Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,340.0 |
5,404.0 |
64.0 |
1.2% |
5,440.5 |
High |
5,423.5 |
5,525.0 |
101.5 |
1.9% |
5,525.0 |
Low |
5,321.0 |
5,378.5 |
57.5 |
1.1% |
5,307.0 |
Close |
5,382.0 |
5,514.0 |
132.0 |
2.5% |
5,514.0 |
Range |
102.5 |
146.5 |
44.0 |
42.9% |
218.0 |
ATR |
115.6 |
117.8 |
2.2 |
1.9% |
0.0 |
Volume |
88,844 |
84,271 |
-4,573 |
-5.1% |
467,248 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,912.0 |
5,859.5 |
5,594.5 |
|
R3 |
5,765.5 |
5,713.0 |
5,554.5 |
|
R2 |
5,619.0 |
5,619.0 |
5,541.0 |
|
R1 |
5,566.5 |
5,566.5 |
5,527.5 |
5,593.0 |
PP |
5,472.5 |
5,472.5 |
5,472.5 |
5,485.5 |
S1 |
5,420.0 |
5,420.0 |
5,500.5 |
5,446.0 |
S2 |
5,326.0 |
5,326.0 |
5,487.0 |
|
S3 |
5,179.5 |
5,273.5 |
5,473.5 |
|
S4 |
5,033.0 |
5,127.0 |
5,433.5 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,102.5 |
6,026.5 |
5,634.0 |
|
R3 |
5,884.5 |
5,808.5 |
5,574.0 |
|
R2 |
5,666.5 |
5,666.5 |
5,554.0 |
|
R1 |
5,590.5 |
5,590.5 |
5,534.0 |
5,628.5 |
PP |
5,448.5 |
5,448.5 |
5,448.5 |
5,468.0 |
S1 |
5,372.5 |
5,372.5 |
5,494.0 |
5,410.5 |
S2 |
5,230.5 |
5,230.5 |
5,474.0 |
|
S3 |
5,012.5 |
5,154.5 |
5,454.0 |
|
S4 |
4,794.5 |
4,936.5 |
5,394.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,525.0 |
5,307.0 |
218.0 |
4.0% |
105.5 |
1.9% |
95% |
True |
False |
93,449 |
10 |
5,571.5 |
5,307.0 |
264.5 |
4.8% |
99.5 |
1.8% |
78% |
False |
False |
94,680 |
20 |
5,571.5 |
5,256.0 |
315.5 |
5.7% |
106.0 |
1.9% |
82% |
False |
False |
95,964 |
40 |
5,660.0 |
5,073.0 |
587.0 |
10.6% |
122.5 |
2.2% |
75% |
False |
False |
108,298 |
60 |
6,128.0 |
5,073.0 |
1,055.0 |
19.1% |
115.0 |
2.1% |
42% |
False |
False |
90,678 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
106.0 |
1.9% |
33% |
False |
False |
68,208 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
97.0 |
1.8% |
33% |
False |
False |
54,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,147.5 |
2.618 |
5,908.5 |
1.618 |
5,762.0 |
1.000 |
5,671.5 |
0.618 |
5,615.5 |
HIGH |
5,525.0 |
0.618 |
5,469.0 |
0.500 |
5,452.0 |
0.382 |
5,434.5 |
LOW |
5,378.5 |
0.618 |
5,288.0 |
1.000 |
5,232.0 |
1.618 |
5,141.5 |
2.618 |
4,995.0 |
4.250 |
4,756.0 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,493.0 |
5,483.5 |
PP |
5,472.5 |
5,453.5 |
S1 |
5,452.0 |
5,423.0 |
|