Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,405 |
11,617 |
212 |
1.9% |
11,661 |
High |
11,636 |
11,627 |
-9 |
-0.1% |
11,713 |
Low |
11,374 |
11,356 |
-18 |
-0.2% |
11,286 |
Close |
11,617 |
11,384 |
-233 |
-2.0% |
11,617 |
Range |
262 |
271 |
9 |
3.4% |
427 |
ATR |
223 |
226 |
3 |
1.6% |
0 |
Volume |
177,149 |
175,352 |
-1,797 |
-1.0% |
967,930 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,269 |
12,097 |
11,533 |
|
R3 |
11,998 |
11,826 |
11,459 |
|
R2 |
11,727 |
11,727 |
11,434 |
|
R1 |
11,555 |
11,555 |
11,409 |
11,506 |
PP |
11,456 |
11,456 |
11,456 |
11,431 |
S1 |
11,284 |
11,284 |
11,359 |
11,235 |
S2 |
11,185 |
11,185 |
11,334 |
|
S3 |
10,914 |
11,013 |
11,310 |
|
S4 |
10,643 |
10,742 |
11,235 |
|
|
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 |
11,636 |
11,286 |
350 |
3.1% |
214 |
1.9% |
28% |
False |
False |
190,895 |
10 |
11,784 |
11,286 |
498 |
4.4% |
215 |
1.9% |
20% |
False |
False |
202,816 |
20 |
11,853 |
11,101 |
752 |
6.6% |
229 |
2.0% |
38% |
False |
False |
200,285 |
40 |
11,853 |
10,812 |
1,041 |
9.1% |
235 |
2.1% |
55% |
False |
False |
213,669 |
60 |
12,655 |
10,812 |
1,843 |
16.2% |
226 |
2.0% |
31% |
False |
False |
175,275 |
80 |
13,139 |
10,812 |
2,327 |
20.4% |
208 |
1.8% |
25% |
False |
False |
131,491 |
100 |
13,140 |
10,812 |
2,328 |
20.4% |
198 |
1.7% |
25% |
False |
False |
105,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,779 |
2.618 |
12,337 |
1.618 |
12,066 |
1.000 |
11,898 |
0.618 |
11,795 |
HIGH |
11,627 |
0.618 |
11,524 |
0.500 |
11,492 |
0.382 |
11,460 |
LOW |
11,356 |
0.618 |
11,189 |
1.000 |
11,085 |
1.618 |
10,918 |
2.618 |
10,647 |
4.250 |
10,204 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,492 |
11,470 |
PP |
11,456 |
11,441 |
S1 |
11,420 |
11,413 |
|