Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,659.65 |
11,478.09 |
-181.56 |
-1.6% |
11,729.67 |
High |
11,690.43 |
11,478.17 |
-212.26 |
-1.8% |
11,867.11 |
Low |
11,434.12 |
11,318.50 |
-115.62 |
-1.0% |
11,450.89 |
Close |
11,479.39 |
11,348.55 |
-130.84 |
-1.1% |
11,659.90 |
Range |
256.31 |
159.67 |
-96.64 |
-37.7% |
416.22 |
ATR |
215.09 |
211.22 |
-3.87 |
-1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,860.75 |
11,764.32 |
11,436.37 |
|
R3 |
11,701.08 |
11,604.65 |
11,392.46 |
|
R2 |
11,541.41 |
11,541.41 |
11,377.82 |
|
R1 |
11,444.98 |
11,444.98 |
11,363.19 |
11,413.36 |
PP |
11,381.74 |
11,381.74 |
11,381.74 |
11,365.93 |
S1 |
11,285.31 |
11,285.31 |
11,333.91 |
11,253.69 |
S2 |
11,222.07 |
11,222.07 |
11,319.28 |
|
S3 |
11,062.40 |
11,125.64 |
11,304.64 |
|
S4 |
10,902.73 |
10,965.97 |
11,260.73 |
|
|
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 |
11,718.28 |
11,318.50 |
399.78 |
3.5% |
194.79 |
1.7% |
8% |
False |
True |
|
10 |
11,867.11 |
11,318.50 |
548.61 |
4.8% |
212.13 |
1.9% |
5% |
False |
True |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.5% |
211.86 |
1.9% |
30% |
False |
False |
|
40 |
11,924.19 |
10,827.71 |
1,096.48 |
9.7% |
216.84 |
1.9% |
48% |
False |
False |
|
60 |
12,726.66 |
10,827.71 |
1,898.95 |
16.7% |
202.13 |
1.8% |
27% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
191.58 |
1.7% |
23% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
187.59 |
1.7% |
23% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
199.93 |
1.8% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,156.77 |
2.618 |
11,896.19 |
1.618 |
11,736.52 |
1.000 |
11,637.84 |
0.618 |
11,576.85 |
HIGH |
11,478.17 |
0.618 |
11,417.18 |
0.500 |
11,398.34 |
0.382 |
11,379.49 |
LOW |
11,318.50 |
0.618 |
11,219.82 |
1.000 |
11,158.83 |
1.618 |
11,060.15 |
2.618 |
10,900.48 |
4.250 |
10,639.90 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,398.34 |
11,514.20 |
PP |
11,381.74 |
11,458.98 |
S1 |
11,365.15 |
11,403.77 |
|