Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,611.21 |
11,659.65 |
48.44 |
0.4% |
11,729.67 |
High |
11,709.89 |
11,690.43 |
-19.46 |
-0.2% |
11,867.11 |
Low |
11,599.73 |
11,434.12 |
-165.61 |
-1.4% |
11,450.89 |
Close |
11,659.90 |
11,479.39 |
-180.51 |
-1.5% |
11,659.90 |
Range |
110.16 |
256.31 |
146.15 |
132.7% |
416.22 |
ATR |
211.92 |
215.09 |
3.17 |
1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,303.58 |
12,147.79 |
11,620.36 |
|
R3 |
12,047.27 |
11,891.48 |
11,549.88 |
|
R2 |
11,790.96 |
11,790.96 |
11,526.38 |
|
R1 |
11,635.17 |
11,635.17 |
11,502.89 |
11,584.91 |
PP |
11,534.65 |
11,534.65 |
11,534.65 |
11,509.52 |
S1 |
11,378.86 |
11,378.86 |
11,455.89 |
11,328.60 |
S2 |
11,278.34 |
11,278.34 |
11,432.40 |
|
S3 |
11,022.03 |
11,122.55 |
11,408.90 |
|
S4 |
10,765.72 |
10,866.24 |
11,338.42 |
|
|
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 |
11,782.35 |
11,434.12 |
348.23 |
3.0% |
199.03 |
1.7% |
13% |
False |
True |
|
10 |
11,867.11 |
11,286.02 |
581.09 |
5.1% |
229.16 |
2.0% |
33% |
False |
False |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.5% |
215.34 |
1.9% |
48% |
False |
False |
|
40 |
11,924.19 |
10,827.71 |
1,096.48 |
9.6% |
214.64 |
1.9% |
59% |
False |
False |
|
60 |
12,726.66 |
10,827.71 |
1,898.95 |
16.5% |
202.17 |
1.8% |
34% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
191.67 |
1.7% |
28% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
187.84 |
1.6% |
28% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
199.87 |
1.7% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,779.75 |
2.618 |
12,361.45 |
1.618 |
12,105.14 |
1.000 |
11,946.74 |
0.618 |
11,848.83 |
HIGH |
11,690.43 |
0.618 |
11,592.52 |
0.500 |
11,562.28 |
0.382 |
11,532.03 |
LOW |
11,434.12 |
0.618 |
11,275.72 |
1.000 |
11,177.81 |
1.618 |
11,019.41 |
2.618 |
10,763.10 |
4.250 |
10,344.80 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,562.28 |
11,576.20 |
PP |
11,534.65 |
11,543.93 |
S1 |
11,507.02 |
11,511.66 |
|