Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,386 |
11,412 |
26 |
0.2% |
11,661 |
High |
11,436 |
11,552 |
116 |
1.0% |
11,713 |
Low |
11,340 |
11,366 |
26 |
0.2% |
11,286 |
Close |
11,412 |
11,497 |
85 |
0.7% |
11,617 |
Range |
96 |
186 |
90 |
93.8% |
427 |
ATR |
217 |
215 |
-2 |
-1.0% |
0 |
Volume |
197,177 |
157,593 |
-39,584 |
-20.1% |
967,930 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,030 |
11,949 |
11,599 |
|
R3 |
11,844 |
11,763 |
11,548 |
|
R2 |
11,658 |
11,658 |
11,531 |
|
R1 |
11,577 |
11,577 |
11,514 |
11,618 |
PP |
11,472 |
11,472 |
11,472 |
11,492 |
S1 |
11,391 |
11,391 |
11,480 |
11,432 |
S2 |
11,286 |
11,286 |
11,463 |
|
S3 |
11,100 |
11,205 |
11,446 |
|
S4 |
10,914 |
11,019 |
11,395 |
|
|
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 |
11,304 |
332 |
2.9% |
197 |
1.7% |
58% |
False |
False |
182,385 |
10 |
11,713 |
11,286 |
427 |
3.7% |
202 |
1.8% |
49% |
False |
False |
197,769 |
20 |
11,853 |
11,197 |
656 |
5.7% |
218 |
1.9% |
46% |
False |
False |
200,809 |
40 |
11,853 |
10,812 |
1,041 |
9.1% |
232 |
2.0% |
66% |
False |
False |
212,523 |
60 |
12,655 |
10,812 |
1,843 |
16.0% |
224 |
1.9% |
37% |
False |
False |
181,176 |
80 |
13,139 |
10,812 |
2,327 |
20.2% |
207 |
1.8% |
29% |
False |
False |
135,922 |
100 |
13,140 |
10,812 |
2,328 |
20.2% |
199 |
1.7% |
29% |
False |
False |
108,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,343 |
2.618 |
12,039 |
1.618 |
11,853 |
1.000 |
11,738 |
0.618 |
11,667 |
HIGH |
11,552 |
0.618 |
11,481 |
0.500 |
11,459 |
0.382 |
11,437 |
LOW |
11,366 |
0.618 |
11,251 |
1.000 |
11,180 |
1.618 |
11,065 |
2.618 |
10,879 |
4.250 |
10,576 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,484 |
11,493 |
PP |
11,472 |
11,488 |
S1 |
11,459 |
11,484 |
|