Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,626.19 |
11,383.56 |
-242.63 |
-2.1% |
11,659.65 |
High |
11,626.27 |
11,436.24 |
-190.03 |
-1.6% |
11,690.43 |
Low |
11,362.63 |
11,340.41 |
-22.22 |
-0.2% |
11,290.58 |
Close |
11,386.25 |
11,412.87 |
26.62 |
0.2% |
11,628.06 |
Range |
263.64 |
95.83 |
-167.81 |
-63.7% |
399.85 |
ATR |
208.86 |
200.79 |
-8.07 |
-3.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,684.00 |
11,644.26 |
11,465.58 |
|
R3 |
11,588.17 |
11,548.43 |
11,439.22 |
|
R2 |
11,492.34 |
11,492.34 |
11,430.44 |
|
R1 |
11,452.60 |
11,452.60 |
11,421.65 |
11,472.47 |
PP |
11,396.51 |
11,396.51 |
11,396.51 |
11,406.44 |
S1 |
11,356.77 |
11,356.77 |
11,404.09 |
11,376.64 |
S2 |
11,300.68 |
11,300.68 |
11,395.30 |
|
S3 |
11,204.85 |
11,260.94 |
11,386.52 |
|
S4 |
11,109.02 |
11,165.11 |
11,360.16 |
|
|
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% |
177.80 |
1.6% |
36% |
False |
False |
|
10 |
11,718.28 |
11,290.58 |
427.70 |
3.7% |
186.30 |
1.6% |
29% |
False |
False |
|
20 |
11,867.11 |
11,221.53 |
645.58 |
5.7% |
203.19 |
1.8% |
30% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.1% |
213.91 |
1.9% |
56% |
False |
False |
|
60 |
12,610.96 |
10,827.71 |
1,783.25 |
15.6% |
205.43 |
1.8% |
33% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
193.27 |
1.7% |
25% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
186.55 |
1.6% |
25% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
197.82 |
1.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,843.52 |
2.618 |
11,687.12 |
1.618 |
11,591.29 |
1.000 |
11,532.07 |
0.618 |
11,495.46 |
HIGH |
11,436.24 |
0.618 |
11,399.63 |
0.500 |
11,388.33 |
0.382 |
11,377.02 |
LOW |
11,340.41 |
0.618 |
11,281.19 |
1.000 |
11,244.58 |
1.618 |
11,185.36 |
2.618 |
11,089.53 |
4.250 |
10,933.13 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,404.69 |
11,486.27 |
PP |
11,396.51 |
11,461.80 |
S1 |
11,388.33 |
11,437.34 |
|