Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
6,654.5 |
6,552.5 |
-102.0 |
-1.5% |
6,489.5 |
High |
6,656.5 |
6,581.0 |
-75.5 |
-1.1% |
6,726.5 |
Low |
6,515.5 |
6,472.0 |
-43.5 |
-0.7% |
6,432.0 |
Close |
6,534.0 |
6,547.0 |
13.0 |
0.2% |
6,661.0 |
Range |
141.0 |
109.0 |
-32.0 |
-22.7% |
294.5 |
ATR |
136.7 |
134.7 |
-2.0 |
-1.4% |
0.0 |
Volume |
754 |
860 |
106 |
14.1% |
3,629 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,860.3 |
6,812.7 |
6,607.0 |
|
R3 |
6,751.3 |
6,703.7 |
6,577.0 |
|
R2 |
6,642.3 |
6,642.3 |
6,567.0 |
|
R1 |
6,594.7 |
6,594.7 |
6,557.0 |
6,564.0 |
PP |
6,533.3 |
6,533.3 |
6,533.3 |
6,518.0 |
S1 |
6,485.7 |
6,485.7 |
6,537.0 |
6,455.0 |
S2 |
6,424.3 |
6,424.3 |
6,527.0 |
|
S3 |
6,315.3 |
6,376.7 |
6,517.0 |
|
S4 |
6,206.3 |
6,267.7 |
6,487.1 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,490.0 |
7,370.0 |
6,823.0 |
|
R3 |
7,195.5 |
7,075.5 |
6,742.0 |
|
R2 |
6,901.0 |
6,901.0 |
6,715.0 |
|
R1 |
6,781.0 |
6,781.0 |
6,688.0 |
6,841.0 |
PP |
6,606.5 |
6,606.5 |
6,606.5 |
6,636.5 |
S1 |
6,486.5 |
6,486.5 |
6,634.0 |
6,546.5 |
S2 |
6,312.0 |
6,312.0 |
6,607.0 |
|
S3 |
6,017.5 |
6,192.0 |
6,580.0 |
|
S4 |
5,723.0 |
5,897.5 |
6,499.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,738.0 |
6,472.0 |
266.0 |
4.1% |
113.1 |
1.7% |
28% |
False |
True |
872 |
10 |
6,738.0 |
6,432.0 |
306.0 |
4.7% |
119.0 |
1.8% |
38% |
False |
False |
756 |
20 |
6,738.0 |
6,357.0 |
381.0 |
5.8% |
127.6 |
1.9% |
50% |
False |
False |
792 |
40 |
6,918.5 |
6,116.5 |
802.0 |
12.2% |
134.8 |
2.1% |
54% |
False |
False |
997 |
60 |
7,292.0 |
6,116.5 |
1,175.5 |
18.0% |
125.4 |
1.9% |
37% |
False |
False |
1,456 |
80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
114.1 |
1.7% |
33% |
False |
False |
1,142 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
111.3 |
1.7% |
33% |
False |
False |
959 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,044.3 |
2.618 |
6,866.4 |
1.618 |
6,757.4 |
1.000 |
6,690.0 |
0.618 |
6,648.4 |
HIGH |
6,581.0 |
0.618 |
6,539.4 |
0.500 |
6,526.5 |
0.382 |
6,513.6 |
LOW |
6,472.0 |
0.618 |
6,404.6 |
1.000 |
6,363.0 |
1.618 |
6,295.6 |
2.618 |
6,186.6 |
4.250 |
6,008.8 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,540.2 |
6,601.3 |
PP |
6,533.3 |
6,583.2 |
S1 |
6,526.5 |
6,565.1 |
|