Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,661 |
11,501 |
-160 |
-1.4% |
11,686 |
High |
11,713 |
11,509 |
-204 |
-1.7% |
11,853 |
Low |
11,426 |
11,312 |
-114 |
-1.0% |
11,443 |
Close |
11,499 |
11,356 |
-143 |
-1.2% |
11,663 |
Range |
287 |
197 |
-90 |
-31.4% |
410 |
ATR |
230 |
228 |
-2 |
-1.0% |
0 |
Volume |
188,806 |
207,511 |
18,705 |
9.9% |
1,117,562 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,983 |
11,867 |
11,464 |
|
R3 |
11,786 |
11,670 |
11,410 |
|
R2 |
11,589 |
11,589 |
11,392 |
|
R1 |
11,473 |
11,473 |
11,374 |
11,433 |
PP |
11,392 |
11,392 |
11,392 |
11,372 |
S1 |
11,276 |
11,276 |
11,338 |
11,236 |
S2 |
11,195 |
11,195 |
11,320 |
|
S3 |
10,998 |
11,079 |
11,302 |
|
S4 |
10,801 |
10,882 |
11,248 |
|
|
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 |
11,713 |
11,312 |
401 |
3.5% |
217 |
1.9% |
11% |
False |
True |
215,392 |
10 |
11,853 |
11,312 |
541 |
4.8% |
224 |
2.0% |
8% |
False |
True |
210,556 |
20 |
11,853 |
11,101 |
752 |
6.6% |
225 |
2.0% |
34% |
False |
False |
198,832 |
40 |
11,919 |
10,812 |
1,107 |
9.7% |
236 |
2.1% |
49% |
False |
False |
214,113 |
60 |
12,722 |
10,812 |
1,910 |
16.8% |
220 |
1.9% |
28% |
False |
False |
162,839 |
80 |
13,140 |
10,812 |
2,328 |
20.5% |
205 |
1.8% |
23% |
False |
False |
122,156 |
100 |
13,140 |
10,812 |
2,328 |
20.5% |
196 |
1.7% |
23% |
False |
False |
97,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,346 |
2.618 |
12,025 |
1.618 |
11,828 |
1.000 |
11,706 |
0.618 |
11,631 |
HIGH |
11,509 |
0.618 |
11,434 |
0.500 |
11,411 |
0.382 |
11,387 |
LOW |
11,312 |
0.618 |
11,190 |
1.000 |
11,115 |
1.618 |
10,993 |
2.618 |
10,796 |
4.250 |
10,475 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,411 |
11,513 |
PP |
11,392 |
11,460 |
S1 |
11,374 |
11,408 |
|