Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
11,781.70 |
11,632.81 |
-148.89 |
-1.3% |
11,326.32 |
High |
11,782.35 |
11,633.78 |
-148.57 |
-1.3% |
11,759.96 |
Low |
11,601.52 |
11,453.34 |
-148.18 |
-1.3% |
11,221.53 |
Close |
11,642.47 |
11,532.96 |
-109.51 |
-0.9% |
11,734.32 |
Range |
180.83 |
180.44 |
-0.39 |
-0.2% |
538.43 |
ATR |
218.16 |
216.08 |
-2.07 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,081.35 |
11,987.59 |
11,632.20 |
|
R3 |
11,900.91 |
11,807.15 |
11,582.58 |
|
R2 |
11,720.47 |
11,720.47 |
11,566.04 |
|
R1 |
11,626.71 |
11,626.71 |
11,549.50 |
11,583.37 |
PP |
11,540.03 |
11,540.03 |
11,540.03 |
11,518.36 |
S1 |
11,446.27 |
11,446.27 |
11,516.42 |
11,402.93 |
S2 |
11,359.59 |
11,359.59 |
11,499.88 |
|
S3 |
11,179.15 |
11,265.83 |
11,483.34 |
|
S4 |
10,998.71 |
11,085.39 |
11,433.72 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,187.23 |
12,999.20 |
12,030.46 |
|
R3 |
12,648.80 |
12,460.77 |
11,882.39 |
|
R2 |
12,110.37 |
12,110.37 |
11,833.03 |
|
R1 |
11,922.34 |
11,922.34 |
11,783.68 |
12,016.36 |
PP |
11,571.94 |
11,571.94 |
11,571.94 |
11,618.94 |
S1 |
11,383.91 |
11,383.91 |
11,684.96 |
11,477.93 |
S2 |
11,033.51 |
11,033.51 |
11,635.61 |
|
S3 |
10,495.08 |
10,845.48 |
11,586.25 |
|
S4 |
9,956.65 |
10,307.05 |
11,438.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,867.11 |
11,388.04 |
479.07 |
4.2% |
232.73 |
2.0% |
30% |
False |
False |
|
10 |
11,867.11 |
11,221.53 |
645.58 |
5.6% |
219.22 |
1.9% |
48% |
False |
False |
|
20 |
11,867.11 |
11,125.13 |
741.98 |
6.4% |
208.74 |
1.8% |
55% |
False |
False |
|
40 |
12,158.68 |
10,827.71 |
1,330.97 |
11.5% |
212.41 |
1.8% |
53% |
False |
False |
|
60 |
13,026.04 |
10,827.71 |
2,198.33 |
19.1% |
201.79 |
1.7% |
32% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
190.48 |
1.7% |
31% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
186.12 |
1.6% |
31% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
199.69 |
1.7% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,400.65 |
2.618 |
12,106.17 |
1.618 |
11,925.73 |
1.000 |
11,814.22 |
0.618 |
11,745.29 |
HIGH |
11,633.78 |
0.618 |
11,564.85 |
0.500 |
11,543.56 |
0.382 |
11,522.27 |
LOW |
11,453.34 |
0.618 |
11,341.83 |
1.000 |
11,272.90 |
1.618 |
11,161.39 |
2.618 |
10,980.95 |
4.250 |
10,686.47 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
11,543.56 |
11,660.23 |
PP |
11,540.03 |
11,617.80 |
S1 |
11,536.49 |
11,575.38 |
|