Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,417.0 |
3,459.0 |
42.0 |
1.2% |
3,340.0 |
High |
3,469.0 |
3,494.0 |
25.0 |
0.7% |
3,476.0 |
Low |
3,379.0 |
3,440.0 |
61.0 |
1.8% |
3,314.0 |
Close |
3,436.0 |
3,475.0 |
39.0 |
1.1% |
3,436.0 |
Range |
90.0 |
54.0 |
-36.0 |
-40.0% |
162.0 |
ATR |
76.3 |
75.0 |
-1.3 |
-1.7% |
0.0 |
Volume |
1,632 |
721 |
-911 |
-55.8% |
7,091 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,631.7 |
3,607.3 |
3,504.7 |
|
R3 |
3,577.7 |
3,553.3 |
3,489.9 |
|
R2 |
3,523.7 |
3,523.7 |
3,484.9 |
|
R1 |
3,499.3 |
3,499.3 |
3,480.0 |
3,511.5 |
PP |
3,469.7 |
3,469.7 |
3,469.7 |
3,475.8 |
S1 |
3,445.3 |
3,445.3 |
3,470.1 |
3,457.5 |
S2 |
3,415.7 |
3,415.7 |
3,465.1 |
|
S3 |
3,361.7 |
3,391.3 |
3,460.2 |
|
S4 |
3,307.7 |
3,337.3 |
3,445.3 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,894.7 |
3,827.3 |
3,525.1 |
|
R3 |
3,732.7 |
3,665.3 |
3,480.6 |
|
R2 |
3,570.7 |
3,570.7 |
3,465.7 |
|
R1 |
3,503.3 |
3,503.3 |
3,450.9 |
3,537.0 |
PP |
3,408.7 |
3,408.7 |
3,408.7 |
3,425.5 |
S1 |
3,341.3 |
3,341.3 |
3,421.2 |
3,375.0 |
S2 |
3,246.7 |
3,246.7 |
3,406.3 |
|
S3 |
3,084.7 |
3,179.3 |
3,391.5 |
|
S4 |
2,922.7 |
3,017.3 |
3,346.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,494.0 |
3,329.0 |
165.0 |
4.7% |
77.4 |
2.2% |
88% |
True |
False |
1,413 |
10 |
3,494.0 |
3,309.0 |
185.0 |
5.3% |
66.9 |
1.9% |
90% |
True |
False |
2,110 |
20 |
3,494.0 |
3,133.0 |
361.0 |
10.4% |
71.2 |
2.0% |
95% |
True |
False |
3,011 |
40 |
3,640.0 |
3,133.0 |
507.0 |
14.6% |
72.0 |
2.1% |
67% |
False |
False |
5,596 |
60 |
3,898.0 |
3,133.0 |
765.0 |
22.0% |
65.8 |
1.9% |
45% |
False |
False |
5,397 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.0% |
58.7 |
1.7% |
43% |
False |
False |
4,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,723.5 |
2.618 |
3,635.4 |
1.618 |
3,581.4 |
1.000 |
3,548.0 |
0.618 |
3,527.4 |
HIGH |
3,494.0 |
0.618 |
3,473.4 |
0.500 |
3,467.0 |
0.382 |
3,460.6 |
LOW |
3,440.0 |
0.618 |
3,406.6 |
1.000 |
3,386.0 |
1.618 |
3,352.6 |
2.618 |
3,298.6 |
4.250 |
3,210.5 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,472.3 |
3,462.2 |
PP |
3,469.7 |
3,449.3 |
S1 |
3,467.0 |
3,436.5 |
|