Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,520.0 |
5,504.0 |
-16.0 |
-0.3% |
5,348.5 |
High |
5,526.5 |
5,546.0 |
19.5 |
0.4% |
5,543.5 |
Low |
5,431.0 |
5,448.5 |
17.5 |
0.3% |
5,289.0 |
Close |
5,461.0 |
5,503.5 |
42.5 |
0.8% |
5,479.5 |
Range |
95.5 |
97.5 |
2.0 |
2.1% |
254.5 |
ATR |
119.7 |
118.1 |
-1.6 |
-1.3% |
0.0 |
Volume |
100,827 |
109,394 |
8,567 |
8.5% |
486,472 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,792.0 |
5,745.0 |
5,557.0 |
|
R3 |
5,694.5 |
5,647.5 |
5,530.5 |
|
R2 |
5,597.0 |
5,597.0 |
5,521.5 |
|
R1 |
5,550.0 |
5,550.0 |
5,512.5 |
5,525.0 |
PP |
5,499.5 |
5,499.5 |
5,499.5 |
5,486.5 |
S1 |
5,452.5 |
5,452.5 |
5,494.5 |
5,427.0 |
S2 |
5,402.0 |
5,402.0 |
5,485.5 |
|
S3 |
5,304.5 |
5,355.0 |
5,476.5 |
|
S4 |
5,207.0 |
5,257.5 |
5,450.0 |
|
|
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 |
5,571.5 |
5,411.0 |
160.5 |
2.9% |
94.5 |
1.7% |
58% |
False |
False |
92,758 |
10 |
5,571.5 |
5,289.0 |
282.5 |
5.1% |
109.5 |
2.0% |
76% |
False |
False |
95,903 |
20 |
5,571.5 |
5,221.5 |
350.0 |
6.4% |
112.0 |
2.0% |
81% |
False |
False |
102,713 |
40 |
5,817.5 |
5,073.0 |
744.5 |
13.5% |
123.0 |
2.2% |
58% |
False |
False |
111,839 |
60 |
6,296.0 |
5,073.0 |
1,223.0 |
22.2% |
112.0 |
2.0% |
35% |
False |
False |
81,182 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.6% |
102.5 |
1.9% |
32% |
False |
False |
61,072 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.6% |
93.5 |
1.7% |
32% |
False |
False |
48,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,960.5 |
2.618 |
5,801.5 |
1.618 |
5,704.0 |
1.000 |
5,643.5 |
0.618 |
5,606.5 |
HIGH |
5,546.0 |
0.618 |
5,509.0 |
0.500 |
5,497.0 |
0.382 |
5,485.5 |
LOW |
5,448.5 |
0.618 |
5,388.0 |
1.000 |
5,351.0 |
1.618 |
5,290.5 |
2.618 |
5,193.0 |
4.250 |
5,034.0 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,501.5 |
5,503.0 |
PP |
5,499.5 |
5,502.0 |
S1 |
5,497.0 |
5,501.0 |
|