Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,450.0 |
5,472.5 |
22.5 |
0.4% |
5,440.5 |
High |
5,507.5 |
5,574.0 |
66.5 |
1.2% |
5,525.0 |
Low |
5,378.5 |
5,443.5 |
65.0 |
1.2% |
5,307.0 |
Close |
5,494.0 |
5,531.0 |
37.0 |
0.7% |
5,514.0 |
Range |
129.0 |
130.5 |
1.5 |
1.2% |
218.0 |
ATR |
121.0 |
121.6 |
0.7 |
0.6% |
0.0 |
Volume |
101,600 |
99,947 |
-1,653 |
-1.6% |
467,248 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,907.5 |
5,850.0 |
5,603.0 |
|
R3 |
5,777.0 |
5,719.5 |
5,567.0 |
|
R2 |
5,646.5 |
5,646.5 |
5,555.0 |
|
R1 |
5,589.0 |
5,589.0 |
5,543.0 |
5,618.0 |
PP |
5,516.0 |
5,516.0 |
5,516.0 |
5,530.5 |
S1 |
5,458.5 |
5,458.5 |
5,519.0 |
5,487.0 |
S2 |
5,385.5 |
5,385.5 |
5,507.0 |
|
S3 |
5,255.0 |
5,328.0 |
5,495.0 |
|
S4 |
5,124.5 |
5,197.5 |
5,459.0 |
|
|
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 |
5,574.0 |
5,321.0 |
253.0 |
4.6% |
131.0 |
2.4% |
83% |
True |
False |
74,932 |
10 |
5,574.0 |
5,307.0 |
267.0 |
4.8% |
115.0 |
2.1% |
84% |
True |
False |
88,351 |
20 |
5,574.0 |
5,289.0 |
285.0 |
5.2% |
112.0 |
2.0% |
85% |
True |
False |
92,305 |
40 |
5,587.0 |
5,073.0 |
514.0 |
9.3% |
123.0 |
2.2% |
89% |
False |
False |
103,918 |
60 |
6,115.5 |
5,073.0 |
1,042.5 |
18.8% |
118.5 |
2.1% |
44% |
False |
False |
94,024 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.4% |
109.0 |
2.0% |
34% |
False |
False |
70,726 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.4% |
99.5 |
1.8% |
34% |
False |
False |
56,604 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.4% |
90.5 |
1.6% |
34% |
False |
False |
47,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,128.5 |
2.618 |
5,915.5 |
1.618 |
5,785.0 |
1.000 |
5,704.5 |
0.618 |
5,654.5 |
HIGH |
5,574.0 |
0.618 |
5,524.0 |
0.500 |
5,509.0 |
0.382 |
5,493.5 |
LOW |
5,443.5 |
0.618 |
5,363.0 |
1.000 |
5,313.0 |
1.618 |
5,232.5 |
2.618 |
5,102.0 |
4.250 |
4,889.0 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,523.5 |
5,513.0 |
PP |
5,516.0 |
5,494.5 |
S1 |
5,509.0 |
5,476.0 |
|