Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,831.0 |
4,925.0 |
94.0 |
1.9% |
5,022.0 |
High |
4,913.0 |
4,935.0 |
22.0 |
0.4% |
5,056.0 |
Low |
4,831.0 |
4,833.0 |
2.0 |
0.0% |
4,893.0 |
Close |
4,881.0 |
4,843.0 |
-38.0 |
-0.8% |
4,937.0 |
Range |
82.0 |
102.0 |
20.0 |
24.4% |
163.0 |
ATR |
109.6 |
109.1 |
-0.5 |
-0.5% |
0.0 |
Volume |
22,539 |
24,421 |
1,882 |
8.3% |
122,139 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,176.3 |
5,111.7 |
4,899.1 |
|
R3 |
5,074.3 |
5,009.7 |
4,871.1 |
|
R2 |
4,972.3 |
4,972.3 |
4,861.7 |
|
R1 |
4,907.7 |
4,907.7 |
4,852.4 |
4,889.0 |
PP |
4,870.3 |
4,870.3 |
4,870.3 |
4,861.0 |
S1 |
4,805.7 |
4,805.7 |
4,833.7 |
4,787.0 |
S2 |
4,768.3 |
4,768.3 |
4,824.3 |
|
S3 |
4,666.3 |
4,703.7 |
4,815.0 |
|
S4 |
4,564.3 |
4,601.7 |
4,786.9 |
|
|
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 |
5,019.0 |
4,830.0 |
189.0 |
3.9% |
85.4 |
1.8% |
7% |
False |
False |
23,662 |
10 |
5,056.0 |
4,830.0 |
226.0 |
4.7% |
90.4 |
1.9% |
6% |
False |
False |
24,796 |
20 |
5,056.0 |
4,728.0 |
328.0 |
6.8% |
88.1 |
1.8% |
35% |
False |
False |
25,871 |
40 |
5,328.0 |
4,728.0 |
600.0 |
12.4% |
88.3 |
1.8% |
19% |
False |
False |
26,362 |
60 |
5,733.0 |
4,728.0 |
1,005.0 |
20.8% |
83.3 |
1.7% |
11% |
False |
False |
24,165 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.4% |
72.6 |
1.5% |
9% |
False |
False |
18,155 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.4% |
64.6 |
1.3% |
9% |
False |
False |
14,533 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.4% |
55.8 |
1.2% |
9% |
False |
False |
12,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,368.5 |
2.618 |
5,202.0 |
1.618 |
5,100.0 |
1.000 |
5,037.0 |
0.618 |
4,998.0 |
HIGH |
4,935.0 |
0.618 |
4,896.0 |
0.500 |
4,884.0 |
0.382 |
4,872.0 |
LOW |
4,833.0 |
0.618 |
4,770.0 |
1.000 |
4,731.0 |
1.618 |
4,668.0 |
2.618 |
4,566.0 |
4.250 |
4,399.5 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,884.0 |
4,882.5 |
PP |
4,870.3 |
4,869.3 |
S1 |
4,856.7 |
4,856.2 |
|