Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,456.0 |
5,517.5 |
61.5 |
1.1% |
5,348.5 |
High |
5,531.5 |
5,555.5 |
24.0 |
0.4% |
5,543.5 |
Low |
5,411.0 |
5,478.0 |
67.0 |
1.2% |
5,289.0 |
Close |
5,479.5 |
5,537.5 |
58.0 |
1.1% |
5,479.5 |
Range |
120.5 |
77.5 |
-43.0 |
-35.7% |
254.5 |
ATR |
126.8 |
123.3 |
-3.5 |
-2.8% |
0.0 |
Volume |
89,562 |
92,030 |
2,468 |
2.8% |
486,472 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,756.0 |
5,724.5 |
5,580.0 |
|
R3 |
5,678.5 |
5,647.0 |
5,559.0 |
|
R2 |
5,601.0 |
5,601.0 |
5,551.5 |
|
R1 |
5,569.5 |
5,569.5 |
5,544.5 |
5,585.0 |
PP |
5,523.5 |
5,523.5 |
5,523.5 |
5,531.5 |
S1 |
5,492.0 |
5,492.0 |
5,530.5 |
5,508.0 |
S2 |
5,446.0 |
5,446.0 |
5,523.5 |
|
S3 |
5,368.5 |
5,414.5 |
5,516.0 |
|
S4 |
5,291.0 |
5,337.0 |
5,495.0 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,201.0 |
6,094.5 |
5,619.5 |
|
R3 |
5,946.5 |
5,840.0 |
5,549.5 |
|
R2 |
5,692.0 |
5,692.0 |
5,526.0 |
|
R1 |
5,585.5 |
5,585.5 |
5,503.0 |
5,639.0 |
PP |
5,437.5 |
5,437.5 |
5,437.5 |
5,464.0 |
S1 |
5,331.0 |
5,331.0 |
5,456.0 |
5,384.0 |
S2 |
5,183.0 |
5,183.0 |
5,433.0 |
|
S3 |
4,928.5 |
5,076.5 |
5,409.5 |
|
S4 |
4,674.0 |
4,822.0 |
5,339.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,555.5 |
5,289.0 |
266.5 |
4.8% |
120.0 |
2.2% |
93% |
True |
False |
96,667 |
10 |
5,555.5 |
5,257.0 |
298.5 |
5.4% |
109.5 |
2.0% |
94% |
True |
False |
96,469 |
20 |
5,555.5 |
5,073.0 |
482.5 |
8.7% |
120.5 |
2.2% |
96% |
True |
False |
110,210 |
40 |
5,963.5 |
5,073.0 |
890.5 |
16.1% |
123.5 |
2.2% |
52% |
False |
False |
113,530 |
60 |
6,424.5 |
5,073.0 |
1,351.5 |
24.4% |
113.0 |
2.0% |
34% |
False |
False |
76,513 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.4% |
102.0 |
1.8% |
34% |
False |
False |
57,545 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.4% |
93.0 |
1.7% |
34% |
False |
False |
46,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,885.0 |
2.618 |
5,758.5 |
1.618 |
5,681.0 |
1.000 |
5,633.0 |
0.618 |
5,603.5 |
HIGH |
5,555.5 |
0.618 |
5,526.0 |
0.500 |
5,517.0 |
0.382 |
5,507.5 |
LOW |
5,478.0 |
0.618 |
5,430.0 |
1.000 |
5,400.5 |
1.618 |
5,352.5 |
2.618 |
5,275.0 |
4.250 |
5,148.5 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,530.5 |
5,519.5 |
PP |
5,523.5 |
5,501.5 |
S1 |
5,517.0 |
5,483.0 |
|