Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,617 |
11,386 |
-231 |
-2.0% |
11,661 |
High |
11,627 |
11,436 |
-191 |
-1.6% |
11,713 |
Low |
11,356 |
11,340 |
-16 |
-0.1% |
11,286 |
Close |
11,384 |
11,412 |
28 |
0.2% |
11,617 |
Range |
271 |
96 |
-175 |
-64.6% |
427 |
ATR |
226 |
217 |
-9 |
-4.1% |
0 |
Volume |
175,352 |
197,177 |
21,825 |
12.4% |
967,930 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,684 |
11,644 |
11,465 |
|
R3 |
11,588 |
11,548 |
11,439 |
|
R2 |
11,492 |
11,492 |
11,430 |
|
R1 |
11,452 |
11,452 |
11,421 |
11,472 |
PP |
11,396 |
11,396 |
11,396 |
11,406 |
S1 |
11,356 |
11,356 |
11,403 |
11,376 |
S2 |
11,300 |
11,300 |
11,395 |
|
S3 |
11,204 |
11,260 |
11,386 |
|
S4 |
11,108 |
11,164 |
11,359 |
|
|
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% |
193 |
1.7% |
36% |
False |
False |
188,828 |
10 |
11,713 |
11,286 |
427 |
3.7% |
205 |
1.8% |
30% |
False |
False |
202,110 |
20 |
11,853 |
11,197 |
656 |
5.7% |
220 |
1.9% |
33% |
False |
False |
202,098 |
40 |
11,853 |
10,812 |
1,041 |
9.1% |
233 |
2.0% |
58% |
False |
False |
213,187 |
60 |
12,655 |
10,812 |
1,843 |
16.1% |
224 |
2.0% |
33% |
False |
False |
178,558 |
80 |
13,139 |
10,812 |
2,327 |
20.4% |
207 |
1.8% |
26% |
False |
False |
133,954 |
100 |
13,140 |
10,812 |
2,328 |
20.4% |
198 |
1.7% |
26% |
False |
False |
107,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,844 |
2.618 |
11,687 |
1.618 |
11,591 |
1.000 |
11,532 |
0.618 |
11,495 |
HIGH |
11,436 |
0.618 |
11,399 |
0.500 |
11,388 |
0.382 |
11,377 |
LOW |
11,340 |
0.618 |
11,281 |
1.000 |
11,244 |
1.618 |
11,185 |
2.618 |
11,089 |
4.250 |
10,932 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,404 |
11,488 |
PP |
11,396 |
11,463 |
S1 |
11,388 |
11,437 |
|