Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,320.0 |
3,398.0 |
78.0 |
2.3% |
3,333.0 |
High |
3,401.0 |
3,410.0 |
9.0 |
0.3% |
3,410.0 |
Low |
3,300.0 |
3,380.0 |
80.0 |
2.4% |
3,274.0 |
Close |
3,386.0 |
3,394.0 |
8.0 |
0.2% |
3,394.0 |
Range |
101.0 |
30.0 |
-71.0 |
-70.3% |
136.0 |
ATR |
70.0 |
67.1 |
-2.9 |
-4.1% |
0.0 |
Volume |
18,738 |
4,326 |
-14,412 |
-76.9% |
55,109 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,484.7 |
3,469.3 |
3,410.5 |
|
R3 |
3,454.7 |
3,439.3 |
3,402.3 |
|
R2 |
3,424.7 |
3,424.7 |
3,399.5 |
|
R1 |
3,409.3 |
3,409.3 |
3,396.8 |
3,402.0 |
PP |
3,394.7 |
3,394.7 |
3,394.7 |
3,391.0 |
S1 |
3,379.3 |
3,379.3 |
3,391.3 |
3,372.0 |
S2 |
3,364.7 |
3,364.7 |
3,388.5 |
|
S3 |
3,334.7 |
3,349.3 |
3,385.8 |
|
S4 |
3,304.7 |
3,319.3 |
3,377.5 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.3 |
3,716.7 |
3,468.8 |
|
R3 |
3,631.3 |
3,580.7 |
3,431.4 |
|
R2 |
3,495.3 |
3,495.3 |
3,418.9 |
|
R1 |
3,444.7 |
3,444.7 |
3,406.5 |
3,470.0 |
PP |
3,359.3 |
3,359.3 |
3,359.3 |
3,372.0 |
S1 |
3,308.7 |
3,308.7 |
3,381.5 |
3,334.0 |
S2 |
3,223.3 |
3,223.3 |
3,369.1 |
|
S3 |
3,087.3 |
3,172.7 |
3,356.6 |
|
S4 |
2,951.3 |
3,036.7 |
3,319.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,410.0 |
3,274.0 |
136.0 |
4.0% |
61.8 |
1.8% |
88% |
True |
False |
11,021 |
10 |
3,429.0 |
3,272.0 |
157.0 |
4.6% |
58.7 |
1.7% |
78% |
False |
False |
8,911 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.5% |
61.9 |
1.8% |
55% |
False |
False |
5,280 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.6% |
67.3 |
2.0% |
72% |
False |
False |
5,032 |
60 |
3,676.0 |
3,133.0 |
543.0 |
16.0% |
68.1 |
2.0% |
48% |
False |
False |
6,381 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
62.4 |
1.8% |
33% |
False |
False |
5,299 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
58.8 |
1.7% |
33% |
False |
False |
4,470 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,537.5 |
2.618 |
3,488.5 |
1.618 |
3,458.5 |
1.000 |
3,440.0 |
0.618 |
3,428.5 |
HIGH |
3,410.0 |
0.618 |
3,398.5 |
0.500 |
3,395.0 |
0.382 |
3,391.5 |
LOW |
3,380.0 |
0.618 |
3,361.5 |
1.000 |
3,350.0 |
1.618 |
3,331.5 |
2.618 |
3,301.5 |
4.250 |
3,252.5 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,395.0 |
3,379.0 |
PP |
3,394.7 |
3,364.0 |
S1 |
3,394.3 |
3,349.0 |
|