Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,305.0 |
3,280.0 |
-25.0 |
-0.8% |
3,389.0 |
High |
3,305.0 |
3,343.0 |
38.0 |
1.1% |
3,429.0 |
Low |
3,272.0 |
3,275.0 |
3.0 |
0.1% |
3,272.0 |
Close |
3,278.0 |
3,338.0 |
60.0 |
1.8% |
3,338.0 |
Range |
33.0 |
68.0 |
35.0 |
106.1% |
157.0 |
ATR |
69.9 |
69.7 |
-0.1 |
-0.2% |
0.0 |
Volume |
3,524 |
8,851 |
5,327 |
151.2% |
34,002 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,522.7 |
3,498.3 |
3,375.4 |
|
R3 |
3,454.7 |
3,430.3 |
3,356.7 |
|
R2 |
3,386.7 |
3,386.7 |
3,350.5 |
|
R1 |
3,362.3 |
3,362.3 |
3,344.2 |
3,374.5 |
PP |
3,318.7 |
3,318.7 |
3,318.7 |
3,324.8 |
S1 |
3,294.3 |
3,294.3 |
3,331.8 |
3,306.5 |
S2 |
3,250.7 |
3,250.7 |
3,325.5 |
|
S3 |
3,182.7 |
3,226.3 |
3,319.3 |
|
S4 |
3,114.7 |
3,158.3 |
3,300.6 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,817.3 |
3,734.7 |
3,424.4 |
|
R3 |
3,660.3 |
3,577.7 |
3,381.2 |
|
R2 |
3,503.3 |
3,503.3 |
3,366.8 |
|
R1 |
3,420.7 |
3,420.7 |
3,352.4 |
3,383.5 |
PP |
3,346.3 |
3,346.3 |
3,346.3 |
3,327.8 |
S1 |
3,263.7 |
3,263.7 |
3,323.6 |
3,226.5 |
S2 |
3,189.3 |
3,189.3 |
3,309.2 |
|
S3 |
3,032.3 |
3,106.7 |
3,294.8 |
|
S4 |
2,875.3 |
2,949.7 |
3,251.7 |
|
|
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 |
4.7% |
55.6 |
1.7% |
42% |
False |
False |
6,800 |
10 |
3,494.0 |
3,272.0 |
222.0 |
6.7% |
55.9 |
1.7% |
30% |
False |
False |
4,341 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.7% |
61.8 |
1.9% |
30% |
False |
False |
3,194 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.8% |
70.2 |
2.1% |
57% |
False |
False |
3,876 |
60 |
3,830.0 |
3,133.0 |
697.0 |
20.9% |
68.4 |
2.1% |
29% |
False |
False |
5,949 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.9% |
60.6 |
1.8% |
26% |
False |
False |
4,675 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.9% |
57.4 |
1.7% |
26% |
False |
False |
3,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,632.0 |
2.618 |
3,521.0 |
1.618 |
3,453.0 |
1.000 |
3,411.0 |
0.618 |
3,385.0 |
HIGH |
3,343.0 |
0.618 |
3,317.0 |
0.500 |
3,309.0 |
0.382 |
3,301.0 |
LOW |
3,275.0 |
0.618 |
3,233.0 |
1.000 |
3,207.0 |
1.618 |
3,165.0 |
2.618 |
3,097.0 |
4.250 |
2,986.0 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,328.3 |
3,327.8 |
PP |
3,318.7 |
3,317.7 |
S1 |
3,309.0 |
3,307.5 |
|