Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,934.0 |
4,916.0 |
-18.0 |
-0.4% |
5,022.0 |
High |
4,973.0 |
5,019.0 |
46.0 |
0.9% |
5,056.0 |
Low |
4,917.0 |
4,905.0 |
-12.0 |
-0.2% |
4,893.0 |
Close |
4,937.0 |
5,004.0 |
67.0 |
1.4% |
4,937.0 |
Range |
56.0 |
114.0 |
58.0 |
103.6% |
163.0 |
ATR |
106.4 |
107.0 |
0.5 |
0.5% |
0.0 |
Volume |
17,561 |
25,161 |
7,600 |
43.3% |
122,139 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,318.0 |
5,275.0 |
5,066.7 |
|
R3 |
5,204.0 |
5,161.0 |
5,035.4 |
|
R2 |
5,090.0 |
5,090.0 |
5,024.9 |
|
R1 |
5,047.0 |
5,047.0 |
5,014.5 |
5,068.5 |
PP |
4,976.0 |
4,976.0 |
4,976.0 |
4,986.8 |
S1 |
4,933.0 |
4,933.0 |
4,993.6 |
4,954.5 |
S2 |
4,862.0 |
4,862.0 |
4,983.1 |
|
S3 |
4,748.0 |
4,819.0 |
4,972.7 |
|
S4 |
4,634.0 |
4,705.0 |
4,941.3 |
|
|
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% |
97.6 |
2.0% |
68% |
False |
False |
25,306 |
10 |
5,056.0 |
4,728.0 |
328.0 |
6.6% |
91.3 |
1.8% |
84% |
False |
False |
26,278 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
88.8 |
1.8% |
65% |
False |
False |
26,044 |
40 |
5,357.0 |
4,728.0 |
629.0 |
12.6% |
87.0 |
1.7% |
44% |
False |
False |
26,340 |
60 |
5,760.0 |
4,728.0 |
1,032.0 |
20.6% |
81.0 |
1.6% |
27% |
False |
False |
22,914 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
71.0 |
1.4% |
22% |
False |
False |
17,212 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
62.4 |
1.2% |
22% |
False |
False |
13,778 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
53.6 |
1.1% |
22% |
False |
False |
11,486 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,503.5 |
2.618 |
5,317.5 |
1.618 |
5,203.5 |
1.000 |
5,133.0 |
0.618 |
5,089.5 |
HIGH |
5,019.0 |
0.618 |
4,975.5 |
0.500 |
4,962.0 |
0.382 |
4,948.5 |
LOW |
4,905.0 |
0.618 |
4,834.5 |
1.000 |
4,791.0 |
1.618 |
4,720.5 |
2.618 |
4,606.5 |
4.250 |
4,420.5 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,990.0 |
4,993.3 |
PP |
4,976.0 |
4,982.7 |
S1 |
4,962.0 |
4,972.0 |
|