Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,451.0 |
3,401.0 |
-50.0 |
-1.4% |
3,340.0 |
High |
3,451.0 |
3,416.0 |
-35.0 |
-1.0% |
3,476.0 |
Low |
3,376.0 |
3,359.0 |
-17.0 |
-0.5% |
3,314.0 |
Close |
3,389.0 |
3,390.0 |
1.0 |
0.0% |
3,436.0 |
Range |
75.0 |
57.0 |
-18.0 |
-24.0% |
162.0 |
ATR |
73.9 |
72.7 |
-1.2 |
-1.6% |
0.0 |
Volume |
2,616 |
3,284 |
668 |
25.5% |
7,091 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,559.3 |
3,531.7 |
3,421.4 |
|
R3 |
3,502.3 |
3,474.7 |
3,405.7 |
|
R2 |
3,445.3 |
3,445.3 |
3,400.5 |
|
R1 |
3,417.7 |
3,417.7 |
3,395.2 |
3,403.0 |
PP |
3,388.3 |
3,388.3 |
3,388.3 |
3,381.0 |
S1 |
3,360.7 |
3,360.7 |
3,384.8 |
3,346.0 |
S2 |
3,331.3 |
3,331.3 |
3,379.6 |
|
S3 |
3,274.3 |
3,303.7 |
3,374.3 |
|
S4 |
3,217.3 |
3,246.7 |
3,358.7 |
|
|
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 |
3,359.0 |
135.0 |
4.0% |
63.8 |
1.9% |
23% |
False |
True |
1,785 |
10 |
3,494.0 |
3,314.0 |
180.0 |
5.3% |
66.0 |
1.9% |
42% |
False |
False |
1,568 |
20 |
3,494.0 |
3,278.0 |
216.0 |
6.4% |
66.1 |
1.9% |
52% |
False |
False |
2,323 |
40 |
3,558.0 |
3,133.0 |
425.0 |
12.5% |
72.8 |
2.1% |
60% |
False |
False |
3,632 |
60 |
3,850.0 |
3,133.0 |
717.0 |
21.2% |
66.4 |
2.0% |
36% |
False |
False |
5,484 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
58.9 |
1.7% |
32% |
False |
False |
4,320 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
57.9 |
1.7% |
32% |
False |
False |
3,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,658.3 |
2.618 |
3,565.2 |
1.618 |
3,508.2 |
1.000 |
3,473.0 |
0.618 |
3,451.2 |
HIGH |
3,416.0 |
0.618 |
3,394.2 |
0.500 |
3,387.5 |
0.382 |
3,380.8 |
LOW |
3,359.0 |
0.618 |
3,323.8 |
1.000 |
3,302.0 |
1.618 |
3,266.8 |
2.618 |
3,209.8 |
4.250 |
3,116.8 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,389.2 |
3,424.0 |
PP |
3,388.3 |
3,412.7 |
S1 |
3,387.5 |
3,401.3 |
|