Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
6,400.0 |
6,320.0 |
-80.0 |
-1.3% |
6,625.5 |
High |
6,405.0 |
6,362.0 |
-43.0 |
-0.7% |
6,665.0 |
Low |
6,275.5 |
6,284.0 |
8.5 |
0.1% |
6,395.0 |
Close |
6,306.0 |
6,344.0 |
38.0 |
0.6% |
6,476.5 |
Range |
129.5 |
78.0 |
-51.5 |
-39.8% |
270.0 |
ATR |
141.8 |
137.3 |
-4.6 |
-3.2% |
0.0 |
Volume |
166,346 |
137,248 |
-29,098 |
-17.5% |
730,523 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,564.0 |
6,532.0 |
6,386.9 |
|
R3 |
6,486.0 |
6,454.0 |
6,365.5 |
|
R2 |
6,408.0 |
6,408.0 |
6,358.3 |
|
R1 |
6,376.0 |
6,376.0 |
6,351.2 |
6,392.0 |
PP |
6,330.0 |
6,330.0 |
6,330.0 |
6,338.0 |
S1 |
6,298.0 |
6,298.0 |
6,336.9 |
6,314.0 |
S2 |
6,252.0 |
6,252.0 |
6,329.7 |
|
S3 |
6,174.0 |
6,220.0 |
6,322.6 |
|
S4 |
6,096.0 |
6,142.0 |
6,301.1 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,322.2 |
7,169.3 |
6,625.0 |
|
R3 |
7,052.2 |
6,899.3 |
6,550.8 |
|
R2 |
6,782.2 |
6,782.2 |
6,526.0 |
|
R1 |
6,629.3 |
6,629.3 |
6,501.3 |
6,570.8 |
PP |
6,512.2 |
6,512.2 |
6,512.2 |
6,482.9 |
S1 |
6,359.3 |
6,359.3 |
6,451.8 |
6,300.8 |
S2 |
6,242.2 |
6,242.2 |
6,427.0 |
|
S3 |
5,972.2 |
6,089.3 |
6,402.3 |
|
S4 |
5,702.2 |
5,819.3 |
6,328.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,543.5 |
6,275.5 |
268.0 |
4.2% |
115.1 |
1.8% |
26% |
False |
False |
145,139 |
10 |
6,665.0 |
6,275.5 |
389.5 |
6.1% |
119.6 |
1.9% |
18% |
False |
False |
148,811 |
20 |
6,665.0 |
6,275.5 |
389.5 |
6.1% |
130.9 |
2.1% |
18% |
False |
False |
150,057 |
40 |
6,703.5 |
6,041.5 |
662.0 |
10.4% |
142.2 |
2.2% |
46% |
False |
False |
171,368 |
60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.5% |
135.7 |
2.1% |
26% |
False |
False |
128,488 |
80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.5% |
123.6 |
1.9% |
23% |
False |
False |
96,457 |
100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.5% |
122.3 |
1.9% |
23% |
False |
False |
77,254 |
120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.5% |
124.2 |
2.0% |
23% |
False |
False |
64,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,693.5 |
2.618 |
6,566.2 |
1.618 |
6,488.2 |
1.000 |
6,440.0 |
0.618 |
6,410.2 |
HIGH |
6,362.0 |
0.618 |
6,332.2 |
0.500 |
6,323.0 |
0.382 |
6,313.8 |
LOW |
6,284.0 |
0.618 |
6,235.8 |
1.000 |
6,206.0 |
1.618 |
6,157.8 |
2.618 |
6,079.8 |
4.250 |
5,952.5 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,337.0 |
6,394.8 |
PP |
6,330.0 |
6,377.8 |
S1 |
6,323.0 |
6,360.9 |
|