Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,304.0 |
3,376.0 |
72.0 |
2.2% |
3,261.0 |
High |
3,381.0 |
3,391.0 |
10.0 |
0.3% |
3,391.0 |
Low |
3,279.0 |
3,355.0 |
76.0 |
2.3% |
3,251.0 |
Close |
3,365.0 |
3,373.0 |
8.0 |
0.2% |
3,373.0 |
Range |
102.0 |
36.0 |
-66.0 |
-64.7% |
140.0 |
ATR |
74.2 |
71.4 |
-2.7 |
-3.7% |
0.0 |
Volume |
1,358,688 |
901,313 |
-457,375 |
-33.7% |
4,330,182 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,481.0 |
3,463.0 |
3,392.8 |
|
R3 |
3,445.0 |
3,427.0 |
3,382.9 |
|
R2 |
3,409.0 |
3,409.0 |
3,379.6 |
|
R1 |
3,391.0 |
3,391.0 |
3,376.3 |
3,382.0 |
PP |
3,373.0 |
3,373.0 |
3,373.0 |
3,368.5 |
S1 |
3,355.0 |
3,355.0 |
3,369.7 |
3,346.0 |
S2 |
3,337.0 |
3,337.0 |
3,366.4 |
|
S3 |
3,301.0 |
3,319.0 |
3,363.1 |
|
S4 |
3,265.0 |
3,283.0 |
3,353.2 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,758.3 |
3,705.7 |
3,450.0 |
|
R3 |
3,618.3 |
3,565.7 |
3,411.5 |
|
R2 |
3,478.3 |
3,478.3 |
3,398.7 |
|
R1 |
3,425.7 |
3,425.7 |
3,385.8 |
3,452.0 |
PP |
3,338.3 |
3,338.3 |
3,338.3 |
3,351.5 |
S1 |
3,285.7 |
3,285.7 |
3,360.2 |
3,312.0 |
S2 |
3,198.3 |
3,198.3 |
3,347.3 |
|
S3 |
3,058.3 |
3,145.7 |
3,334.5 |
|
S4 |
2,918.3 |
3,005.7 |
3,296.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,391.0 |
3,251.0 |
140.0 |
4.2% |
67.0 |
2.0% |
87% |
True |
False |
866,036 |
10 |
3,409.0 |
3,251.0 |
158.0 |
4.7% |
63.3 |
1.9% |
77% |
False |
False |
958,927 |
20 |
3,474.0 |
3,251.0 |
223.0 |
6.6% |
66.0 |
2.0% |
55% |
False |
False |
1,056,609 |
40 |
3,474.0 |
3,107.0 |
367.0 |
10.9% |
73.8 |
2.2% |
72% |
False |
False |
1,335,503 |
60 |
3,753.0 |
3,107.0 |
646.0 |
19.2% |
75.6 |
2.2% |
41% |
False |
False |
1,250,300 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
68.8 |
2.0% |
33% |
False |
False |
939,090 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.5 |
2.0% |
33% |
False |
False |
751,512 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.5 |
2.1% |
33% |
False |
False |
628,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,544.0 |
2.618 |
3,485.2 |
1.618 |
3,449.2 |
1.000 |
3,427.0 |
0.618 |
3,413.2 |
HIGH |
3,391.0 |
0.618 |
3,377.2 |
0.500 |
3,373.0 |
0.382 |
3,368.8 |
LOW |
3,355.0 |
0.618 |
3,332.8 |
1.000 |
3,319.0 |
1.618 |
3,296.8 |
2.618 |
3,260.8 |
4.250 |
3,202.0 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,373.0 |
3,358.2 |
PP |
3,373.0 |
3,343.3 |
S1 |
3,373.0 |
3,328.5 |
|