Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,467.0 |
3,451.0 |
-16.0 |
-0.5% |
3,340.0 |
High |
3,489.0 |
3,451.0 |
-38.0 |
-1.1% |
3,476.0 |
Low |
3,446.0 |
3,376.0 |
-70.0 |
-2.0% |
3,314.0 |
Close |
3,466.0 |
3,389.0 |
-77.0 |
-2.2% |
3,436.0 |
Range |
43.0 |
75.0 |
32.0 |
74.4% |
162.0 |
ATR |
72.7 |
73.9 |
1.2 |
1.7% |
0.0 |
Volume |
675 |
2,616 |
1,941 |
287.6% |
7,091 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,630.3 |
3,584.7 |
3,430.3 |
|
R3 |
3,555.3 |
3,509.7 |
3,409.6 |
|
R2 |
3,480.3 |
3,480.3 |
3,402.8 |
|
R1 |
3,434.7 |
3,434.7 |
3,395.9 |
3,420.0 |
PP |
3,405.3 |
3,405.3 |
3,405.3 |
3,398.0 |
S1 |
3,359.7 |
3,359.7 |
3,382.1 |
3,345.0 |
S2 |
3,330.3 |
3,330.3 |
3,375.3 |
|
S3 |
3,255.3 |
3,284.7 |
3,368.4 |
|
S4 |
3,180.3 |
3,209.7 |
3,347.8 |
|
|
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 |
3,376.0 |
118.0 |
3.5% |
67.4 |
2.0% |
11% |
False |
True |
1,557 |
10 |
3,494.0 |
3,314.0 |
180.0 |
5.3% |
66.2 |
2.0% |
42% |
False |
False |
2,214 |
20 |
3,494.0 |
3,240.0 |
254.0 |
7.5% |
68.0 |
2.0% |
59% |
False |
False |
2,443 |
40 |
3,571.0 |
3,133.0 |
438.0 |
12.9% |
72.3 |
2.1% |
58% |
False |
False |
4,492 |
60 |
3,854.0 |
3,133.0 |
721.0 |
21.3% |
66.3 |
2.0% |
36% |
False |
False |
5,436 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
59.1 |
1.7% |
32% |
False |
False |
4,287 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
57.6 |
1.7% |
32% |
False |
False |
3,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,769.8 |
2.618 |
3,647.4 |
1.618 |
3,572.4 |
1.000 |
3,526.0 |
0.618 |
3,497.4 |
HIGH |
3,451.0 |
0.618 |
3,422.4 |
0.500 |
3,413.5 |
0.382 |
3,404.7 |
LOW |
3,376.0 |
0.618 |
3,329.7 |
1.000 |
3,301.0 |
1.618 |
3,254.7 |
2.618 |
3,179.7 |
4.250 |
3,057.3 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,413.5 |
3,435.0 |
PP |
3,405.3 |
3,419.7 |
S1 |
3,397.2 |
3,404.3 |
|