 |
S2 |
3,258.0 |
3,258.0 |
3,298.7 |
|
S3 |
3,218.0 |
3,242.0 |
3,295.0 |
|
S4 |
3,178.0 |
3,202.0 |
3,284.0 |
|
|
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 |
3,409.0 |
3,272.0 |
137.0 |
4.1% |
60.6 |
1.8% |
25% |
False |
False |
1,059,845 |
10 |
3,474.0 |
3,272.0 |
202.0 |
6.1% |
65.3 |
2.0% |
17% |
False |
False |
1,117,614 |
20 |
3,474.0 |
3,272.0 |
202.0 |
6.1% |
69.0 |
2.1% |
17% |
False |
False |
1,179,443 |
40 |
3,499.0 |
3,107.0 |
392.0 |
11.9% |
78.1 |
2.4% |
51% |
False |
False |
1,474,490 |
60 |
3,822.0 |
3,107.0 |
715.0 |
21.6% |
74.1 |
2.2% |
28% |
False |
False |
1,143,874 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
67.1 |
2.0% |
25% |
False |
False |
858,543 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
66.7 |
2.0% |
25% |
False |
False |
687,018 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
69.7 |
2.1% |
25% |
False |
False |
574,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,484.0 |
2.618 |
3,418.7 |
1.618 |
3,378.7 |
1.000 |
3,354.0 |
0.618 |
3,338.7 |
HIGH |
3,314.0 |
0.618 |
3,298.7 |
0.500 |
3,294.0 |
0.382 |
3,289.3 |
LOW |
3,274.0 |
0.618 |
3,249.3 |
1.000 |
3,234.0 |
1.618 |
3,209.3 |
2.618 |
3,169.3 |
4.250 |
3,104.0 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,302.0 |
3,340.5 |
PP |
3,298.0 |
3,329.0 |
S1 |
3,294.0 |
3,317.5 |
|