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 |
6,400.0 |
6,503.5 |
103.5 |
1.6% |
6,426.0 |
High |
6,538.0 |
6,538.0 |
0.0 |
0.0% |
6,538.0 |
Low |
6,350.0 |
6,482.5 |
132.5 |
2.1% |
6,328.0 |
Close |
6,508.0 |
6,506.5 |
-1.5 |
0.0% |
6,506.5 |
Range |
188.0 |
55.5 |
-132.5 |
-70.5% |
210.0 |
ATR |
130.3 |
124.9 |
-5.3 |
-4.1% |
0.0 |
Volume |
2,190 |
913 |
-1,277 |
-58.3% |
6,598 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,675.5 |
6,646.5 |
6,537.0 |
|
R3 |
6,620.0 |
6,591.0 |
6,521.8 |
|
R2 |
6,564.5 |
6,564.5 |
6,516.7 |
|
R1 |
6,535.5 |
6,535.5 |
6,511.6 |
6,550.0 |
PP |
6,509.0 |
6,509.0 |
6,509.0 |
6,516.3 |
S1 |
6,480.0 |
6,480.0 |
6,501.4 |
6,494.5 |
S2 |
6,453.5 |
6,453.5 |
6,496.3 |
|
S3 |
6,398.0 |
6,424.5 |
6,491.2 |
|
S4 |
6,342.5 |
6,369.0 |
6,476.0 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,087.5 |
7,007.0 |
6,622.0 |
|
R3 |
6,877.5 |
6,797.0 |
6,564.3 |
|
R2 |
6,667.5 |
6,667.5 |
6,545.0 |
|
R1 |
6,587.0 |
6,587.0 |
6,525.8 |
6,627.3 |
PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,477.6 |
S1 |
6,377.0 |
6,377.0 |
6,487.3 |
6,417.3 |
S2 |
6,247.5 |
6,247.5 |
6,468.0 |
|
S3 |
6,037.5 |
6,167.0 |
6,448.8 |
|
S4 |
5,827.5 |
5,957.0 |
6,391.0 |
|
|
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 |
6,328.0 |
210.0 |
3.2% |
116.0 |
1.8% |
85% |
True |
False |
1,319 |
10 |
6,585.5 |
6,312.0 |
273.5 |
4.2% |
108.8 |
1.7% |
71% |
False |
False |
1,489 |
20 |
6,738.0 |
6,312.0 |
426.0 |
6.5% |
114.3 |
1.8% |
46% |
False |
False |
1,166 |
40 |
6,738.0 |
6,116.5 |
621.5 |
9.6% |
127.3 |
2.0% |
63% |
False |
False |
990 |
60 |
7,012.5 |
6,116.5 |
896.0 |
13.8% |
126.8 |
1.9% |
44% |
False |
False |
1,615 |
80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
119.2 |
1.8% |
30% |
False |
False |
1,320 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
113.7 |
1.7% |
30% |
False |
False |
1,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,773.9 |
2.618 |
6,683.3 |
1.618 |
6,627.8 |
1.000 |
6,593.5 |
0.618 |
6,572.3 |
HIGH |
6,538.0 |
0.618 |
6,516.8 |
0.500 |
6,510.3 |
0.382 |
6,503.7 |
LOW |
6,482.5 |
0.618 |
6,448.2 |
1.000 |
6,427.0 |
1.618 |
6,392.7 |
2.618 |
6,337.2 |
4.250 |
6,246.6 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,510.3 |
6,483.6 |
PP |
6,509.0 |
6,460.7 |
S1 |
6,507.8 |
6,437.8 |
|