Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,529.0 |
5,440.5 |
-88.5 |
-1.6% |
5,517.5 |
High |
5,550.0 |
5,503.5 |
-46.5 |
-0.8% |
5,571.5 |
Low |
5,431.0 |
5,387.5 |
-43.5 |
-0.8% |
5,431.0 |
Close |
5,449.0 |
5,457.0 |
8.0 |
0.1% |
5,449.0 |
Range |
119.0 |
116.0 |
-3.0 |
-2.5% |
140.5 |
ATR |
118.1 |
118.0 |
-0.2 |
-0.1% |
0.0 |
Volume |
105,328 |
107,006 |
1,678 |
1.6% |
479,557 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,797.5 |
5,743.0 |
5,521.0 |
|
R3 |
5,681.5 |
5,627.0 |
5,489.0 |
|
R2 |
5,565.5 |
5,565.5 |
5,478.5 |
|
R1 |
5,511.0 |
5,511.0 |
5,467.5 |
5,538.0 |
PP |
5,449.5 |
5,449.5 |
5,449.5 |
5,463.0 |
S1 |
5,395.0 |
5,395.0 |
5,446.5 |
5,422.0 |
S2 |
5,333.5 |
5,333.5 |
5,435.5 |
|
S3 |
5,217.5 |
5,279.0 |
5,425.0 |
|
S4 |
5,101.5 |
5,163.0 |
5,393.0 |
|
|
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 |
5,387.5 |
184.0 |
3.4% |
101.5 |
1.9% |
38% |
False |
True |
98,906 |
10 |
5,571.5 |
5,289.0 |
282.5 |
5.2% |
111.0 |
2.0% |
59% |
False |
False |
97,786 |
20 |
5,571.5 |
5,256.0 |
315.5 |
5.8% |
109.5 |
2.0% |
64% |
False |
False |
97,830 |
40 |
5,720.0 |
5,073.0 |
647.0 |
11.9% |
123.0 |
2.3% |
59% |
False |
False |
109,956 |
60 |
6,219.0 |
5,073.0 |
1,146.0 |
21.0% |
114.0 |
2.1% |
34% |
False |
False |
84,692 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
103.5 |
1.9% |
28% |
False |
False |
63,719 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
95.0 |
1.7% |
28% |
False |
False |
50,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,996.5 |
2.618 |
5,807.0 |
1.618 |
5,691.0 |
1.000 |
5,619.5 |
0.618 |
5,575.0 |
HIGH |
5,503.5 |
0.618 |
5,459.0 |
0.500 |
5,445.5 |
0.382 |
5,432.0 |
LOW |
5,387.5 |
0.618 |
5,316.0 |
1.000 |
5,271.5 |
1.618 |
5,200.0 |
2.618 |
5,084.0 |
4.250 |
4,894.5 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,453.0 |
5,469.0 |
PP |
5,449.5 |
5,465.0 |
S1 |
5,445.5 |
5,461.0 |
|