Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,760 |
11,643 |
-117 |
-1.0% |
11,310 |
High |
11,784 |
11,661 |
-123 |
-1.0% |
11,748 |
Low |
11,586 |
11,443 |
-143 |
-1.2% |
11,197 |
Close |
11,645 |
11,522 |
-123 |
-1.1% |
11,687 |
Range |
198 |
218 |
20 |
10.1% |
551 |
ATR |
233 |
232 |
-1 |
-0.5% |
0 |
Volume |
204,240 |
201,006 |
-3,234 |
-1.6% |
967,430 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,196 |
12,077 |
11,642 |
|
R3 |
11,978 |
11,859 |
11,582 |
|
R2 |
11,760 |
11,760 |
11,562 |
|
R1 |
11,641 |
11,641 |
11,542 |
11,592 |
PP |
11,542 |
11,542 |
11,542 |
11,517 |
S1 |
11,423 |
11,423 |
11,502 |
11,374 |
S2 |
11,324 |
11,324 |
11,482 |
|
S3 |
11,106 |
11,205 |
11,462 |
|
S4 |
10,888 |
10,987 |
11,402 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,197 |
12,993 |
11,990 |
|
R3 |
12,646 |
12,442 |
11,839 |
|
R2 |
12,095 |
12,095 |
11,788 |
|
R1 |
11,891 |
11,891 |
11,738 |
11,993 |
PP |
11,544 |
11,544 |
11,544 |
11,595 |
S1 |
11,340 |
11,340 |
11,637 |
11,442 |
S2 |
10,993 |
10,993 |
11,586 |
|
S3 |
10,442 |
10,789 |
11,536 |
|
S4 |
9,891 |
10,238 |
11,384 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,853 |
11,379 |
474 |
4.1% |
242 |
2.1% |
30% |
False |
False |
204,753 |
10 |
11,853 |
11,197 |
656 |
5.7% |
234 |
2.0% |
50% |
False |
False |
203,850 |
20 |
11,853 |
11,101 |
752 |
6.5% |
227 |
2.0% |
56% |
False |
False |
196,740 |
40 |
12,197 |
10,812 |
1,385 |
12.0% |
231 |
2.0% |
51% |
False |
False |
211,415 |
60 |
12,880 |
10,812 |
2,068 |
17.9% |
215 |
1.9% |
34% |
False |
False |
148,248 |
80 |
13,140 |
10,812 |
2,328 |
20.2% |
202 |
1.8% |
30% |
False |
False |
111,210 |
100 |
13,140 |
10,812 |
2,328 |
20.2% |
193 |
1.7% |
30% |
False |
False |
88,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,588 |
2.618 |
12,232 |
1.618 |
12,014 |
1.000 |
11,879 |
0.618 |
11,796 |
HIGH |
11,661 |
0.618 |
11,578 |
0.500 |
11,552 |
0.382 |
11,526 |
LOW |
11,443 |
0.618 |
11,308 |
1.000 |
11,225 |
1.618 |
11,090 |
2.618 |
10,872 |
4.250 |
10,517 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,552 |
11,648 |
PP |
11,542 |
11,606 |
S1 |
11,532 |
11,564 |
|