Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,504.0 |
5,529.0 |
25.0 |
0.5% |
5,517.5 |
High |
5,546.0 |
5,550.0 |
4.0 |
0.1% |
5,571.5 |
Low |
5,448.5 |
5,431.0 |
-17.5 |
-0.3% |
5,431.0 |
Close |
5,503.5 |
5,449.0 |
-54.5 |
-1.0% |
5,449.0 |
Range |
97.5 |
119.0 |
21.5 |
22.1% |
140.5 |
ATR |
118.1 |
118.1 |
0.1 |
0.1% |
0.0 |
Volume |
109,394 |
105,328 |
-4,066 |
-3.7% |
479,557 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,833.5 |
5,760.5 |
5,514.5 |
|
R3 |
5,714.5 |
5,641.5 |
5,481.5 |
|
R2 |
5,595.5 |
5,595.5 |
5,471.0 |
|
R1 |
5,522.5 |
5,522.5 |
5,460.0 |
5,499.5 |
PP |
5,476.5 |
5,476.5 |
5,476.5 |
5,465.0 |
S1 |
5,403.5 |
5,403.5 |
5,438.0 |
5,380.5 |
S2 |
5,357.5 |
5,357.5 |
5,427.0 |
|
S3 |
5,238.5 |
5,284.5 |
5,416.5 |
|
S4 |
5,119.5 |
5,165.5 |
5,383.5 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,905.5 |
5,817.5 |
5,526.5 |
|
R3 |
5,765.0 |
5,677.0 |
5,487.5 |
|
R2 |
5,624.5 |
5,624.5 |
5,475.0 |
|
R1 |
5,536.5 |
5,536.5 |
5,462.0 |
5,510.0 |
PP |
5,484.0 |
5,484.0 |
5,484.0 |
5,470.5 |
S1 |
5,396.0 |
5,396.0 |
5,436.0 |
5,370.0 |
S2 |
5,343.5 |
5,343.5 |
5,423.0 |
|
S3 |
5,203.0 |
5,255.5 |
5,410.5 |
|
S4 |
5,062.5 |
5,115.0 |
5,371.5 |
|
|
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 |
5,431.0 |
140.5 |
2.6% |
94.0 |
1.7% |
13% |
False |
True |
95,911 |
10 |
5,571.5 |
5,289.0 |
282.5 |
5.2% |
111.0 |
2.0% |
57% |
False |
False |
96,602 |
20 |
5,571.5 |
5,256.0 |
315.5 |
5.8% |
109.5 |
2.0% |
61% |
False |
False |
100,393 |
40 |
5,758.0 |
5,073.0 |
685.0 |
12.6% |
123.5 |
2.3% |
55% |
False |
False |
109,751 |
60 |
6,262.0 |
5,073.0 |
1,189.0 |
21.8% |
113.0 |
2.1% |
32% |
False |
False |
82,932 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
103.5 |
1.9% |
28% |
False |
False |
62,385 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
94.0 |
1.7% |
28% |
False |
False |
49,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,056.0 |
2.618 |
5,861.5 |
1.618 |
5,742.5 |
1.000 |
5,669.0 |
0.618 |
5,623.5 |
HIGH |
5,550.0 |
0.618 |
5,504.5 |
0.500 |
5,490.5 |
0.382 |
5,476.5 |
LOW |
5,431.0 |
0.618 |
5,357.5 |
1.000 |
5,312.0 |
1.618 |
5,238.5 |
2.618 |
5,119.5 |
4.250 |
4,925.0 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,490.5 |
5,490.5 |
PP |
5,476.5 |
5,476.5 |
S1 |
5,463.0 |
5,463.0 |
|