Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,924.0 |
5,022.0 |
98.0 |
2.0% |
4,881.0 |
High |
4,978.0 |
5,039.0 |
61.0 |
1.2% |
4,993.0 |
Low |
4,880.0 |
4,978.0 |
98.0 |
2.0% |
4,728.0 |
Close |
4,962.0 |
5,021.0 |
59.0 |
1.2% |
4,962.0 |
Range |
98.0 |
61.0 |
-37.0 |
-37.8% |
265.0 |
ATR |
111.3 |
108.8 |
-2.4 |
-2.2% |
0.0 |
Volume |
25,073 |
20,769 |
-4,304 |
-17.2% |
136,751 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,195.7 |
5,169.3 |
5,054.6 |
|
R3 |
5,134.7 |
5,108.3 |
5,037.8 |
|
R2 |
5,073.7 |
5,073.7 |
5,032.2 |
|
R1 |
5,047.3 |
5,047.3 |
5,026.6 |
5,030.0 |
PP |
5,012.7 |
5,012.7 |
5,012.7 |
5,004.0 |
S1 |
4,986.3 |
4,986.3 |
5,015.4 |
4,969.0 |
S2 |
4,951.7 |
4,951.7 |
5,009.8 |
|
S3 |
4,890.7 |
4,925.3 |
5,004.2 |
|
S4 |
4,829.7 |
4,864.3 |
4,987.5 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,689.3 |
5,590.7 |
5,107.8 |
|
R3 |
5,424.3 |
5,325.7 |
5,034.9 |
|
R2 |
5,159.3 |
5,159.3 |
5,010.6 |
|
R1 |
5,060.7 |
5,060.7 |
4,986.3 |
5,110.0 |
PP |
4,894.3 |
4,894.3 |
4,894.3 |
4,919.0 |
S1 |
4,795.7 |
4,795.7 |
4,937.7 |
4,845.0 |
S2 |
4,629.3 |
4,629.3 |
4,913.4 |
|
S3 |
4,364.3 |
4,530.7 |
4,889.1 |
|
S4 |
4,099.3 |
4,265.7 |
4,816.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,039.0 |
4,728.0 |
311.0 |
6.2% |
85.0 |
1.7% |
94% |
True |
False |
27,250 |
10 |
5,039.0 |
4,728.0 |
311.0 |
6.2% |
79.6 |
1.6% |
94% |
True |
False |
24,991 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.4% |
87.4 |
1.7% |
69% |
False |
False |
26,750 |
40 |
5,454.0 |
4,728.0 |
726.0 |
14.5% |
86.2 |
1.7% |
40% |
False |
False |
29,487 |
60 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
76.1 |
1.5% |
23% |
False |
False |
20,815 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
65.9 |
1.3% |
23% |
False |
False |
15,632 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
58.1 |
1.2% |
23% |
False |
False |
12,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,298.3 |
2.618 |
5,198.7 |
1.618 |
5,137.7 |
1.000 |
5,100.0 |
0.618 |
5,076.7 |
HIGH |
5,039.0 |
0.618 |
5,015.7 |
0.500 |
5,008.5 |
0.382 |
5,001.3 |
LOW |
4,978.0 |
0.618 |
4,940.3 |
1.000 |
4,917.0 |
1.618 |
4,879.3 |
2.618 |
4,818.3 |
4.250 |
4,718.8 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,016.8 |
5,000.5 |
PP |
5,012.7 |
4,980.0 |
S1 |
5,008.5 |
4,959.5 |
|