Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,472.5 |
5,531.0 |
58.5 |
1.1% |
5,440.5 |
High |
5,574.0 |
5,646.5 |
72.5 |
1.3% |
5,525.0 |
Low |
5,443.5 |
5,503.5 |
60.0 |
1.1% |
5,307.0 |
Close |
5,531.0 |
5,609.0 |
78.0 |
1.4% |
5,514.0 |
Range |
130.5 |
143.0 |
12.5 |
9.6% |
218.0 |
ATR |
121.6 |
123.2 |
1.5 |
1.3% |
0.0 |
Volume |
99,947 |
100,794 |
847 |
0.8% |
467,248 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,015.5 |
5,955.0 |
5,687.5 |
|
R3 |
5,872.5 |
5,812.0 |
5,648.5 |
|
R2 |
5,729.5 |
5,729.5 |
5,635.0 |
|
R1 |
5,669.0 |
5,669.0 |
5,622.0 |
5,699.0 |
PP |
5,586.5 |
5,586.5 |
5,586.5 |
5,601.5 |
S1 |
5,526.0 |
5,526.0 |
5,596.0 |
5,556.0 |
S2 |
5,443.5 |
5,443.5 |
5,583.0 |
|
S3 |
5,300.5 |
5,383.0 |
5,569.5 |
|
S4 |
5,157.5 |
5,240.0 |
5,530.5 |
|
|
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 |
5,646.5 |
5,378.5 |
268.0 |
4.8% |
139.0 |
2.5% |
86% |
True |
False |
77,322 |
10 |
5,646.5 |
5,307.0 |
339.5 |
6.1% |
119.5 |
2.1% |
89% |
True |
False |
87,491 |
20 |
5,646.5 |
5,289.0 |
357.5 |
6.4% |
114.5 |
2.0% |
90% |
True |
False |
91,697 |
40 |
5,646.5 |
5,073.0 |
573.5 |
10.2% |
121.5 |
2.2% |
93% |
True |
False |
102,524 |
60 |
6,115.5 |
5,073.0 |
1,042.5 |
18.6% |
120.0 |
2.1% |
51% |
False |
False |
95,695 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.1% |
110.0 |
2.0% |
40% |
False |
False |
71,981 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.1% |
100.5 |
1.8% |
40% |
False |
False |
57,612 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.1% |
91.0 |
1.6% |
40% |
False |
False |
48,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,254.0 |
2.618 |
6,021.0 |
1.618 |
5,878.0 |
1.000 |
5,789.5 |
0.618 |
5,735.0 |
HIGH |
5,646.5 |
0.618 |
5,592.0 |
0.500 |
5,575.0 |
0.382 |
5,558.0 |
LOW |
5,503.5 |
0.618 |
5,415.0 |
1.000 |
5,360.5 |
1.618 |
5,272.0 |
2.618 |
5,129.0 |
4.250 |
4,896.0 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,597.5 |
5,577.0 |
PP |
5,586.5 |
5,544.5 |
S1 |
5,575.0 |
5,512.5 |
|