Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
6,265.0 |
6,265.0 |
0.0 |
0.0% |
6,464.0 |
High |
6,377.5 |
6,377.5 |
0.0 |
0.0% |
6,514.0 |
Low |
6,248.0 |
6,248.0 |
0.0 |
0.0% |
6,237.5 |
Close |
6,362.5 |
6,362.5 |
0.0 |
0.0% |
6,362.5 |
Range |
129.5 |
129.5 |
0.0 |
0.0% |
276.5 |
ATR |
134.7 |
134.3 |
-0.4 |
-0.3% |
0.0 |
Volume |
126,547 |
0 |
-126,547 |
-100.0% |
703,315 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,717.8 |
6,669.7 |
6,433.7 |
|
R3 |
6,588.3 |
6,540.2 |
6,398.1 |
|
R2 |
6,458.8 |
6,458.8 |
6,386.2 |
|
R1 |
6,410.7 |
6,410.7 |
6,374.4 |
6,434.8 |
PP |
6,329.3 |
6,329.3 |
6,329.3 |
6,341.4 |
S1 |
6,281.2 |
6,281.2 |
6,350.6 |
6,305.3 |
S2 |
6,199.8 |
6,199.8 |
6,338.8 |
|
S3 |
6,070.3 |
6,151.7 |
6,326.9 |
|
S4 |
5,940.8 |
6,022.2 |
6,291.3 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,200.8 |
7,058.2 |
6,514.6 |
|
R3 |
6,924.3 |
6,781.7 |
6,438.5 |
|
R2 |
6,647.8 |
6,647.8 |
6,413.2 |
|
R1 |
6,505.2 |
6,505.2 |
6,387.8 |
6,438.3 |
PP |
6,371.3 |
6,371.3 |
6,371.3 |
6,337.9 |
S1 |
6,228.7 |
6,228.7 |
6,337.2 |
6,161.8 |
S2 |
6,094.8 |
6,094.8 |
6,311.8 |
|
S3 |
5,818.3 |
5,952.2 |
6,286.5 |
|
S4 |
5,541.8 |
5,675.7 |
6,210.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,405.0 |
6,237.5 |
167.5 |
2.6% |
109.2 |
1.7% |
75% |
False |
False |
115,842 |
10 |
6,657.5 |
6,237.5 |
420.0 |
6.6% |
116.2 |
1.8% |
30% |
False |
False |
132,137 |
20 |
6,665.0 |
6,237.5 |
427.5 |
6.7% |
123.4 |
1.9% |
29% |
False |
False |
141,213 |
40 |
6,665.0 |
6,041.5 |
623.5 |
9.8% |
140.6 |
2.2% |
51% |
False |
False |
164,625 |
60 |
7,196.5 |
6,041.5 |
1,155.0 |
18.2% |
136.8 |
2.2% |
28% |
False |
False |
133,034 |
80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
124.8 |
2.0% |
25% |
False |
False |
99,891 |
100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
120.9 |
1.9% |
25% |
False |
False |
79,993 |
120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
123.4 |
1.9% |
25% |
False |
False |
67,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,927.9 |
2.618 |
6,716.5 |
1.618 |
6,587.0 |
1.000 |
6,507.0 |
0.618 |
6,457.5 |
HIGH |
6,377.5 |
0.618 |
6,328.0 |
0.500 |
6,312.8 |
0.382 |
6,297.5 |
LOW |
6,248.0 |
0.618 |
6,168.0 |
1.000 |
6,118.5 |
1.618 |
6,038.5 |
2.618 |
5,909.0 |
4.250 |
5,697.6 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
6,345.9 |
6,344.2 |
PP |
6,329.3 |
6,325.8 |
S1 |
6,312.8 |
6,307.5 |
|