Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,925.0 |
4,871.0 |
-54.0 |
-1.1% |
4,916.0 |
High |
4,935.0 |
4,916.0 |
-19.0 |
-0.4% |
5,019.0 |
Low |
4,833.0 |
4,864.0 |
31.0 |
0.6% |
4,830.0 |
Close |
4,843.0 |
4,901.0 |
58.0 |
1.2% |
4,901.0 |
Range |
102.0 |
52.0 |
-50.0 |
-49.0% |
189.0 |
ATR |
109.1 |
106.5 |
-2.6 |
-2.4% |
0.0 |
Volume |
24,421 |
23,159 |
-1,262 |
-5.2% |
123,911 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,049.7 |
5,027.3 |
4,929.6 |
|
R3 |
4,997.7 |
4,975.3 |
4,915.3 |
|
R2 |
4,945.7 |
4,945.7 |
4,910.5 |
|
R1 |
4,923.3 |
4,923.3 |
4,905.8 |
4,934.5 |
PP |
4,893.7 |
4,893.7 |
4,893.7 |
4,899.3 |
S1 |
4,871.3 |
4,871.3 |
4,896.2 |
4,882.5 |
S2 |
4,841.7 |
4,841.7 |
4,891.5 |
|
S3 |
4,789.7 |
4,819.3 |
4,886.7 |
|
S4 |
4,737.7 |
4,767.3 |
4,872.4 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,483.7 |
5,381.3 |
5,005.0 |
|
R3 |
5,294.7 |
5,192.3 |
4,953.0 |
|
R2 |
5,105.7 |
5,105.7 |
4,935.7 |
|
R1 |
5,003.3 |
5,003.3 |
4,918.3 |
4,960.0 |
PP |
4,916.7 |
4,916.7 |
4,916.7 |
4,895.0 |
S1 |
4,814.3 |
4,814.3 |
4,883.7 |
4,771.0 |
S2 |
4,727.7 |
4,727.7 |
4,866.4 |
|
S3 |
4,538.7 |
4,625.3 |
4,849.0 |
|
S4 |
4,349.7 |
4,436.3 |
4,797.1 |
|
|
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% |
84.6 |
1.7% |
38% |
False |
False |
24,782 |
10 |
5,056.0 |
4,830.0 |
226.0 |
4.6% |
85.8 |
1.8% |
31% |
False |
False |
24,605 |
20 |
5,056.0 |
4,728.0 |
328.0 |
6.7% |
85.9 |
1.8% |
53% |
False |
False |
25,181 |
40 |
5,328.0 |
4,728.0 |
600.0 |
12.2% |
86.1 |
1.8% |
29% |
False |
False |
25,973 |
60 |
5,718.0 |
4,728.0 |
990.0 |
20.2% |
82.2 |
1.7% |
17% |
False |
False |
24,551 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.1% |
72.8 |
1.5% |
14% |
False |
False |
18,444 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.1% |
64.2 |
1.3% |
14% |
False |
False |
14,763 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.1% |
56.2 |
1.1% |
14% |
False |
False |
12,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,137.0 |
2.618 |
5,052.1 |
1.618 |
5,000.1 |
1.000 |
4,968.0 |
0.618 |
4,948.1 |
HIGH |
4,916.0 |
0.618 |
4,896.1 |
0.500 |
4,890.0 |
0.382 |
4,883.9 |
LOW |
4,864.0 |
0.618 |
4,831.9 |
1.000 |
4,812.0 |
1.618 |
4,779.9 |
2.618 |
4,727.9 |
4.250 |
4,643.0 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,897.3 |
4,895.0 |
PP |
4,893.7 |
4,889.0 |
S1 |
4,890.0 |
4,883.0 |
|