Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,315.0 |
3,305.0 |
-10.0 |
-0.3% |
3,459.0 |
High |
3,333.0 |
3,305.0 |
-28.0 |
-0.8% |
3,494.0 |
Low |
3,295.0 |
3,272.0 |
-23.0 |
-0.7% |
3,359.0 |
Close |
3,326.0 |
3,278.0 |
-48.0 |
-1.4% |
3,395.0 |
Range |
38.0 |
33.0 |
-5.0 |
-13.2% |
135.0 |
ATR |
71.1 |
69.9 |
-1.2 |
-1.7% |
0.0 |
Volume |
546 |
3,524 |
2,978 |
545.4% |
9,413 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,384.0 |
3,364.0 |
3,296.2 |
|
R3 |
3,351.0 |
3,331.0 |
3,287.1 |
|
R2 |
3,318.0 |
3,318.0 |
3,284.1 |
|
R1 |
3,298.0 |
3,298.0 |
3,281.0 |
3,291.5 |
PP |
3,285.0 |
3,285.0 |
3,285.0 |
3,281.8 |
S1 |
3,265.0 |
3,265.0 |
3,275.0 |
3,258.5 |
S2 |
3,252.0 |
3,252.0 |
3,272.0 |
|
S3 |
3,219.0 |
3,232.0 |
3,268.9 |
|
S4 |
3,186.0 |
3,199.0 |
3,259.9 |
|
|
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 |
3,272.0 |
157.0 |
4.8% |
52.4 |
1.6% |
4% |
False |
True |
5,453 |
10 |
3,494.0 |
3,272.0 |
222.0 |
6.8% |
58.1 |
1.8% |
3% |
False |
True |
3,619 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.8% |
61.6 |
1.9% |
3% |
False |
True |
2,779 |
40 |
3,494.0 |
3,133.0 |
361.0 |
11.0% |
69.8 |
2.1% |
40% |
False |
False |
3,668 |
60 |
3,850.0 |
3,133.0 |
717.0 |
21.9% |
67.8 |
2.1% |
20% |
False |
False |
5,833 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.3% |
60.1 |
1.8% |
18% |
False |
False |
4,568 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.3% |
57.1 |
1.7% |
18% |
False |
False |
3,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,445.3 |
2.618 |
3,391.4 |
1.618 |
3,358.4 |
1.000 |
3,338.0 |
0.618 |
3,325.4 |
HIGH |
3,305.0 |
0.618 |
3,292.4 |
0.500 |
3,288.5 |
0.382 |
3,284.6 |
LOW |
3,272.0 |
0.618 |
3,251.6 |
1.000 |
3,239.0 |
1.618 |
3,218.6 |
2.618 |
3,185.6 |
4.250 |
3,131.8 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,288.5 |
3,315.5 |
PP |
3,285.0 |
3,303.0 |
S1 |
3,281.5 |
3,290.5 |
|