Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,383.56 |
11,412.46 |
28.90 |
0.3% |
11,659.65 |
High |
11,436.24 |
11,554.46 |
118.22 |
1.0% |
11,690.43 |
Low |
11,340.41 |
11,381.77 |
41.36 |
0.4% |
11,290.58 |
Close |
11,412.87 |
11,502.51 |
89.64 |
0.8% |
11,628.06 |
Range |
95.83 |
172.69 |
76.86 |
80.2% |
399.85 |
ATR |
200.79 |
198.78 |
-2.01 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,997.65 |
11,922.77 |
11,597.49 |
|
R3 |
11,824.96 |
11,750.08 |
11,550.00 |
|
R2 |
11,652.27 |
11,652.27 |
11,534.17 |
|
R1 |
11,577.39 |
11,577.39 |
11,518.34 |
11,614.83 |
PP |
11,479.58 |
11,479.58 |
11,479.58 |
11,498.30 |
S1 |
11,404.70 |
11,404.70 |
11,486.68 |
11,442.14 |
S2 |
11,306.89 |
11,306.89 |
11,470.85 |
|
S3 |
11,134.20 |
11,232.01 |
11,455.02 |
|
S4 |
10,961.51 |
11,059.32 |
11,407.53 |
|
|
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 |
11,315.57 |
316.56 |
2.8% |
179.63 |
1.6% |
59% |
False |
False |
|
10 |
11,718.28 |
11,290.58 |
427.70 |
3.7% |
185.52 |
1.6% |
50% |
False |
False |
|
20 |
11,867.11 |
11,221.53 |
645.58 |
5.6% |
202.37 |
1.8% |
44% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.0% |
212.62 |
1.8% |
65% |
False |
False |
|
60 |
12,610.96 |
10,827.71 |
1,783.25 |
15.5% |
204.78 |
1.8% |
38% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
193.94 |
1.7% |
29% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
186.77 |
1.6% |
29% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
196.98 |
1.7% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,288.39 |
2.618 |
12,006.56 |
1.618 |
11,833.87 |
1.000 |
11,727.15 |
0.618 |
11,661.18 |
HIGH |
11,554.46 |
0.618 |
11,488.49 |
0.500 |
11,468.12 |
0.382 |
11,447.74 |
LOW |
11,381.77 |
0.618 |
11,275.05 |
1.000 |
11,209.08 |
1.618 |
11,102.36 |
2.618 |
10,929.67 |
4.250 |
10,647.84 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,491.05 |
11,496.12 |
PP |
11,479.58 |
11,489.73 |
S1 |
11,468.12 |
11,483.34 |
|