Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,412.46 |
11,499.87 |
87.41 |
0.8% |
11,659.65 |
High |
11,554.46 |
11,715.18 |
160.72 |
1.4% |
11,690.43 |
Low |
11,381.77 |
11,499.79 |
118.02 |
1.0% |
11,290.58 |
Close |
11,502.51 |
11,715.18 |
212.67 |
1.8% |
11,628.06 |
Range |
172.69 |
215.39 |
42.70 |
24.7% |
399.85 |
ATR |
198.78 |
199.97 |
1.19 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,289.55 |
12,217.76 |
11,833.64 |
|
R3 |
12,074.16 |
12,002.37 |
11,774.41 |
|
R2 |
11,858.77 |
11,858.77 |
11,754.67 |
|
R1 |
11,786.98 |
11,786.98 |
11,734.92 |
11,822.88 |
PP |
11,643.38 |
11,643.38 |
11,643.38 |
11,661.33 |
S1 |
11,571.59 |
11,571.59 |
11,695.44 |
11,607.49 |
S2 |
11,427.99 |
11,427.99 |
11,675.69 |
|
S3 |
11,212.60 |
11,356.20 |
11,655.95 |
|
S4 |
10,997.21 |
11,140.81 |
11,596.72 |
|
|
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 |
11,715.18 |
11,340.41 |
374.77 |
3.2% |
190.58 |
1.6% |
100% |
True |
False |
|
10 |
11,715.18 |
11,290.58 |
424.60 |
3.6% |
180.32 |
1.5% |
100% |
True |
False |
|
20 |
11,867.11 |
11,221.53 |
645.58 |
5.5% |
202.38 |
1.7% |
76% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
8.9% |
212.51 |
1.8% |
85% |
False |
False |
|
60 |
12,610.96 |
10,827.71 |
1,783.25 |
15.2% |
205.74 |
1.8% |
50% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
194.35 |
1.7% |
38% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
188.11 |
1.6% |
38% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.7% |
197.15 |
1.7% |
38% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,630.59 |
2.618 |
12,279.07 |
1.618 |
12,063.68 |
1.000 |
11,930.57 |
0.618 |
11,848.29 |
HIGH |
11,715.18 |
0.618 |
11,632.90 |
0.500 |
11,607.49 |
0.382 |
11,582.07 |
LOW |
11,499.79 |
0.618 |
11,366.68 |
1.000 |
11,284.40 |
1.618 |
11,151.29 |
2.618 |
10,935.90 |
4.250 |
10,584.38 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,679.28 |
11,652.72 |
PP |
11,643.38 |
11,590.26 |
S1 |
11,607.49 |
11,527.80 |
|