Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,352 |
11,406 |
54 |
0.5% |
11,686 |
High |
11,452 |
11,475 |
23 |
0.2% |
11,853 |
Low |
11,286 |
11,304 |
18 |
0.2% |
11,443 |
Close |
11,406 |
11,408 |
2 |
0.0% |
11,663 |
Range |
166 |
171 |
5 |
3.0% |
410 |
ATR |
223 |
219 |
-4 |
-1.7% |
0 |
Volume |
189,808 |
204,656 |
14,848 |
7.8% |
1,117,562 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,909 |
11,829 |
11,502 |
|
R3 |
11,738 |
11,658 |
11,455 |
|
R2 |
11,567 |
11,567 |
11,439 |
|
R1 |
11,487 |
11,487 |
11,424 |
11,527 |
PP |
11,396 |
11,396 |
11,396 |
11,416 |
S1 |
11,316 |
11,316 |
11,392 |
11,356 |
S2 |
11,225 |
11,225 |
11,377 |
|
S3 |
11,054 |
11,145 |
11,361 |
|
S4 |
10,883 |
10,974 |
11,314 |
|
|
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 |
11,286 |
427 |
3.7% |
187 |
1.6% |
29% |
False |
False |
206,428 |
10 |
11,853 |
11,286 |
567 |
5.0% |
219 |
1.9% |
22% |
False |
False |
210,824 |
20 |
11,853 |
11,101 |
752 |
6.6% |
220 |
1.9% |
41% |
False |
False |
199,741 |
40 |
11,853 |
10,812 |
1,041 |
9.1% |
236 |
2.1% |
57% |
False |
False |
216,041 |
60 |
12,722 |
10,812 |
1,910 |
16.7% |
222 |
1.9% |
31% |
False |
False |
169,409 |
80 |
13,140 |
10,812 |
2,328 |
20.4% |
206 |
1.8% |
26% |
False |
False |
127,086 |
100 |
13,140 |
10,812 |
2,328 |
20.4% |
196 |
1.7% |
26% |
False |
False |
101,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,202 |
2.618 |
11,923 |
1.618 |
11,752 |
1.000 |
11,646 |
0.618 |
11,581 |
HIGH |
11,475 |
0.618 |
11,410 |
0.500 |
11,390 |
0.382 |
11,369 |
LOW |
11,304 |
0.618 |
11,198 |
1.000 |
11,133 |
1.618 |
11,027 |
2.618 |
10,856 |
4.250 |
10,577 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,402 |
11,405 |
PP |
11,396 |
11,401 |
S1 |
11,390 |
11,398 |
|