Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,333.0 |
3,292.0 |
-41.0 |
-1.2% |
3,389.0 |
High |
3,340.0 |
3,335.0 |
-5.0 |
-0.1% |
3,429.0 |
Low |
3,276.0 |
3,274.0 |
-2.0 |
-0.1% |
3,272.0 |
Close |
3,307.0 |
3,331.0 |
24.0 |
0.7% |
3,338.0 |
Range |
64.0 |
61.0 |
-3.0 |
-4.7% |
157.0 |
ATR |
69.3 |
68.7 |
-0.6 |
-0.9% |
0.0 |
Volume |
7,023 |
18,678 |
11,655 |
166.0% |
34,002 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,496.3 |
3,474.7 |
3,364.6 |
|
R3 |
3,435.3 |
3,413.7 |
3,347.8 |
|
R2 |
3,374.3 |
3,374.3 |
3,342.2 |
|
R1 |
3,352.7 |
3,352.7 |
3,336.6 |
3,363.5 |
PP |
3,313.3 |
3,313.3 |
3,313.3 |
3,318.8 |
S1 |
3,291.7 |
3,291.7 |
3,325.4 |
3,302.5 |
S2 |
3,252.3 |
3,252.3 |
3,319.8 |
|
S3 |
3,191.3 |
3,230.7 |
3,314.2 |
|
S4 |
3,130.3 |
3,169.7 |
3,297.5 |
|
|
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 |
3,343.0 |
3,272.0 |
71.0 |
2.1% |
52.8 |
1.6% |
83% |
False |
False |
7,724 |
10 |
3,451.0 |
3,272.0 |
179.0 |
5.4% |
58.7 |
1.8% |
33% |
False |
False |
6,772 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.7% |
60.7 |
1.8% |
27% |
False |
False |
4,375 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.8% |
69.2 |
2.1% |
55% |
False |
False |
4,389 |
60 |
3,779.0 |
3,133.0 |
646.0 |
19.4% |
68.7 |
2.1% |
31% |
False |
False |
6,214 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.0% |
61.6 |
1.9% |
25% |
False |
False |
4,995 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.0% |
58.1 |
1.7% |
25% |
False |
False |
4,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,594.3 |
2.618 |
3,494.7 |
1.618 |
3,433.7 |
1.000 |
3,396.0 |
0.618 |
3,372.7 |
HIGH |
3,335.0 |
0.618 |
3,311.7 |
0.500 |
3,304.5 |
0.382 |
3,297.3 |
LOW |
3,274.0 |
0.618 |
3,236.3 |
1.000 |
3,213.0 |
1.618 |
3,175.3 |
2.618 |
3,114.3 |
4.250 |
3,014.8 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,322.2 |
3,323.5 |
PP |
3,313.3 |
3,316.0 |
S1 |
3,304.5 |
3,308.5 |
|