Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,354.0 |
3,315.0 |
-39.0 |
-1.2% |
3,459.0 |
High |
3,359.0 |
3,333.0 |
-26.0 |
-0.8% |
3,494.0 |
Low |
3,294.0 |
3,295.0 |
1.0 |
0.0% |
3,359.0 |
Close |
3,312.0 |
3,326.0 |
14.0 |
0.4% |
3,395.0 |
Range |
65.0 |
38.0 |
-27.0 |
-41.5% |
135.0 |
ATR |
73.6 |
71.1 |
-2.5 |
-3.5% |
0.0 |
Volume |
20,632 |
546 |
-20,086 |
-97.4% |
9,413 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,432.0 |
3,417.0 |
3,346.9 |
|
R3 |
3,394.0 |
3,379.0 |
3,336.5 |
|
R2 |
3,356.0 |
3,356.0 |
3,333.0 |
|
R1 |
3,341.0 |
3,341.0 |
3,329.5 |
3,348.5 |
PP |
3,318.0 |
3,318.0 |
3,318.0 |
3,321.8 |
S1 |
3,303.0 |
3,303.0 |
3,322.5 |
3,310.5 |
S2 |
3,280.0 |
3,280.0 |
3,319.0 |
|
S3 |
3,242.0 |
3,265.0 |
3,315.6 |
|
S4 |
3,204.0 |
3,227.0 |
3,305.1 |
|
|
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 |
3,429.0 |
3,294.0 |
135.0 |
4.1% |
57.2 |
1.7% |
24% |
False |
False |
5,405 |
10 |
3,494.0 |
3,294.0 |
200.0 |
6.0% |
62.3 |
1.9% |
16% |
False |
False |
3,481 |
20 |
3,494.0 |
3,294.0 |
200.0 |
6.0% |
64.5 |
1.9% |
16% |
False |
False |
2,756 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.9% |
71.7 |
2.2% |
53% |
False |
False |
3,670 |
60 |
3,850.0 |
3,133.0 |
717.0 |
21.6% |
68.0 |
2.0% |
27% |
False |
False |
5,819 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.0% |
60.2 |
1.8% |
24% |
False |
False |
4,585 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.0% |
57.2 |
1.7% |
24% |
False |
False |
3,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,494.5 |
2.618 |
3,432.5 |
1.618 |
3,394.5 |
1.000 |
3,371.0 |
0.618 |
3,356.5 |
HIGH |
3,333.0 |
0.618 |
3,318.5 |
0.500 |
3,314.0 |
0.382 |
3,309.5 |
LOW |
3,295.0 |
0.618 |
3,271.5 |
1.000 |
3,257.0 |
1.618 |
3,233.5 |
2.618 |
3,195.5 |
4.250 |
3,133.5 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,322.0 |
3,361.5 |
PP |
3,318.0 |
3,349.7 |
S1 |
3,314.0 |
3,337.8 |
|