Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,412 |
11,496 |
84 |
0.7% |
11,661 |
High |
11,552 |
11,711 |
159 |
1.4% |
11,713 |
Low |
11,366 |
11,443 |
77 |
0.7% |
11,286 |
Close |
11,497 |
11,695 |
198 |
1.7% |
11,617 |
Range |
186 |
268 |
82 |
44.1% |
427 |
ATR |
215 |
218 |
4 |
1.8% |
0 |
Volume |
157,593 |
168,640 |
11,047 |
7.0% |
967,930 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,420 |
12,326 |
11,843 |
|
R3 |
12,152 |
12,058 |
11,769 |
|
R2 |
11,884 |
11,884 |
11,744 |
|
R1 |
11,790 |
11,790 |
11,720 |
11,837 |
PP |
11,616 |
11,616 |
11,616 |
11,640 |
S1 |
11,522 |
11,522 |
11,671 |
11,569 |
S2 |
11,348 |
11,348 |
11,646 |
|
S3 |
11,080 |
11,254 |
11,621 |
|
S4 |
10,812 |
10,986 |
11,548 |
|
|
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 |
11,711 |
11,340 |
371 |
3.2% |
217 |
1.9% |
96% |
True |
False |
175,182 |
10 |
11,713 |
11,286 |
427 |
3.7% |
202 |
1.7% |
96% |
False |
False |
190,805 |
20 |
11,853 |
11,197 |
656 |
5.6% |
218 |
1.9% |
76% |
False |
False |
198,243 |
40 |
11,853 |
10,812 |
1,041 |
8.9% |
233 |
2.0% |
85% |
False |
False |
208,793 |
60 |
12,655 |
10,812 |
1,843 |
15.8% |
226 |
1.9% |
48% |
False |
False |
183,977 |
80 |
13,139 |
10,812 |
2,327 |
19.9% |
208 |
1.8% |
38% |
False |
False |
138,028 |
100 |
13,140 |
10,812 |
2,328 |
19.9% |
200 |
1.7% |
38% |
False |
False |
110,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,850 |
2.618 |
12,413 |
1.618 |
12,145 |
1.000 |
11,979 |
0.618 |
11,877 |
HIGH |
11,711 |
0.618 |
11,609 |
0.500 |
11,577 |
0.382 |
11,546 |
LOW |
11,443 |
0.618 |
11,278 |
1.000 |
11,175 |
1.618 |
11,010 |
2.618 |
10,742 |
4.250 |
10,304 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,656 |
11,639 |
PP |
11,616 |
11,582 |
S1 |
11,577 |
11,526 |
|