Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,496 |
11,694 |
198 |
1.7% |
11,617 |
High |
11,711 |
11,698 |
-13 |
-0.1% |
11,711 |
Low |
11,443 |
11,527 |
84 |
0.7% |
11,340 |
Close |
11,695 |
11,541 |
-154 |
-1.3% |
11,541 |
Range |
268 |
171 |
-97 |
-36.2% |
371 |
ATR |
218 |
215 |
-3 |
-1.5% |
0 |
Volume |
168,640 |
175,863 |
7,223 |
4.3% |
874,625 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,102 |
11,992 |
11,635 |
|
R3 |
11,931 |
11,821 |
11,588 |
|
R2 |
11,760 |
11,760 |
11,572 |
|
R1 |
11,650 |
11,650 |
11,557 |
11,620 |
PP |
11,589 |
11,589 |
11,589 |
11,573 |
S1 |
11,479 |
11,479 |
11,525 |
11,449 |
S2 |
11,418 |
11,418 |
11,510 |
|
S3 |
11,247 |
11,308 |
11,494 |
|
S4 |
11,076 |
11,137 |
11,447 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,644 |
12,463 |
11,745 |
|
R3 |
12,273 |
12,092 |
11,643 |
|
R2 |
11,902 |
11,902 |
11,609 |
|
R1 |
11,721 |
11,721 |
11,575 |
11,626 |
PP |
11,531 |
11,531 |
11,531 |
11,483 |
S1 |
11,350 |
11,350 |
11,507 |
11,255 |
S2 |
11,160 |
11,160 |
11,473 |
|
S3 |
10,789 |
10,979 |
11,439 |
|
S4 |
10,418 |
10,608 |
11,337 |
|
|
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% |
199 |
1.7% |
54% |
False |
False |
174,925 |
10 |
11,713 |
11,286 |
427 |
3.7% |
208 |
1.8% |
60% |
False |
False |
184,255 |
20 |
11,853 |
11,197 |
656 |
5.7% |
217 |
1.9% |
52% |
False |
False |
196,377 |
40 |
11,853 |
10,812 |
1,041 |
9.0% |
232 |
2.0% |
70% |
False |
False |
207,729 |
60 |
12,655 |
10,812 |
1,843 |
16.0% |
225 |
1.9% |
40% |
False |
False |
186,897 |
80 |
13,139 |
10,812 |
2,327 |
20.2% |
208 |
1.8% |
31% |
False |
False |
140,226 |
100 |
13,140 |
10,812 |
2,328 |
20.2% |
200 |
1.7% |
31% |
False |
False |
112,194 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,425 |
2.618 |
12,146 |
1.618 |
11,975 |
1.000 |
11,869 |
0.618 |
11,804 |
HIGH |
11,698 |
0.618 |
11,633 |
0.500 |
11,613 |
0.382 |
11,592 |
LOW |
11,527 |
0.618 |
11,421 |
1.000 |
11,356 |
1.618 |
11,250 |
2.618 |
11,079 |
4.250 |
10,800 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,613 |
11,540 |
PP |
11,589 |
11,539 |
S1 |
11,565 |
11,539 |
|