Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,038.0 |
5,000.0 |
-38.0 |
-0.8% |
4,881.0 |
High |
5,056.0 |
5,001.0 |
-55.0 |
-1.1% |
4,993.0 |
Low |
4,984.0 |
4,893.0 |
-91.0 |
-1.8% |
4,728.0 |
Close |
5,027.0 |
4,913.0 |
-114.0 |
-2.3% |
4,962.0 |
Range |
72.0 |
108.0 |
36.0 |
50.0% |
265.0 |
ATR |
106.2 |
108.2 |
2.0 |
1.9% |
0.0 |
Volume |
21,782 |
24,889 |
3,107 |
14.3% |
136,751 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,259.7 |
5,194.3 |
4,972.4 |
|
R3 |
5,151.7 |
5,086.3 |
4,942.7 |
|
R2 |
5,043.7 |
5,043.7 |
4,932.8 |
|
R1 |
4,978.3 |
4,978.3 |
4,922.9 |
4,957.0 |
PP |
4,935.7 |
4,935.7 |
4,935.7 |
4,925.0 |
S1 |
4,870.3 |
4,870.3 |
4,903.1 |
4,849.0 |
S2 |
4,827.7 |
4,827.7 |
4,893.2 |
|
S3 |
4,719.7 |
4,762.3 |
4,883.3 |
|
S4 |
4,611.7 |
4,654.3 |
4,853.6 |
|
|
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 |
5,056.0 |
4,880.0 |
176.0 |
3.6% |
84.4 |
1.7% |
19% |
False |
False |
22,602 |
10 |
5,056.0 |
4,728.0 |
328.0 |
6.7% |
83.2 |
1.7% |
56% |
False |
False |
25,460 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.6% |
86.1 |
1.8% |
44% |
False |
False |
25,604 |
40 |
5,423.0 |
4,728.0 |
695.0 |
14.1% |
85.7 |
1.7% |
27% |
False |
False |
26,452 |
60 |
5,887.0 |
4,728.0 |
1,159.0 |
23.6% |
77.9 |
1.6% |
16% |
False |
False |
21,589 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.0% |
67.4 |
1.4% |
14% |
False |
False |
16,215 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.0% |
59.9 |
1.2% |
14% |
False |
False |
12,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,460.0 |
2.618 |
5,283.7 |
1.618 |
5,175.7 |
1.000 |
5,109.0 |
0.618 |
5,067.7 |
HIGH |
5,001.0 |
0.618 |
4,959.7 |
0.500 |
4,947.0 |
0.382 |
4,934.3 |
LOW |
4,893.0 |
0.618 |
4,826.3 |
1.000 |
4,785.0 |
1.618 |
4,718.3 |
2.618 |
4,610.3 |
4.250 |
4,434.0 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,947.0 |
4,974.5 |
PP |
4,935.7 |
4,954.0 |
S1 |
4,924.3 |
4,933.5 |
|