Trading Metrics calculated at close of trading on 20-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,891.0 |
4,831.0 |
-60.0 |
-1.2% |
5,022.0 |
High |
4,903.0 |
4,913.0 |
10.0 |
0.2% |
5,056.0 |
Low |
4,830.0 |
4,831.0 |
1.0 |
0.0% |
4,893.0 |
Close |
4,861.0 |
4,881.0 |
20.0 |
0.4% |
4,937.0 |
Range |
73.0 |
82.0 |
9.0 |
12.3% |
163.0 |
ATR |
111.8 |
109.6 |
-2.1 |
-1.9% |
0.0 |
Volume |
28,631 |
22,539 |
-6,092 |
-21.3% |
122,139 |
|
Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,121.0 |
5,083.0 |
4,926.1 |
|
R3 |
5,039.0 |
5,001.0 |
4,903.6 |
|
R2 |
4,957.0 |
4,957.0 |
4,896.0 |
|
R1 |
4,919.0 |
4,919.0 |
4,888.5 |
4,938.0 |
PP |
4,875.0 |
4,875.0 |
4,875.0 |
4,884.5 |
S1 |
4,837.0 |
4,837.0 |
4,873.5 |
4,856.0 |
S2 |
4,793.0 |
4,793.0 |
4,866.0 |
|
S3 |
4,711.0 |
4,755.0 |
4,858.5 |
|
S4 |
4,629.0 |
4,673.0 |
4,835.9 |
|
|
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% |
92.6 |
1.9% |
24% |
False |
False |
26,206 |
10 |
5,056.0 |
4,830.0 |
226.0 |
4.6% |
88.5 |
1.8% |
23% |
False |
False |
24,404 |
20 |
5,152.0 |
4,728.0 |
424.0 |
8.7% |
86.5 |
1.8% |
36% |
False |
False |
25,719 |
40 |
5,357.0 |
4,728.0 |
629.0 |
12.9% |
87.4 |
1.8% |
24% |
False |
False |
26,505 |
60 |
5,745.0 |
4,728.0 |
1,017.0 |
20.8% |
83.0 |
1.7% |
15% |
False |
False |
23,764 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.2% |
72.1 |
1.5% |
12% |
False |
False |
17,851 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.2% |
63.8 |
1.3% |
12% |
False |
False |
14,289 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.2% |
54.9 |
1.1% |
12% |
False |
False |
11,912 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,261.5 |
2.618 |
5,127.7 |
1.618 |
5,045.7 |
1.000 |
4,995.0 |
0.618 |
4,963.7 |
HIGH |
4,913.0 |
0.618 |
4,881.7 |
0.500 |
4,872.0 |
0.382 |
4,862.3 |
LOW |
4,831.0 |
0.618 |
4,780.3 |
1.000 |
4,749.0 |
1.618 |
4,698.3 |
2.618 |
4,616.3 |
4.250 |
4,482.5 |
|
|
Fisher Pivots for day following 20-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,878.0 |
4,924.5 |
PP |
4,875.0 |
4,910.0 |
S1 |
4,872.0 |
4,895.5 |
|