Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,524 |
11,620 |
96 |
0.8% |
11,686 |
High |
11,712 |
11,707 |
-5 |
0.0% |
11,853 |
Low |
11,444 |
11,595 |
151 |
1.3% |
11,443 |
Close |
11,618 |
11,663 |
45 |
0.4% |
11,663 |
Range |
268 |
112 |
-156 |
-58.2% |
410 |
ATR |
234 |
226 |
-9 |
-3.7% |
0 |
Volume |
238,278 |
241,362 |
3,084 |
1.3% |
1,117,562 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,991 |
11,939 |
11,725 |
|
R3 |
11,879 |
11,827 |
11,694 |
|
R2 |
11,767 |
11,767 |
11,684 |
|
R1 |
11,715 |
11,715 |
11,673 |
11,741 |
PP |
11,655 |
11,655 |
11,655 |
11,668 |
S1 |
11,603 |
11,603 |
11,653 |
11,629 |
S2 |
11,543 |
11,543 |
11,643 |
|
S3 |
11,431 |
11,491 |
11,632 |
|
S4 |
11,319 |
11,379 |
11,602 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,883 |
12,683 |
11,889 |
|
R3 |
12,473 |
12,273 |
11,776 |
|
R2 |
12,063 |
12,063 |
11,738 |
|
R1 |
11,863 |
11,863 |
11,701 |
11,758 |
PP |
11,653 |
11,653 |
11,653 |
11,601 |
S1 |
11,453 |
11,453 |
11,626 |
11,348 |
S2 |
11,243 |
11,243 |
11,588 |
|
S3 |
10,833 |
11,043 |
11,550 |
|
S4 |
10,423 |
10,633 |
11,438 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,853 |
11,443 |
410 |
3.5% |
199 |
1.7% |
54% |
False |
False |
223,512 |
10 |
11,853 |
11,197 |
656 |
5.6% |
226 |
1.9% |
71% |
False |
False |
208,499 |
20 |
11,853 |
11,101 |
752 |
6.4% |
222 |
1.9% |
75% |
False |
False |
194,912 |
40 |
12,054 |
10,812 |
1,242 |
10.6% |
232 |
2.0% |
69% |
False |
False |
214,066 |
60 |
12,722 |
10,812 |
1,910 |
16.4% |
215 |
1.8% |
45% |
False |
False |
156,238 |
80 |
13,140 |
10,812 |
2,328 |
20.0% |
202 |
1.7% |
37% |
False |
False |
117,203 |
100 |
13,140 |
10,812 |
2,328 |
20.0% |
194 |
1.7% |
37% |
False |
False |
93,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,183 |
2.618 |
12,000 |
1.618 |
11,888 |
1.000 |
11,819 |
0.618 |
11,776 |
HIGH |
11,707 |
0.618 |
11,664 |
0.500 |
11,651 |
0.382 |
11,638 |
LOW |
11,595 |
0.618 |
11,526 |
1.000 |
11,483 |
1.618 |
11,414 |
2.618 |
11,302 |
4.250 |
11,119 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,659 |
11,635 |
PP |
11,655 |
11,606 |
S1 |
11,651 |
11,578 |
|