Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,459.0 |
3,467.0 |
8.0 |
0.2% |
3,340.0 |
High |
3,494.0 |
3,489.0 |
-5.0 |
-0.1% |
3,476.0 |
Low |
3,440.0 |
3,446.0 |
6.0 |
0.2% |
3,314.0 |
Close |
3,475.0 |
3,466.0 |
-9.0 |
-0.3% |
3,436.0 |
Range |
54.0 |
43.0 |
-11.0 |
-20.4% |
162.0 |
ATR |
75.0 |
72.7 |
-2.3 |
-3.0% |
0.0 |
Volume |
721 |
675 |
-46 |
-6.4% |
7,091 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,596.0 |
3,574.0 |
3,489.7 |
|
R3 |
3,553.0 |
3,531.0 |
3,477.8 |
|
R2 |
3,510.0 |
3,510.0 |
3,473.9 |
|
R1 |
3,488.0 |
3,488.0 |
3,469.9 |
3,477.5 |
PP |
3,467.0 |
3,467.0 |
3,467.0 |
3,461.8 |
S1 |
3,445.0 |
3,445.0 |
3,462.1 |
3,434.5 |
S2 |
3,424.0 |
3,424.0 |
3,458.1 |
|
S3 |
3,381.0 |
3,402.0 |
3,454.2 |
|
S4 |
3,338.0 |
3,359.0 |
3,442.4 |
|
|
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 |
3,379.0 |
115.0 |
3.3% |
62.4 |
1.8% |
76% |
False |
False |
1,476 |
10 |
3,494.0 |
3,314.0 |
180.0 |
5.2% |
62.7 |
1.8% |
84% |
False |
False |
1,978 |
20 |
3,494.0 |
3,133.0 |
361.0 |
10.4% |
69.6 |
2.0% |
92% |
False |
False |
2,481 |
40 |
3,610.0 |
3,133.0 |
477.0 |
13.8% |
72.0 |
2.1% |
70% |
False |
False |
5,118 |
60 |
3,854.0 |
3,133.0 |
721.0 |
20.8% |
65.8 |
1.9% |
46% |
False |
False |
5,405 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.0% |
58.7 |
1.7% |
42% |
False |
False |
4,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,671.8 |
2.618 |
3,601.6 |
1.618 |
3,558.6 |
1.000 |
3,532.0 |
0.618 |
3,515.6 |
HIGH |
3,489.0 |
0.618 |
3,472.6 |
0.500 |
3,467.5 |
0.382 |
3,462.4 |
LOW |
3,446.0 |
0.618 |
3,419.4 |
1.000 |
3,403.0 |
1.618 |
3,376.4 |
2.618 |
3,333.4 |
4.250 |
3,263.3 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,467.5 |
3,456.2 |
PP |
3,467.0 |
3,446.3 |
S1 |
3,466.5 |
3,436.5 |
|