Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,352.0 |
5,340.0 |
-12.0 |
-0.2% |
5,517.5 |
High |
5,401.0 |
5,423.5 |
22.5 |
0.4% |
5,571.5 |
Low |
5,336.5 |
5,321.0 |
-15.5 |
-0.3% |
5,431.0 |
Close |
5,390.5 |
5,382.0 |
-8.5 |
-0.2% |
5,449.0 |
Range |
64.5 |
102.5 |
38.0 |
58.9% |
140.5 |
ATR |
116.6 |
115.6 |
-1.0 |
-0.9% |
0.0 |
Volume |
101,978 |
88,844 |
-13,134 |
-12.9% |
479,557 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,683.0 |
5,635.0 |
5,438.5 |
|
R3 |
5,580.5 |
5,532.5 |
5,410.0 |
|
R2 |
5,478.0 |
5,478.0 |
5,401.0 |
|
R1 |
5,430.0 |
5,430.0 |
5,391.5 |
5,454.0 |
PP |
5,375.5 |
5,375.5 |
5,375.5 |
5,387.5 |
S1 |
5,327.5 |
5,327.5 |
5,372.5 |
5,351.5 |
S2 |
5,273.0 |
5,273.0 |
5,363.0 |
|
S3 |
5,170.5 |
5,225.0 |
5,354.0 |
|
S4 |
5,068.0 |
5,122.5 |
5,325.5 |
|
|
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 |
5,550.0 |
5,307.0 |
243.0 |
4.5% |
100.0 |
1.9% |
31% |
False |
False |
97,661 |
10 |
5,571.5 |
5,307.0 |
264.5 |
4.9% |
97.0 |
1.8% |
28% |
False |
False |
95,209 |
20 |
5,571.5 |
5,256.0 |
315.5 |
5.9% |
103.0 |
1.9% |
40% |
False |
False |
96,722 |
40 |
5,669.0 |
5,073.0 |
596.0 |
11.1% |
123.0 |
2.3% |
52% |
False |
False |
108,380 |
60 |
6,162.0 |
5,073.0 |
1,089.0 |
20.2% |
114.0 |
2.1% |
28% |
False |
False |
89,283 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.1% |
105.0 |
2.0% |
23% |
False |
False |
67,168 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.1% |
95.5 |
1.8% |
23% |
False |
False |
53,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,859.0 |
2.618 |
5,692.0 |
1.618 |
5,589.5 |
1.000 |
5,526.0 |
0.618 |
5,487.0 |
HIGH |
5,423.5 |
0.618 |
5,384.5 |
0.500 |
5,372.0 |
0.382 |
5,360.0 |
LOW |
5,321.0 |
0.618 |
5,257.5 |
1.000 |
5,218.5 |
1.618 |
5,155.0 |
2.618 |
5,052.5 |
4.250 |
4,885.5 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,379.0 |
5,376.5 |
PP |
5,375.5 |
5,371.0 |
S1 |
5,372.0 |
5,365.0 |
|