Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,415.23 |
11,426.79 |
11.56 |
0.1% |
11,659.65 |
High |
11,476.21 |
11,632.13 |
155.92 |
1.4% |
11,690.43 |
Low |
11,315.57 |
11,426.79 |
111.22 |
1.0% |
11,290.58 |
Close |
11,430.21 |
11,628.06 |
197.85 |
1.7% |
11,628.06 |
Range |
160.64 |
205.34 |
44.70 |
27.8% |
399.85 |
ATR |
204.45 |
204.51 |
0.06 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,178.35 |
12,108.54 |
11,741.00 |
|
R3 |
11,973.01 |
11,903.20 |
11,684.53 |
|
R2 |
11,767.67 |
11,767.67 |
11,665.71 |
|
R1 |
11,697.86 |
11,697.86 |
11,646.88 |
11,732.77 |
PP |
11,562.33 |
11,562.33 |
11,562.33 |
11,579.78 |
S1 |
11,492.52 |
11,492.52 |
11,609.24 |
11,527.43 |
S2 |
11,356.99 |
11,356.99 |
11,590.41 |
|
S3 |
11,151.65 |
11,287.18 |
11,571.59 |
|
S4 |
10,946.31 |
11,081.84 |
11,515.12 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,735.91 |
12,581.83 |
11,847.98 |
|
R3 |
12,336.06 |
12,181.98 |
11,738.02 |
|
R2 |
11,936.21 |
11,936.21 |
11,701.37 |
|
R1 |
11,782.13 |
11,782.13 |
11,664.71 |
11,659.25 |
PP |
11,536.36 |
11,536.36 |
11,536.36 |
11,474.91 |
S1 |
11,382.28 |
11,382.28 |
11,591.41 |
11,259.40 |
S2 |
11,136.51 |
11,136.51 |
11,554.75 |
|
S3 |
10,736.66 |
10,982.43 |
11,518.10 |
|
S4 |
10,336.81 |
10,582.58 |
11,408.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,690.43 |
11,290.58 |
399.85 |
3.4% |
189.11 |
1.6% |
84% |
False |
False |
|
10 |
11,867.11 |
11,290.58 |
576.53 |
5.0% |
187.59 |
1.6% |
59% |
False |
False |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.4% |
210.96 |
1.8% |
68% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
8.9% |
213.35 |
1.8% |
77% |
False |
False |
|
60 |
12,689.70 |
10,827.71 |
1,861.99 |
16.0% |
204.15 |
1.8% |
43% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
193.61 |
1.7% |
35% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
186.03 |
1.6% |
35% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
198.48 |
1.7% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,504.83 |
2.618 |
12,169.71 |
1.618 |
11,964.37 |
1.000 |
11,837.47 |
0.618 |
11,759.03 |
HIGH |
11,632.13 |
0.618 |
11,553.69 |
0.500 |
11,529.46 |
0.382 |
11,505.23 |
LOW |
11,426.79 |
0.618 |
11,299.89 |
1.000 |
11,221.45 |
1.618 |
11,094.55 |
2.618 |
10,889.21 |
4.250 |
10,554.10 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,595.19 |
11,572.49 |
PP |
11,562.33 |
11,516.92 |
S1 |
11,529.46 |
11,461.36 |
|