Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
6,552.5 |
6,573.0 |
20.5 |
0.3% |
6,691.0 |
High |
6,581.0 |
6,616.0 |
35.0 |
0.5% |
6,738.0 |
Low |
6,472.0 |
6,491.5 |
19.5 |
0.3% |
6,472.0 |
Close |
6,547.0 |
6,550.0 |
3.0 |
0.0% |
6,550.0 |
Range |
109.0 |
124.5 |
15.5 |
14.2% |
266.0 |
ATR |
134.7 |
134.0 |
-0.7 |
-0.5% |
0.0 |
Volume |
860 |
1,256 |
396 |
46.0% |
4,807 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,926.0 |
6,862.5 |
6,618.5 |
|
R3 |
6,801.5 |
6,738.0 |
6,584.2 |
|
R2 |
6,677.0 |
6,677.0 |
6,572.8 |
|
R1 |
6,613.5 |
6,613.5 |
6,561.4 |
6,583.0 |
PP |
6,552.5 |
6,552.5 |
6,552.5 |
6,537.3 |
S1 |
6,489.0 |
6,489.0 |
6,538.6 |
6,458.5 |
S2 |
6,428.0 |
6,428.0 |
6,527.2 |
|
S3 |
6,303.5 |
6,364.5 |
6,515.8 |
|
S4 |
6,179.0 |
6,240.0 |
6,481.5 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,384.7 |
7,233.3 |
6,696.3 |
|
R3 |
7,118.7 |
6,967.3 |
6,623.2 |
|
R2 |
6,852.7 |
6,852.7 |
6,598.8 |
|
R1 |
6,701.3 |
6,701.3 |
6,574.4 |
6,644.0 |
PP |
6,586.7 |
6,586.7 |
6,586.7 |
6,558.0 |
S1 |
6,435.3 |
6,435.3 |
6,525.6 |
6,378.0 |
S2 |
6,320.7 |
6,320.7 |
6,501.2 |
|
S3 |
6,054.7 |
6,169.3 |
6,476.9 |
|
S4 |
5,788.7 |
5,903.3 |
6,403.7 |
|
|
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% |
105.4 |
1.6% |
29% |
False |
False |
961 |
10 |
6,738.0 |
6,432.0 |
306.0 |
4.7% |
119.9 |
1.8% |
39% |
False |
False |
843 |
20 |
6,738.0 |
6,380.5 |
357.5 |
5.5% |
126.4 |
1.9% |
47% |
False |
False |
822 |
40 |
6,775.0 |
6,116.5 |
658.5 |
10.1% |
132.4 |
2.0% |
66% |
False |
False |
822 |
60 |
7,292.0 |
6,116.5 |
1,175.5 |
17.9% |
125.4 |
1.9% |
37% |
False |
False |
1,473 |
80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
113.7 |
1.7% |
33% |
False |
False |
1,153 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
111.9 |
1.7% |
33% |
False |
False |
970 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,145.1 |
2.618 |
6,941.9 |
1.618 |
6,817.4 |
1.000 |
6,740.5 |
0.618 |
6,692.9 |
HIGH |
6,616.0 |
0.618 |
6,568.4 |
0.500 |
6,553.8 |
0.382 |
6,539.1 |
LOW |
6,491.5 |
0.618 |
6,414.6 |
1.000 |
6,367.0 |
1.618 |
6,290.1 |
2.618 |
6,165.6 |
4.250 |
5,962.4 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,553.8 |
6,564.3 |
PP |
6,552.5 |
6,559.5 |
S1 |
6,551.3 |
6,554.8 |
|