Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
4,964.0 |
4,928.0 |
-36.0 |
-0.7% |
4,916.0 |
High |
5,024.0 |
5,006.0 |
-18.0 |
-0.4% |
5,019.0 |
Low |
4,964.0 |
4,872.0 |
-92.0 |
-1.9% |
4,830.0 |
Close |
5,001.0 |
4,985.0 |
-16.0 |
-0.3% |
4,901.0 |
Range |
60.0 |
134.0 |
74.0 |
123.3% |
189.0 |
ATR |
107.7 |
109.6 |
1.9 |
1.7% |
0.0 |
Volume |
26,274 |
31,017 |
4,743 |
18.1% |
123,911 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,356.3 |
5,304.7 |
5,058.7 |
|
R3 |
5,222.3 |
5,170.7 |
5,021.9 |
|
R2 |
5,088.3 |
5,088.3 |
5,009.6 |
|
R1 |
5,036.7 |
5,036.7 |
4,997.3 |
5,062.5 |
PP |
4,954.3 |
4,954.3 |
4,954.3 |
4,967.3 |
S1 |
4,902.7 |
4,902.7 |
4,972.7 |
4,928.5 |
S2 |
4,820.3 |
4,820.3 |
4,960.4 |
|
S3 |
4,686.3 |
4,768.7 |
4,948.2 |
|
S4 |
4,552.3 |
4,634.7 |
4,911.3 |
|
|
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 |
5,024.0 |
4,831.0 |
193.0 |
3.9% |
86.0 |
1.7% |
80% |
False |
False |
25,482 |
10 |
5,041.0 |
4,830.0 |
211.0 |
4.2% |
91.9 |
1.8% |
73% |
False |
False |
26,079 |
20 |
5,056.0 |
4,728.0 |
328.0 |
6.6% |
85.1 |
1.7% |
78% |
False |
False |
25,450 |
40 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
84.9 |
1.7% |
61% |
False |
False |
25,939 |
60 |
5,677.0 |
4,728.0 |
949.0 |
19.0% |
83.0 |
1.7% |
27% |
False |
False |
25,499 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
74.8 |
1.5% |
20% |
False |
False |
19,159 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
65.5 |
1.3% |
20% |
False |
False |
15,336 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
57.8 |
1.2% |
20% |
False |
False |
12,786 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,575.5 |
2.618 |
5,356.8 |
1.618 |
5,222.8 |
1.000 |
5,140.0 |
0.618 |
5,088.8 |
HIGH |
5,006.0 |
0.618 |
4,954.8 |
0.500 |
4,939.0 |
0.382 |
4,923.2 |
LOW |
4,872.0 |
0.618 |
4,789.2 |
1.000 |
4,738.0 |
1.618 |
4,655.2 |
2.618 |
4,521.2 |
4.250 |
4,302.5 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
4,969.7 |
4,971.3 |
PP |
4,954.3 |
4,957.7 |
S1 |
4,939.0 |
4,944.0 |
|