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 |
11,632.81 |
11,532.07 |
-100.74 |
-0.9% |
11,326.32 |
High |
11,633.78 |
11,718.28 |
84.50 |
0.7% |
11,759.96 |
Low |
11,453.34 |
11,450.89 |
-2.45 |
0.0% |
11,221.53 |
Close |
11,532.96 |
11,615.93 |
82.97 |
0.7% |
11,734.32 |
Range |
180.44 |
267.39 |
86.95 |
48.2% |
538.43 |
ATR |
216.08 |
219.75 |
3.66 |
1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,397.20 |
12,273.96 |
11,762.99 |
|
R3 |
12,129.81 |
12,006.57 |
11,689.46 |
|
R2 |
11,862.42 |
11,862.42 |
11,664.95 |
|
R1 |
11,739.18 |
11,739.18 |
11,640.44 |
11,800.80 |
PP |
11,595.03 |
11,595.03 |
11,595.03 |
11,625.85 |
S1 |
11,471.79 |
11,471.79 |
11,591.42 |
11,533.41 |
S2 |
11,327.64 |
11,327.64 |
11,566.91 |
|
S3 |
11,060.25 |
11,204.40 |
11,542.40 |
|
S4 |
10,792.86 |
10,937.01 |
11,468.87 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,187.23 |
12,999.20 |
12,030.46 |
|
R3 |
12,648.80 |
12,460.77 |
11,882.39 |
|
R2 |
12,110.37 |
12,110.37 |
11,833.03 |
|
R1 |
11,922.34 |
11,922.34 |
11,783.68 |
12,016.36 |
PP |
11,571.94 |
11,571.94 |
11,571.94 |
11,618.94 |
S1 |
11,383.91 |
11,383.91 |
11,684.96 |
11,477.93 |
S2 |
11,033.51 |
11,033.51 |
11,635.61 |
|
S3 |
10,495.08 |
10,845.48 |
11,586.25 |
|
S4 |
9,956.65 |
10,307.05 |
11,438.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,867.11 |
11,388.04 |
479.07 |
4.1% |
238.43 |
2.1% |
48% |
False |
False |
|
10 |
11,867.11 |
11,221.53 |
645.58 |
5.6% |
224.44 |
1.9% |
61% |
False |
False |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.4% |
210.25 |
1.8% |
66% |
False |
False |
|
40 |
12,114.79 |
10,827.71 |
1,287.08 |
11.1% |
214.97 |
1.9% |
61% |
False |
False |
|
60 |
12,862.47 |
10,827.71 |
2,034.76 |
17.5% |
202.18 |
1.7% |
39% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
191.71 |
1.7% |
34% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
187.56 |
1.6% |
34% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
199.89 |
1.7% |
34% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,854.69 |
2.618 |
12,418.31 |
1.618 |
12,150.92 |
1.000 |
11,985.67 |
0.618 |
11,883.53 |
HIGH |
11,718.28 |
0.618 |
11,616.14 |
0.500 |
11,584.59 |
0.382 |
11,553.03 |
LOW |
11,450.89 |
0.618 |
11,285.64 |
1.000 |
11,183.50 |
1.618 |
11,018.25 |
2.618 |
10,750.86 |
4.250 |
10,314.48 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,605.48 |
11,616.62 |
PP |
11,595.03 |
11,616.39 |
S1 |
11,584.59 |
11,616.16 |
|