Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,280.0 |
3,333.0 |
53.0 |
1.6% |
3,389.0 |
High |
3,343.0 |
3,340.0 |
-3.0 |
-0.1% |
3,429.0 |
Low |
3,275.0 |
3,276.0 |
1.0 |
0.0% |
3,272.0 |
Close |
3,338.0 |
3,307.0 |
-31.0 |
-0.9% |
3,338.0 |
Range |
68.0 |
64.0 |
-4.0 |
-5.9% |
157.0 |
ATR |
69.7 |
69.3 |
-0.4 |
-0.6% |
0.0 |
Volume |
8,851 |
7,023 |
-1,828 |
-20.7% |
34,002 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,499.7 |
3,467.3 |
3,342.2 |
|
R3 |
3,435.7 |
3,403.3 |
3,324.6 |
|
R2 |
3,371.7 |
3,371.7 |
3,318.7 |
|
R1 |
3,339.3 |
3,339.3 |
3,312.9 |
3,323.5 |
PP |
3,307.7 |
3,307.7 |
3,307.7 |
3,299.8 |
S1 |
3,275.3 |
3,275.3 |
3,301.1 |
3,259.5 |
S2 |
3,243.7 |
3,243.7 |
3,295.3 |
|
S3 |
3,179.7 |
3,211.3 |
3,289.4 |
|
S4 |
3,115.7 |
3,147.3 |
3,271.8 |
|
|
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 |
3,359.0 |
3,272.0 |
87.0 |
2.6% |
53.6 |
1.6% |
40% |
False |
False |
8,115 |
10 |
3,489.0 |
3,272.0 |
217.0 |
6.6% |
56.9 |
1.7% |
16% |
False |
False |
4,971 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.7% |
61.9 |
1.9% |
16% |
False |
False |
3,540 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.9% |
70.3 |
2.1% |
48% |
False |
False |
3,933 |
60 |
3,796.0 |
3,133.0 |
663.0 |
20.0% |
68.4 |
2.1% |
26% |
False |
False |
5,951 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.1% |
61.3 |
1.9% |
22% |
False |
False |
4,761 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.1% |
57.6 |
1.7% |
22% |
False |
False |
3,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,612.0 |
2.618 |
3,507.6 |
1.618 |
3,443.6 |
1.000 |
3,404.0 |
0.618 |
3,379.6 |
HIGH |
3,340.0 |
0.618 |
3,315.6 |
0.500 |
3,308.0 |
0.382 |
3,300.4 |
LOW |
3,276.0 |
0.618 |
3,236.4 |
1.000 |
3,212.0 |
1.618 |
3,172.4 |
2.618 |
3,108.4 |
4.250 |
3,004.0 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,308.0 |
3,307.5 |
PP |
3,307.7 |
3,307.3 |
S1 |
3,307.3 |
3,307.2 |
|