Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
6,420.0 |
6,400.0 |
-20.0 |
-0.3% |
6,535.5 |
High |
6,441.0 |
6,538.0 |
97.0 |
1.5% |
6,585.5 |
Low |
6,337.5 |
6,350.0 |
12.5 |
0.2% |
6,312.0 |
Close |
6,407.5 |
6,508.0 |
100.5 |
1.6% |
6,434.5 |
Range |
103.5 |
188.0 |
84.5 |
81.6% |
273.5 |
ATR |
125.8 |
130.3 |
4.4 |
3.5% |
0.0 |
Volume |
1,262 |
2,190 |
928 |
73.5% |
8,297 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,029.3 |
6,956.7 |
6,611.4 |
|
R3 |
6,841.3 |
6,768.7 |
6,559.7 |
|
R2 |
6,653.3 |
6,653.3 |
6,542.5 |
|
R1 |
6,580.7 |
6,580.7 |
6,525.2 |
6,617.0 |
PP |
6,465.3 |
6,465.3 |
6,465.3 |
6,483.5 |
S1 |
6,392.7 |
6,392.7 |
6,490.8 |
6,429.0 |
S2 |
6,277.3 |
6,277.3 |
6,473.5 |
|
S3 |
6,089.3 |
6,204.7 |
6,456.3 |
|
S4 |
5,901.3 |
6,016.7 |
6,404.6 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,264.5 |
7,123.0 |
6,584.9 |
|
R3 |
6,991.0 |
6,849.5 |
6,509.7 |
|
R2 |
6,717.5 |
6,717.5 |
6,484.6 |
|
R1 |
6,576.0 |
6,576.0 |
6,459.6 |
6,510.0 |
PP |
6,444.0 |
6,444.0 |
6,444.0 |
6,411.0 |
S1 |
6,302.5 |
6,302.5 |
6,409.4 |
6,236.5 |
S2 |
6,170.5 |
6,170.5 |
6,384.4 |
|
S3 |
5,897.0 |
6,029.0 |
6,359.3 |
|
S4 |
5,623.5 |
5,755.5 |
6,284.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,538.0 |
6,320.5 |
217.5 |
3.3% |
129.9 |
2.0% |
86% |
True |
False |
1,342 |
10 |
6,616.0 |
6,312.0 |
304.0 |
4.7% |
115.7 |
1.8% |
64% |
False |
False |
1,523 |
20 |
6,738.0 |
6,312.0 |
426.0 |
6.5% |
117.3 |
1.8% |
46% |
False |
False |
1,140 |
40 |
6,738.0 |
6,116.5 |
621.5 |
9.5% |
128.9 |
2.0% |
63% |
False |
False |
994 |
60 |
7,174.0 |
6,116.5 |
1,057.5 |
16.2% |
130.2 |
2.0% |
37% |
False |
False |
1,629 |
80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
119.0 |
1.8% |
30% |
False |
False |
1,309 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
114.2 |
1.8% |
30% |
False |
False |
1,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,337.0 |
2.618 |
7,030.2 |
1.618 |
6,842.2 |
1.000 |
6,726.0 |
0.618 |
6,654.2 |
HIGH |
6,538.0 |
0.618 |
6,466.2 |
0.500 |
6,444.0 |
0.382 |
6,421.8 |
LOW |
6,350.0 |
0.618 |
6,233.8 |
1.000 |
6,162.0 |
1.618 |
6,045.8 |
2.618 |
5,857.8 |
4.250 |
5,551.0 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,486.7 |
6,483.0 |
PP |
6,465.3 |
6,458.0 |
S1 |
6,444.0 |
6,433.0 |
|