Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,292.0 |
3,320.0 |
28.0 |
0.9% |
3,389.0 |
High |
3,335.0 |
3,341.0 |
6.0 |
0.2% |
3,429.0 |
Low |
3,274.0 |
3,288.0 |
14.0 |
0.4% |
3,272.0 |
Close |
3,331.0 |
3,325.0 |
-6.0 |
-0.2% |
3,338.0 |
Range |
61.0 |
53.0 |
-8.0 |
-13.1% |
157.0 |
ATR |
68.7 |
67.6 |
-1.1 |
-1.6% |
0.0 |
Volume |
18,678 |
6,344 |
-12,334 |
-66.0% |
34,002 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,477.0 |
3,454.0 |
3,354.2 |
|
R3 |
3,424.0 |
3,401.0 |
3,339.6 |
|
R2 |
3,371.0 |
3,371.0 |
3,334.7 |
|
R1 |
3,348.0 |
3,348.0 |
3,329.9 |
3,359.5 |
PP |
3,318.0 |
3,318.0 |
3,318.0 |
3,323.8 |
S1 |
3,295.0 |
3,295.0 |
3,320.1 |
3,306.5 |
S2 |
3,265.0 |
3,265.0 |
3,315.3 |
|
S3 |
3,212.0 |
3,242.0 |
3,310.4 |
|
S4 |
3,159.0 |
3,189.0 |
3,295.9 |
|
|
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% |
55.8 |
1.7% |
75% |
False |
False |
8,884 |
10 |
3,429.0 |
3,272.0 |
157.0 |
4.7% |
56.5 |
1.7% |
34% |
False |
False |
7,144 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.7% |
61.4 |
1.8% |
24% |
False |
False |
4,679 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.9% |
68.5 |
2.1% |
53% |
False |
False |
4,542 |
60 |
3,779.0 |
3,133.0 |
646.0 |
19.4% |
69.0 |
2.1% |
30% |
False |
False |
6,306 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.0% |
61.6 |
1.9% |
24% |
False |
False |
5,049 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.0% |
58.6 |
1.8% |
24% |
False |
False |
4,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,566.3 |
2.618 |
3,479.8 |
1.618 |
3,426.8 |
1.000 |
3,394.0 |
0.618 |
3,373.8 |
HIGH |
3,341.0 |
0.618 |
3,320.8 |
0.500 |
3,314.5 |
0.382 |
3,308.2 |
LOW |
3,288.0 |
0.618 |
3,255.2 |
1.000 |
3,235.0 |
1.618 |
3,202.2 |
2.618 |
3,149.2 |
4.250 |
3,062.8 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,321.5 |
3,319.2 |
PP |
3,318.0 |
3,313.3 |
S1 |
3,314.5 |
3,307.5 |
|