Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,916.0 |
4,891.0 |
-25.0 |
-0.5% |
5,022.0 |
High |
5,019.0 |
4,903.0 |
-116.0 |
-2.3% |
5,056.0 |
Low |
4,905.0 |
4,830.0 |
-75.0 |
-1.5% |
4,893.0 |
Close |
5,004.0 |
4,861.0 |
-143.0 |
-2.9% |
4,937.0 |
Range |
114.0 |
73.0 |
-41.0 |
-36.0% |
163.0 |
ATR |
107.0 |
111.8 |
4.8 |
4.5% |
0.0 |
Volume |
25,161 |
28,631 |
3,470 |
13.8% |
122,139 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,083.7 |
5,045.3 |
4,901.2 |
|
R3 |
5,010.7 |
4,972.3 |
4,881.1 |
|
R2 |
4,937.7 |
4,937.7 |
4,874.4 |
|
R1 |
4,899.3 |
4,899.3 |
4,867.7 |
4,882.0 |
PP |
4,864.7 |
4,864.7 |
4,864.7 |
4,856.0 |
S1 |
4,826.3 |
4,826.3 |
4,854.3 |
4,809.0 |
S2 |
4,791.7 |
4,791.7 |
4,847.6 |
|
S3 |
4,718.7 |
4,753.3 |
4,840.9 |
|
S4 |
4,645.7 |
4,680.3 |
4,820.9 |
|
|
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 |
5,041.0 |
4,830.0 |
211.0 |
4.3% |
97.8 |
2.0% |
15% |
False |
True |
26,676 |
10 |
5,056.0 |
4,830.0 |
226.0 |
4.6% |
88.4 |
1.8% |
14% |
False |
True |
25,152 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.7% |
88.2 |
1.8% |
31% |
False |
False |
26,367 |
40 |
5,357.0 |
4,728.0 |
629.0 |
12.9% |
87.2 |
1.8% |
21% |
False |
False |
26,522 |
60 |
5,745.0 |
4,728.0 |
1,017.0 |
20.9% |
81.6 |
1.7% |
13% |
False |
False |
23,391 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.3% |
71.0 |
1.5% |
10% |
False |
False |
17,569 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.3% |
63.1 |
1.3% |
10% |
False |
False |
14,064 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.3% |
54.3 |
1.1% |
10% |
False |
False |
11,724 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,213.3 |
2.618 |
5,094.1 |
1.618 |
5,021.1 |
1.000 |
4,976.0 |
0.618 |
4,948.1 |
HIGH |
4,903.0 |
0.618 |
4,875.1 |
0.500 |
4,866.5 |
0.382 |
4,857.9 |
LOW |
4,830.0 |
0.618 |
4,784.9 |
1.000 |
4,757.0 |
1.618 |
4,711.9 |
2.618 |
4,638.9 |
4.250 |
4,519.8 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,866.5 |
4,924.5 |
PP |
4,864.7 |
4,903.3 |
S1 |
4,862.8 |
4,882.2 |
|