Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,000.0 |
4,951.0 |
-49.0 |
-1.0% |
4,881.0 |
High |
5,001.0 |
5,041.0 |
40.0 |
0.8% |
4,993.0 |
Low |
4,893.0 |
4,903.0 |
10.0 |
0.2% |
4,728.0 |
Close |
4,913.0 |
4,928.0 |
15.0 |
0.3% |
4,962.0 |
Range |
108.0 |
138.0 |
30.0 |
27.8% |
265.0 |
ATR |
108.2 |
110.3 |
2.1 |
2.0% |
0.0 |
Volume |
24,889 |
37,138 |
12,249 |
49.2% |
136,751 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,371.3 |
5,287.7 |
5,003.9 |
|
R3 |
5,233.3 |
5,149.7 |
4,966.0 |
|
R2 |
5,095.3 |
5,095.3 |
4,953.3 |
|
R1 |
5,011.7 |
5,011.7 |
4,940.7 |
4,984.5 |
PP |
4,957.3 |
4,957.3 |
4,957.3 |
4,943.8 |
S1 |
4,873.7 |
4,873.7 |
4,915.4 |
4,846.5 |
S2 |
4,819.3 |
4,819.3 |
4,902.7 |
|
S3 |
4,681.3 |
4,735.7 |
4,890.1 |
|
S4 |
4,543.3 |
4,597.7 |
4,852.1 |
|
|
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% |
95.4 |
1.9% |
27% |
False |
False |
25,930 |
10 |
5,056.0 |
4,728.0 |
328.0 |
6.7% |
90.4 |
1.8% |
61% |
False |
False |
26,704 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.6% |
90.1 |
1.8% |
47% |
False |
False |
26,467 |
40 |
5,373.0 |
4,728.0 |
645.0 |
13.1% |
87.5 |
1.8% |
31% |
False |
False |
26,629 |
60 |
5,883.0 |
4,728.0 |
1,155.0 |
23.4% |
79.6 |
1.6% |
17% |
False |
False |
22,207 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
68.9 |
1.4% |
16% |
False |
False |
16,678 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
60.8 |
1.2% |
16% |
False |
False |
13,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,627.5 |
2.618 |
5,402.3 |
1.618 |
5,264.3 |
1.000 |
5,179.0 |
0.618 |
5,126.3 |
HIGH |
5,041.0 |
0.618 |
4,988.3 |
0.500 |
4,972.0 |
0.382 |
4,955.7 |
LOW |
4,903.0 |
0.618 |
4,817.7 |
1.000 |
4,765.0 |
1.618 |
4,679.7 |
2.618 |
4,541.7 |
4.250 |
4,316.5 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,972.0 |
4,974.5 |
PP |
4,957.3 |
4,959.0 |
S1 |
4,942.7 |
4,943.5 |
|