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 |
11,532.07 |
11,611.21 |
79.14 |
0.7% |
11,729.67 |
High |
11,718.28 |
11,709.89 |
-8.39 |
-0.1% |
11,867.11 |
Low |
11,450.89 |
11,599.73 |
148.84 |
1.3% |
11,450.89 |
Close |
11,615.93 |
11,659.90 |
43.97 |
0.4% |
11,659.90 |
Range |
267.39 |
110.16 |
-157.23 |
-58.8% |
416.22 |
ATR |
219.75 |
211.92 |
-7.83 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,986.99 |
11,933.60 |
11,720.49 |
|
R3 |
11,876.83 |
11,823.44 |
11,690.19 |
|
R2 |
11,766.67 |
11,766.67 |
11,680.10 |
|
R1 |
11,713.28 |
11,713.28 |
11,670.00 |
11,739.98 |
PP |
11,656.51 |
11,656.51 |
11,656.51 |
11,669.85 |
S1 |
11,603.12 |
11,603.12 |
11,649.80 |
11,629.82 |
S2 |
11,546.35 |
11,546.35 |
11,639.70 |
|
S3 |
11,436.19 |
11,492.96 |
11,629.61 |
|
S4 |
11,326.03 |
11,382.80 |
11,599.31 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,907.96 |
12,700.15 |
11,888.82 |
|
R3 |
12,491.74 |
12,283.93 |
11,774.36 |
|
R2 |
12,075.52 |
12,075.52 |
11,736.21 |
|
R1 |
11,867.71 |
11,867.71 |
11,698.05 |
11,763.51 |
PP |
11,659.30 |
11,659.30 |
11,659.30 |
11,607.20 |
S1 |
11,451.49 |
11,451.49 |
11,621.75 |
11,347.29 |
S2 |
11,243.08 |
11,243.08 |
11,583.59 |
|
S3 |
10,826.86 |
11,035.27 |
11,545.44 |
|
S4 |
10,410.64 |
10,619.05 |
11,430.98 |
|
|
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 |
11,450.89 |
416.22 |
3.6% |
186.08 |
1.6% |
50% |
False |
False |
|
10 |
11,867.11 |
11,221.53 |
645.58 |
5.5% |
219.59 |
1.9% |
68% |
False |
False |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.4% |
209.31 |
1.8% |
72% |
False |
False |
|
40 |
12,062.19 |
10,827.71 |
1,234.48 |
10.6% |
214.31 |
1.8% |
67% |
False |
False |
|
60 |
12,726.66 |
10,827.71 |
1,898.95 |
16.3% |
199.20 |
1.7% |
44% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
191.41 |
1.6% |
36% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
187.11 |
1.6% |
36% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
198.96 |
1.7% |
36% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,178.07 |
2.618 |
11,998.29 |
1.618 |
11,888.13 |
1.000 |
11,820.05 |
0.618 |
11,777.97 |
HIGH |
11,709.89 |
0.618 |
11,667.81 |
0.500 |
11,654.81 |
0.382 |
11,641.81 |
LOW |
11,599.73 |
0.618 |
11,531.65 |
1.000 |
11,489.57 |
1.618 |
11,421.49 |
2.618 |
11,311.33 |
4.250 |
11,131.55 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,658.20 |
11,634.80 |
PP |
11,656.51 |
11,609.69 |
S1 |
11,654.81 |
11,584.59 |
|