Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,499.87 |
11,713.23 |
213.36 |
1.9% |
11,626.19 |
High |
11,715.18 |
11,713.23 |
-1.95 |
0.0% |
11,715.18 |
Low |
11,499.79 |
11,543.39 |
43.60 |
0.4% |
11,340.41 |
Close |
11,715.18 |
11,543.96 |
-171.22 |
-1.5% |
11,543.96 |
Range |
215.39 |
169.84 |
-45.55 |
-21.1% |
374.77 |
ATR |
199.97 |
197.95 |
-2.01 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,109.71 |
11,996.68 |
11,637.37 |
|
R3 |
11,939.87 |
11,826.84 |
11,590.67 |
|
R2 |
11,770.03 |
11,770.03 |
11,575.10 |
|
R1 |
11,657.00 |
11,657.00 |
11,559.53 |
11,628.60 |
PP |
11,600.19 |
11,600.19 |
11,600.19 |
11,585.99 |
S1 |
11,487.16 |
11,487.16 |
11,528.39 |
11,458.76 |
S2 |
11,430.35 |
11,430.35 |
11,512.82 |
|
S3 |
11,260.51 |
11,317.32 |
11,497.25 |
|
S4 |
11,090.67 |
11,147.48 |
11,450.55 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,657.49 |
12,475.50 |
11,750.08 |
|
R3 |
12,282.72 |
12,100.73 |
11,647.02 |
|
R2 |
11,907.95 |
11,907.95 |
11,612.67 |
|
R1 |
11,725.96 |
11,725.96 |
11,578.31 |
11,629.57 |
PP |
11,533.18 |
11,533.18 |
11,533.18 |
11,484.99 |
S1 |
11,351.19 |
11,351.19 |
11,509.61 |
11,254.80 |
S2 |
11,158.41 |
11,158.41 |
11,475.25 |
|
S3 |
10,783.64 |
10,976.42 |
11,440.90 |
|
S4 |
10,408.87 |
10,601.65 |
11,337.84 |
|
|
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% |
183.48 |
1.6% |
54% |
False |
False |
|
10 |
11,715.18 |
11,290.58 |
424.60 |
3.7% |
186.29 |
1.6% |
60% |
False |
False |
|
20 |
11,867.11 |
11,221.53 |
645.58 |
5.6% |
202.94 |
1.8% |
50% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.0% |
212.25 |
1.8% |
69% |
False |
False |
|
60 |
12,603.07 |
10,827.71 |
1,775.36 |
15.4% |
204.87 |
1.8% |
40% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
193.47 |
1.7% |
31% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
188.29 |
1.6% |
31% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
195.06 |
1.7% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,435.05 |
2.618 |
12,157.87 |
1.618 |
11,988.03 |
1.000 |
11,883.07 |
0.618 |
11,818.19 |
HIGH |
11,713.23 |
0.618 |
11,648.35 |
0.500 |
11,628.31 |
0.382 |
11,608.27 |
LOW |
11,543.39 |
0.618 |
11,438.43 |
1.000 |
11,373.55 |
1.618 |
11,268.59 |
2.618 |
11,098.75 |
4.250 |
10,821.57 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,628.31 |
11,548.48 |
PP |
11,600.19 |
11,546.97 |
S1 |
11,572.08 |
11,545.47 |
|