Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,406 |
11,405 |
-1 |
0.0% |
11,661 |
High |
11,475 |
11,636 |
161 |
1.4% |
11,713 |
Low |
11,304 |
11,374 |
70 |
0.6% |
11,286 |
Close |
11,408 |
11,617 |
209 |
1.8% |
11,617 |
Range |
171 |
262 |
91 |
53.2% |
427 |
ATR |
219 |
223 |
3 |
1.4% |
0 |
Volume |
204,656 |
177,149 |
-27,507 |
-13.4% |
967,930 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,328 |
12,235 |
11,761 |
|
R3 |
12,066 |
11,973 |
11,689 |
|
R2 |
11,804 |
11,804 |
11,665 |
|
R1 |
11,711 |
11,711 |
11,641 |
11,758 |
PP |
11,542 |
11,542 |
11,542 |
11,566 |
S1 |
11,449 |
11,449 |
11,593 |
11,496 |
S2 |
11,280 |
11,280 |
11,569 |
|
S3 |
11,018 |
11,187 |
11,545 |
|
S4 |
10,756 |
10,925 |
11,473 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,820 |
12,645 |
11,852 |
|
R3 |
12,393 |
12,218 |
11,735 |
|
R2 |
11,966 |
11,966 |
11,695 |
|
R1 |
11,791 |
11,791 |
11,656 |
11,665 |
PP |
11,539 |
11,539 |
11,539 |
11,476 |
S1 |
11,364 |
11,364 |
11,578 |
11,238 |
S2 |
11,112 |
11,112 |
11,539 |
|
S3 |
10,685 |
10,937 |
11,500 |
|
S4 |
10,258 |
10,510 |
11,382 |
|
|
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% |
217 |
1.9% |
78% |
False |
False |
193,586 |
10 |
11,853 |
11,286 |
567 |
4.9% |
208 |
1.8% |
58% |
False |
False |
208,549 |
20 |
11,853 |
11,101 |
752 |
6.5% |
227 |
2.0% |
69% |
False |
False |
199,731 |
40 |
11,853 |
10,812 |
1,041 |
9.0% |
234 |
2.0% |
77% |
False |
False |
215,687 |
60 |
12,685 |
10,812 |
1,873 |
16.1% |
223 |
1.9% |
43% |
False |
False |
172,358 |
80 |
13,140 |
10,812 |
2,328 |
20.0% |
206 |
1.8% |
35% |
False |
False |
129,300 |
100 |
13,140 |
10,812 |
2,328 |
20.0% |
197 |
1.7% |
35% |
False |
False |
103,448 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,750 |
2.618 |
12,322 |
1.618 |
12,060 |
1.000 |
11,898 |
0.618 |
11,798 |
HIGH |
11,636 |
0.618 |
11,536 |
0.500 |
11,505 |
0.382 |
11,474 |
LOW |
11,374 |
0.618 |
11,212 |
1.000 |
11,112 |
1.618 |
10,950 |
2.618 |
10,688 |
4.250 |
10,261 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,580 |
11,565 |
PP |
11,542 |
11,513 |
S1 |
11,505 |
11,461 |
|