Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,389.0 |
3,354.0 |
-35.0 |
-1.0% |
3,459.0 |
High |
3,429.0 |
3,359.0 |
-70.0 |
-2.0% |
3,494.0 |
Low |
3,355.0 |
3,294.0 |
-61.0 |
-1.8% |
3,359.0 |
Close |
3,396.0 |
3,312.0 |
-84.0 |
-2.5% |
3,395.0 |
Range |
74.0 |
65.0 |
-9.0 |
-12.2% |
135.0 |
ATR |
71.4 |
73.6 |
2.2 |
3.1% |
0.0 |
Volume |
449 |
20,632 |
20,183 |
4,495.1% |
9,413 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,516.7 |
3,479.3 |
3,347.8 |
|
R3 |
3,451.7 |
3,414.3 |
3,329.9 |
|
R2 |
3,386.7 |
3,386.7 |
3,323.9 |
|
R1 |
3,349.3 |
3,349.3 |
3,318.0 |
3,335.5 |
PP |
3,321.7 |
3,321.7 |
3,321.7 |
3,314.8 |
S1 |
3,284.3 |
3,284.3 |
3,306.0 |
3,270.5 |
S2 |
3,256.7 |
3,256.7 |
3,300.1 |
|
S3 |
3,191.7 |
3,219.3 |
3,294.1 |
|
S4 |
3,126.7 |
3,154.3 |
3,276.3 |
|
|
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 |
3,451.0 |
3,294.0 |
157.0 |
4.7% |
64.6 |
2.0% |
11% |
False |
True |
5,819 |
10 |
3,494.0 |
3,294.0 |
200.0 |
6.0% |
63.5 |
1.9% |
9% |
False |
True |
3,648 |
20 |
3,494.0 |
3,294.0 |
200.0 |
6.0% |
64.6 |
1.9% |
9% |
False |
True |
3,018 |
40 |
3,522.0 |
3,133.0 |
389.0 |
11.7% |
72.0 |
2.2% |
46% |
False |
False |
4,018 |
60 |
3,850.0 |
3,133.0 |
717.0 |
21.6% |
68.1 |
2.1% |
25% |
False |
False |
5,838 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.1% |
59.9 |
1.8% |
22% |
False |
False |
4,592 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.1% |
58.6 |
1.8% |
22% |
False |
False |
3,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,635.3 |
2.618 |
3,529.2 |
1.618 |
3,464.2 |
1.000 |
3,424.0 |
0.618 |
3,399.2 |
HIGH |
3,359.0 |
0.618 |
3,334.2 |
0.500 |
3,326.5 |
0.382 |
3,318.8 |
LOW |
3,294.0 |
0.618 |
3,253.8 |
1.000 |
3,229.0 |
1.618 |
3,188.8 |
2.618 |
3,123.8 |
4.250 |
3,017.8 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,326.5 |
3,361.5 |
PP |
3,321.7 |
3,345.0 |
S1 |
3,316.8 |
3,328.5 |
|