Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
5,531.0 |
5,632.0 |
101.0 |
1.8% |
5,404.0 |
High |
5,646.5 |
5,658.5 |
12.0 |
0.2% |
5,658.5 |
Low |
5,503.5 |
5,594.0 |
90.5 |
1.6% |
5,378.5 |
Close |
5,609.0 |
5,648.5 |
39.5 |
0.7% |
5,648.5 |
Range |
143.0 |
64.5 |
-78.5 |
-54.9% |
280.0 |
ATR |
123.2 |
119.0 |
-4.2 |
-3.4% |
0.0 |
Volume |
100,794 |
102,355 |
1,561 |
1.5% |
404,696 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,827.0 |
5,802.5 |
5,684.0 |
|
R3 |
5,762.5 |
5,738.0 |
5,666.0 |
|
R2 |
5,698.0 |
5,698.0 |
5,660.5 |
|
R1 |
5,673.5 |
5,673.5 |
5,654.5 |
5,686.0 |
PP |
5,633.5 |
5,633.5 |
5,633.5 |
5,640.0 |
S1 |
5,609.0 |
5,609.0 |
5,642.5 |
5,621.0 |
S2 |
5,569.0 |
5,569.0 |
5,636.5 |
|
S3 |
5,504.5 |
5,544.5 |
5,631.0 |
|
S4 |
5,440.0 |
5,480.0 |
5,613.0 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,402.0 |
6,305.0 |
5,802.5 |
|
R3 |
6,122.0 |
6,025.0 |
5,725.5 |
|
R2 |
5,842.0 |
5,842.0 |
5,700.0 |
|
R1 |
5,745.0 |
5,745.0 |
5,674.0 |
5,793.5 |
PP |
5,562.0 |
5,562.0 |
5,562.0 |
5,586.0 |
S1 |
5,465.0 |
5,465.0 |
5,623.0 |
5,513.5 |
S2 |
5,282.0 |
5,282.0 |
5,597.0 |
|
S3 |
5,002.0 |
5,185.0 |
5,571.5 |
|
S4 |
4,722.0 |
4,905.0 |
5,494.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,658.5 |
5,378.5 |
280.0 |
5.0% |
122.5 |
2.2% |
96% |
True |
False |
80,939 |
10 |
5,658.5 |
5,307.0 |
351.5 |
6.2% |
114.0 |
2.0% |
97% |
True |
False |
87,194 |
20 |
5,658.5 |
5,289.0 |
369.5 |
6.5% |
112.5 |
2.0% |
97% |
True |
False |
91,898 |
40 |
5,658.5 |
5,073.0 |
585.5 |
10.4% |
119.5 |
2.1% |
98% |
True |
False |
101,996 |
60 |
6,115.5 |
5,073.0 |
1,042.5 |
18.5% |
119.5 |
2.1% |
55% |
False |
False |
97,394 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
23.9% |
110.0 |
1.9% |
43% |
False |
False |
73,182 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
23.9% |
101.0 |
1.8% |
43% |
False |
False |
58,635 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
23.9% |
91.5 |
1.6% |
43% |
False |
False |
48,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,932.5 |
2.618 |
5,827.5 |
1.618 |
5,763.0 |
1.000 |
5,723.0 |
0.618 |
5,698.5 |
HIGH |
5,658.5 |
0.618 |
5,634.0 |
0.500 |
5,626.0 |
0.382 |
5,618.5 |
LOW |
5,594.0 |
0.618 |
5,554.0 |
1.000 |
5,529.5 |
1.618 |
5,489.5 |
2.618 |
5,425.0 |
4.250 |
5,320.0 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,641.0 |
5,616.0 |
PP |
5,633.5 |
5,583.5 |
S1 |
5,626.0 |
5,551.0 |
|