Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,426.79 |
11,626.19 |
199.40 |
1.7% |
11,659.65 |
High |
11,632.13 |
11,626.27 |
-5.86 |
-0.1% |
11,690.43 |
Low |
11,426.79 |
11,362.63 |
-64.16 |
-0.6% |
11,290.58 |
Close |
11,628.06 |
11,386.25 |
-241.81 |
-2.1% |
11,628.06 |
Range |
205.34 |
263.64 |
58.30 |
28.4% |
399.85 |
ATR |
204.51 |
208.86 |
4.35 |
2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,249.30 |
12,081.42 |
11,531.25 |
|
R3 |
11,985.66 |
11,817.78 |
11,458.75 |
|
R2 |
11,722.02 |
11,722.02 |
11,434.58 |
|
R1 |
11,554.14 |
11,554.14 |
11,410.42 |
11,506.26 |
PP |
11,458.38 |
11,458.38 |
11,458.38 |
11,434.45 |
S1 |
11,290.50 |
11,290.50 |
11,362.08 |
11,242.62 |
S2 |
11,194.74 |
11,194.74 |
11,337.92 |
|
S3 |
10,931.10 |
11,026.86 |
11,313.75 |
|
S4 |
10,667.46 |
10,763.22 |
11,241.25 |
|
|
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 |
11,632.13 |
11,290.58 |
341.55 |
3.0% |
190.57 |
1.7% |
28% |
False |
False |
|
10 |
11,782.35 |
11,290.58 |
491.77 |
4.3% |
194.80 |
1.7% |
19% |
False |
False |
|
20 |
11,867.11 |
11,128.06 |
739.05 |
6.5% |
211.92 |
1.9% |
35% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.1% |
215.26 |
1.9% |
54% |
False |
False |
|
60 |
12,638.08 |
10,827.71 |
1,810.37 |
15.9% |
207.34 |
1.8% |
31% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
193.95 |
1.7% |
24% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
187.20 |
1.6% |
24% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.3% |
198.93 |
1.7% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,746.74 |
2.618 |
12,316.48 |
1.618 |
12,052.84 |
1.000 |
11,889.91 |
0.618 |
11,789.20 |
HIGH |
11,626.27 |
0.618 |
11,525.56 |
0.500 |
11,494.45 |
0.382 |
11,463.34 |
LOW |
11,362.63 |
0.618 |
11,199.70 |
1.000 |
11,098.99 |
1.618 |
10,936.06 |
2.618 |
10,672.42 |
4.250 |
10,242.16 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,494.45 |
11,473.85 |
PP |
11,458.38 |
11,444.65 |
S1 |
11,422.32 |
11,415.45 |
|