Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,007.0 |
5,144.0 |
137.0 |
2.7% |
4,964.0 |
High |
5,079.0 |
5,155.0 |
76.0 |
1.5% |
5,155.0 |
Low |
5,004.0 |
5,090.0 |
86.0 |
1.7% |
4,872.0 |
Close |
5,061.0 |
5,144.0 |
83.0 |
1.6% |
5,144.0 |
Range |
75.0 |
65.0 |
-10.0 |
-13.3% |
283.0 |
ATR |
106.9 |
106.0 |
-0.9 |
-0.9% |
0.0 |
Volume |
26,936 |
24,771 |
-2,165 |
-8.0% |
132,577 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,324.7 |
5,299.3 |
5,179.8 |
|
R3 |
5,259.7 |
5,234.3 |
5,161.9 |
|
R2 |
5,194.7 |
5,194.7 |
5,155.9 |
|
R1 |
5,169.3 |
5,169.3 |
5,150.0 |
5,176.5 |
PP |
5,129.7 |
5,129.7 |
5,129.7 |
5,133.3 |
S1 |
5,104.3 |
5,104.3 |
5,138.0 |
5,111.5 |
S2 |
5,064.7 |
5,064.7 |
5,132.1 |
|
S3 |
4,999.7 |
5,039.3 |
5,126.1 |
|
S4 |
4,934.7 |
4,974.3 |
5,108.3 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,906.0 |
5,808.0 |
5,299.7 |
|
R3 |
5,623.0 |
5,525.0 |
5,221.8 |
|
R2 |
5,340.0 |
5,340.0 |
5,195.9 |
|
R1 |
5,242.0 |
5,242.0 |
5,169.9 |
5,291.0 |
PP |
5,057.0 |
5,057.0 |
5,057.0 |
5,081.5 |
S1 |
4,959.0 |
4,959.0 |
5,118.1 |
5,008.0 |
S2 |
4,774.0 |
4,774.0 |
5,092.1 |
|
S3 |
4,491.0 |
4,676.0 |
5,066.2 |
|
S4 |
4,208.0 |
4,393.0 |
4,988.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,155.0 |
4,872.0 |
283.0 |
5.5% |
83.8 |
1.6% |
96% |
True |
False |
26,515 |
10 |
5,155.0 |
4,830.0 |
325.0 |
6.3% |
84.2 |
1.6% |
97% |
True |
False |
25,648 |
20 |
5,155.0 |
4,728.0 |
427.0 |
8.3% |
85.2 |
1.7% |
97% |
True |
False |
25,768 |
40 |
5,155.0 |
4,728.0 |
427.0 |
8.3% |
85.2 |
1.7% |
97% |
True |
False |
25,753 |
60 |
5,636.0 |
4,728.0 |
908.0 |
17.7% |
84.3 |
1.6% |
46% |
False |
False |
26,735 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
24.8% |
76.6 |
1.5% |
33% |
False |
False |
20,094 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
24.8% |
67.1 |
1.3% |
33% |
False |
False |
16,086 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
24.8% |
59.0 |
1.1% |
33% |
False |
False |
13,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,431.3 |
2.618 |
5,325.2 |
1.618 |
5,260.2 |
1.000 |
5,220.0 |
0.618 |
5,195.2 |
HIGH |
5,155.0 |
0.618 |
5,130.2 |
0.500 |
5,122.5 |
0.382 |
5,114.8 |
LOW |
5,090.0 |
0.618 |
5,049.8 |
1.000 |
5,025.0 |
1.618 |
4,984.8 |
2.618 |
4,919.8 |
4.250 |
4,813.8 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,136.8 |
5,114.3 |
PP |
5,129.7 |
5,084.7 |
S1 |
5,122.5 |
5,055.0 |
|