Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,440.5 |
5,396.0 |
-44.5 |
-0.8% |
5,517.5 |
High |
5,503.5 |
5,404.0 |
-99.5 |
-1.8% |
5,571.5 |
Low |
5,387.5 |
5,307.0 |
-80.5 |
-1.5% |
5,431.0 |
Close |
5,457.0 |
5,332.5 |
-124.5 |
-2.3% |
5,449.0 |
Range |
116.0 |
97.0 |
-19.0 |
-16.4% |
140.5 |
ATR |
118.0 |
120.3 |
2.3 |
1.9% |
0.0 |
Volume |
107,006 |
85,149 |
-21,857 |
-20.4% |
479,557 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,639.0 |
5,582.5 |
5,386.0 |
|
R3 |
5,542.0 |
5,485.5 |
5,359.0 |
|
R2 |
5,445.0 |
5,445.0 |
5,350.5 |
|
R1 |
5,388.5 |
5,388.5 |
5,341.5 |
5,368.0 |
PP |
5,348.0 |
5,348.0 |
5,348.0 |
5,337.5 |
S1 |
5,291.5 |
5,291.5 |
5,323.5 |
5,271.0 |
S2 |
5,251.0 |
5,251.0 |
5,314.5 |
|
S3 |
5,154.0 |
5,194.5 |
5,306.0 |
|
S4 |
5,057.0 |
5,097.5 |
5,279.0 |
|
|
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 |
5,550.0 |
5,307.0 |
243.0 |
4.6% |
105.0 |
2.0% |
10% |
False |
True |
101,540 |
10 |
5,571.5 |
5,307.0 |
264.5 |
5.0% |
100.0 |
1.9% |
10% |
False |
True |
97,291 |
20 |
5,571.5 |
5,256.0 |
315.5 |
5.9% |
107.5 |
2.0% |
24% |
False |
False |
96,377 |
40 |
5,717.5 |
5,073.0 |
644.5 |
12.1% |
123.0 |
2.3% |
40% |
False |
False |
108,818 |
60 |
6,172.5 |
5,073.0 |
1,099.5 |
20.6% |
114.0 |
2.1% |
24% |
False |
False |
86,109 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.3% |
104.0 |
1.9% |
19% |
False |
False |
64,783 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.3% |
95.5 |
1.8% |
19% |
False |
False |
51,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,816.0 |
2.618 |
5,658.0 |
1.618 |
5,561.0 |
1.000 |
5,501.0 |
0.618 |
5,464.0 |
HIGH |
5,404.0 |
0.618 |
5,367.0 |
0.500 |
5,355.5 |
0.382 |
5,344.0 |
LOW |
5,307.0 |
0.618 |
5,247.0 |
1.000 |
5,210.0 |
1.618 |
5,150.0 |
2.618 |
5,053.0 |
4.250 |
4,895.0 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,355.5 |
5,428.5 |
PP |
5,348.0 |
5,396.5 |
S1 |
5,340.0 |
5,364.5 |
|