Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,478.09 |
11,345.94 |
-132.15 |
-1.2% |
11,729.67 |
High |
11,478.17 |
11,454.15 |
-24.02 |
-0.2% |
11,867.11 |
Low |
11,318.50 |
11,290.58 |
-27.92 |
-0.2% |
11,450.89 |
Close |
11,348.55 |
11,417.43 |
68.88 |
0.6% |
11,659.90 |
Range |
159.67 |
163.57 |
3.90 |
2.4% |
416.22 |
ATR |
211.22 |
207.82 |
-3.40 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,878.10 |
11,811.33 |
11,507.39 |
|
R3 |
11,714.53 |
11,647.76 |
11,462.41 |
|
R2 |
11,550.96 |
11,550.96 |
11,447.42 |
|
R1 |
11,484.19 |
11,484.19 |
11,432.42 |
11,517.58 |
PP |
11,387.39 |
11,387.39 |
11,387.39 |
11,404.08 |
S1 |
11,320.62 |
11,320.62 |
11,402.44 |
11,354.01 |
S2 |
11,223.82 |
11,223.82 |
11,387.44 |
|
S3 |
11,060.25 |
11,157.05 |
11,372.45 |
|
S4 |
10,896.68 |
10,993.48 |
11,327.47 |
|
|
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 |
11,290.58 |
427.70 |
3.7% |
191.42 |
1.7% |
30% |
False |
True |
|
10 |
11,867.11 |
11,290.58 |
576.53 |
5.0% |
212.08 |
1.9% |
22% |
False |
True |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.5% |
213.05 |
1.9% |
39% |
False |
False |
|
40 |
11,924.19 |
10,827.71 |
1,096.48 |
9.6% |
216.46 |
1.9% |
54% |
False |
False |
|
60 |
12,726.66 |
10,827.71 |
1,898.95 |
16.6% |
202.69 |
1.8% |
31% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
192.61 |
1.7% |
26% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
187.72 |
1.6% |
26% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
198.32 |
1.7% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,149.32 |
2.618 |
11,882.38 |
1.618 |
11,718.81 |
1.000 |
11,617.72 |
0.618 |
11,555.24 |
HIGH |
11,454.15 |
0.618 |
11,391.67 |
0.500 |
11,372.37 |
0.382 |
11,353.06 |
LOW |
11,290.58 |
0.618 |
11,189.49 |
1.000 |
11,127.01 |
1.618 |
11,025.92 |
2.618 |
10,862.35 |
4.250 |
10,595.41 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,402.41 |
11,490.51 |
PP |
11,387.39 |
11,466.15 |
S1 |
11,372.37 |
11,441.79 |
|