Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,951.0 |
4,934.0 |
-17.0 |
-0.3% |
5,022.0 |
High |
5,041.0 |
4,973.0 |
-68.0 |
-1.3% |
5,056.0 |
Low |
4,903.0 |
4,917.0 |
14.0 |
0.3% |
4,893.0 |
Close |
4,928.0 |
4,937.0 |
9.0 |
0.2% |
4,937.0 |
Range |
138.0 |
56.0 |
-82.0 |
-59.4% |
163.0 |
ATR |
110.3 |
106.4 |
-3.9 |
-3.5% |
0.0 |
Volume |
37,138 |
17,561 |
-19,577 |
-52.7% |
122,139 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,110.3 |
5,079.7 |
4,967.8 |
|
R3 |
5,054.3 |
5,023.7 |
4,952.4 |
|
R2 |
4,998.3 |
4,998.3 |
4,947.3 |
|
R1 |
4,967.7 |
4,967.7 |
4,942.1 |
4,983.0 |
PP |
4,942.3 |
4,942.3 |
4,942.3 |
4,950.0 |
S1 |
4,911.7 |
4,911.7 |
4,931.9 |
4,927.0 |
S2 |
4,886.3 |
4,886.3 |
4,926.7 |
|
S3 |
4,830.3 |
4,855.7 |
4,921.6 |
|
S4 |
4,774.3 |
4,799.7 |
4,906.2 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,451.0 |
5,357.0 |
5,026.7 |
|
R3 |
5,288.0 |
5,194.0 |
4,981.8 |
|
R2 |
5,125.0 |
5,125.0 |
4,966.9 |
|
R1 |
5,031.0 |
5,031.0 |
4,951.9 |
4,996.5 |
PP |
4,962.0 |
4,962.0 |
4,962.0 |
4,944.8 |
S1 |
4,868.0 |
4,868.0 |
4,922.1 |
4,833.5 |
S2 |
4,799.0 |
4,799.0 |
4,907.1 |
|
S3 |
4,636.0 |
4,705.0 |
4,892.2 |
|
S4 |
4,473.0 |
4,542.0 |
4,847.4 |
|
|
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 |
4,893.0 |
163.0 |
3.3% |
87.0 |
1.8% |
27% |
False |
False |
24,427 |
10 |
5,056.0 |
4,728.0 |
328.0 |
6.6% |
86.1 |
1.7% |
64% |
False |
False |
25,889 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.6% |
87.6 |
1.8% |
49% |
False |
False |
26,340 |
40 |
5,357.0 |
4,728.0 |
629.0 |
12.7% |
86.5 |
1.8% |
33% |
False |
False |
26,336 |
60 |
5,777.0 |
4,728.0 |
1,049.0 |
21.2% |
79.1 |
1.6% |
20% |
False |
False |
22,495 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
69.6 |
1.4% |
16% |
False |
False |
16,897 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
61.3 |
1.2% |
16% |
False |
False |
13,526 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
52.9 |
1.1% |
16% |
False |
False |
11,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,211.0 |
2.618 |
5,119.6 |
1.618 |
5,063.6 |
1.000 |
5,029.0 |
0.618 |
5,007.6 |
HIGH |
4,973.0 |
0.618 |
4,951.6 |
0.500 |
4,945.0 |
0.382 |
4,938.4 |
LOW |
4,917.0 |
0.618 |
4,882.4 |
1.000 |
4,861.0 |
1.618 |
4,826.4 |
2.618 |
4,770.4 |
4.250 |
4,679.0 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,945.0 |
4,967.0 |
PP |
4,942.3 |
4,957.0 |
S1 |
4,939.7 |
4,947.0 |
|