Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,404.0 |
3,389.0 |
-15.0 |
-0.4% |
3,459.0 |
High |
3,428.0 |
3,429.0 |
1.0 |
0.0% |
3,494.0 |
Low |
3,376.0 |
3,355.0 |
-21.0 |
-0.6% |
3,359.0 |
Close |
3,395.0 |
3,396.0 |
1.0 |
0.0% |
3,395.0 |
Range |
52.0 |
74.0 |
22.0 |
42.3% |
135.0 |
ATR |
71.2 |
71.4 |
0.2 |
0.3% |
0.0 |
Volume |
2,117 |
449 |
-1,668 |
-78.8% |
9,413 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.3 |
3,579.7 |
3,436.7 |
|
R3 |
3,541.3 |
3,505.7 |
3,416.4 |
|
R2 |
3,467.3 |
3,467.3 |
3,409.6 |
|
R1 |
3,431.7 |
3,431.7 |
3,402.8 |
3,449.5 |
PP |
3,393.3 |
3,393.3 |
3,393.3 |
3,402.3 |
S1 |
3,357.7 |
3,357.7 |
3,389.2 |
3,375.5 |
S2 |
3,319.3 |
3,319.3 |
3,382.4 |
|
S3 |
3,245.3 |
3,283.7 |
3,375.7 |
|
S4 |
3,171.3 |
3,209.7 |
3,355.3 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,821.0 |
3,743.0 |
3,469.3 |
|
R3 |
3,686.0 |
3,608.0 |
3,432.1 |
|
R2 |
3,551.0 |
3,551.0 |
3,419.8 |
|
R1 |
3,473.0 |
3,473.0 |
3,407.4 |
3,444.5 |
PP |
3,416.0 |
3,416.0 |
3,416.0 |
3,401.8 |
S1 |
3,338.0 |
3,338.0 |
3,382.6 |
3,309.5 |
S2 |
3,281.0 |
3,281.0 |
3,370.3 |
|
S3 |
3,146.0 |
3,203.0 |
3,357.9 |
|
S4 |
3,011.0 |
3,068.0 |
3,320.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,489.0 |
3,355.0 |
134.0 |
3.9% |
60.2 |
1.8% |
31% |
False |
True |
1,828 |
10 |
3,494.0 |
3,329.0 |
165.0 |
4.9% |
68.8 |
2.0% |
41% |
False |
False |
1,620 |
20 |
3,494.0 |
3,309.0 |
185.0 |
5.4% |
64.4 |
1.9% |
47% |
False |
False |
2,179 |
40 |
3,522.0 |
3,133.0 |
389.0 |
11.5% |
72.3 |
2.1% |
68% |
False |
False |
3,540 |
60 |
3,850.0 |
3,133.0 |
717.0 |
21.1% |
67.6 |
2.0% |
37% |
False |
False |
5,504 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
59.3 |
1.7% |
33% |
False |
False |
4,334 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
58.5 |
1.7% |
33% |
False |
False |
3,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,743.5 |
2.618 |
3,622.7 |
1.618 |
3,548.7 |
1.000 |
3,503.0 |
0.618 |
3,474.7 |
HIGH |
3,429.0 |
0.618 |
3,400.7 |
0.500 |
3,392.0 |
0.382 |
3,383.3 |
LOW |
3,355.0 |
0.618 |
3,309.3 |
1.000 |
3,281.0 |
1.618 |
3,235.3 |
2.618 |
3,161.3 |
4.250 |
3,040.5 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,394.7 |
3,394.7 |
PP |
3,393.3 |
3,393.3 |
S1 |
3,392.0 |
3,392.0 |
|