Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,279.0 |
3,306.0 |
27.0 |
0.8% |
3,374.0 |
High |
3,317.0 |
3,324.0 |
7.0 |
0.2% |
3,409.0 |
Low |
3,251.0 |
3,266.0 |
15.0 |
0.5% |
3,251.0 |
Close |
3,310.0 |
3,304.0 |
-6.0 |
-0.2% |
3,318.0 |
Range |
66.0 |
58.0 |
-8.0 |
-12.1% |
158.0 |
ATR |
73.1 |
72.0 |
-1.1 |
-1.5% |
0.0 |
Volume |
1,026,395 |
1,043,786 |
17,391 |
1.7% |
5,259,093 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,472.0 |
3,446.0 |
3,335.9 |
|
R3 |
3,414.0 |
3,388.0 |
3,320.0 |
|
R2 |
3,356.0 |
3,356.0 |
3,314.6 |
|
R1 |
3,330.0 |
3,330.0 |
3,309.3 |
3,314.0 |
PP |
3,298.0 |
3,298.0 |
3,298.0 |
3,290.0 |
S1 |
3,272.0 |
3,272.0 |
3,298.7 |
3,256.0 |
S2 |
3,240.0 |
3,240.0 |
3,293.4 |
|
S3 |
3,182.0 |
3,214.0 |
3,288.1 |
|
S4 |
3,124.0 |
3,156.0 |
3,272.1 |
|
|
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 |
3,326.0 |
3,251.0 |
75.0 |
2.3% |
61.6 |
1.9% |
71% |
False |
False |
838,665 |
10 |
3,409.0 |
3,251.0 |
158.0 |
4.8% |
61.1 |
1.8% |
34% |
False |
False |
949,255 |
20 |
3,474.0 |
3,251.0 |
223.0 |
6.7% |
65.9 |
2.0% |
24% |
False |
False |
1,080,160 |
40 |
3,474.0 |
3,107.0 |
367.0 |
11.1% |
75.2 |
2.3% |
54% |
False |
False |
1,369,661 |
60 |
3,756.0 |
3,107.0 |
649.0 |
19.6% |
75.0 |
2.3% |
30% |
False |
False |
1,213,213 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
68.2 |
2.1% |
25% |
False |
False |
910,895 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
66.0 |
2.0% |
25% |
False |
False |
728,922 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
69.5 |
2.1% |
25% |
False |
False |
609,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,570.5 |
2.618 |
3,475.8 |
1.618 |
3,417.8 |
1.000 |
3,382.0 |
0.618 |
3,359.8 |
HIGH |
3,324.0 |
0.618 |
3,301.8 |
0.500 |
3,295.0 |
0.382 |
3,288.2 |
LOW |
3,266.0 |
0.618 |
3,230.2 |
1.000 |
3,208.0 |
1.618 |
3,172.2 |
2.618 |
3,114.2 |
4.250 |
3,019.5 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,301.0 |
3,298.8 |
PP |
3,298.0 |
3,293.7 |
S1 |
3,295.0 |
3,288.5 |
|