Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,281.0 |
3,261.0 |
-20.0 |
-0.6% |
3,374.0 |
High |
3,289.0 |
3,326.0 |
37.0 |
1.1% |
3,409.0 |
Low |
3,251.0 |
3,253.0 |
2.0 |
0.1% |
3,251.0 |
Close |
3,258.0 |
3,318.0 |
60.0 |
1.8% |
3,318.0 |
Range |
38.0 |
73.0 |
35.0 |
92.1% |
158.0 |
ATR |
73.6 |
73.6 |
0.0 |
-0.1% |
0.0 |
Volume |
1,115,863 |
1,007,284 |
-108,579 |
-9.7% |
5,259,093 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,518.0 |
3,491.0 |
3,358.2 |
|
R3 |
3,445.0 |
3,418.0 |
3,338.1 |
|
R2 |
3,372.0 |
3,372.0 |
3,331.4 |
|
R1 |
3,345.0 |
3,345.0 |
3,324.7 |
3,358.5 |
PP |
3,299.0 |
3,299.0 |
3,299.0 |
3,305.8 |
S1 |
3,272.0 |
3,272.0 |
3,311.3 |
3,285.5 |
S2 |
3,226.0 |
3,226.0 |
3,304.6 |
|
S3 |
3,153.0 |
3,199.0 |
3,297.9 |
|
S4 |
3,080.0 |
3,126.0 |
3,277.9 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,800.0 |
3,717.0 |
3,404.9 |
|
R3 |
3,642.0 |
3,559.0 |
3,361.5 |
|
R2 |
3,484.0 |
3,484.0 |
3,347.0 |
|
R1 |
3,401.0 |
3,401.0 |
3,332.5 |
3,363.5 |
PP |
3,326.0 |
3,326.0 |
3,326.0 |
3,307.3 |
S1 |
3,243.0 |
3,243.0 |
3,303.5 |
3,205.5 |
S2 |
3,168.0 |
3,168.0 |
3,289.0 |
|
S3 |
3,010.0 |
3,085.0 |
3,274.6 |
|
S4 |
2,852.0 |
2,927.0 |
3,231.1 |
|
|
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 |
3,251.0 |
158.0 |
4.8% |
59.6 |
1.8% |
42% |
False |
False |
1,051,818 |
10 |
3,474.0 |
3,251.0 |
223.0 |
6.7% |
59.4 |
1.8% |
30% |
False |
False |
1,079,870 |
20 |
3,474.0 |
3,251.0 |
223.0 |
6.7% |
66.3 |
2.0% |
30% |
False |
False |
1,156,225 |
40 |
3,474.0 |
3,107.0 |
367.0 |
11.1% |
76.3 |
2.3% |
57% |
False |
False |
1,454,459 |
60 |
3,822.0 |
3,107.0 |
715.0 |
21.5% |
74.3 |
2.2% |
30% |
False |
False |
1,179,049 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
67.4 |
2.0% |
26% |
False |
False |
885,048 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
65.4 |
2.0% |
26% |
False |
False |
708,233 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
69.7 |
2.1% |
26% |
False |
False |
592,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,636.3 |
2.618 |
3,517.1 |
1.618 |
3,444.1 |
1.000 |
3,399.0 |
0.618 |
3,371.1 |
HIGH |
3,326.0 |
0.618 |
3,298.1 |
0.500 |
3,289.5 |
0.382 |
3,280.9 |
LOW |
3,253.0 |
0.618 |
3,207.9 |
1.000 |
3,180.0 |
1.618 |
3,134.9 |
2.618 |
3,061.9 |
4.250 |
2,942.8 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,308.5 |
3,308.2 |
PP |
3,299.0 |
3,298.3 |
S1 |
3,289.5 |
3,288.5 |
|