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 |
5,522.0 |
5,520.0 |
-2.0 |
0.0% |
5,348.5 |
High |
5,571.5 |
5,526.5 |
-45.0 |
-0.8% |
5,543.5 |
Low |
5,491.0 |
5,431.0 |
-60.0 |
-1.1% |
5,289.0 |
Close |
5,543.0 |
5,461.0 |
-82.0 |
-1.5% |
5,479.5 |
Range |
80.5 |
95.5 |
15.0 |
18.6% |
254.5 |
ATR |
120.2 |
119.7 |
-0.6 |
-0.5% |
0.0 |
Volume |
71,978 |
100,827 |
28,849 |
40.1% |
486,472 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,759.5 |
5,705.5 |
5,513.5 |
|
R3 |
5,664.0 |
5,610.0 |
5,487.5 |
|
R2 |
5,568.5 |
5,568.5 |
5,478.5 |
|
R1 |
5,514.5 |
5,514.5 |
5,470.0 |
5,494.0 |
PP |
5,473.0 |
5,473.0 |
5,473.0 |
5,462.5 |
S1 |
5,419.0 |
5,419.0 |
5,452.0 |
5,398.0 |
S2 |
5,377.5 |
5,377.5 |
5,443.5 |
|
S3 |
5,282.0 |
5,323.5 |
5,434.5 |
|
S4 |
5,186.5 |
5,228.0 |
5,408.5 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,201.0 |
6,094.5 |
5,619.5 |
|
R3 |
5,946.5 |
5,840.0 |
5,549.5 |
|
R2 |
5,692.0 |
5,692.0 |
5,526.0 |
|
R1 |
5,585.5 |
5,585.5 |
5,503.0 |
5,639.0 |
PP |
5,437.5 |
5,437.5 |
5,437.5 |
5,464.0 |
S1 |
5,331.0 |
5,331.0 |
5,456.0 |
5,384.0 |
S2 |
5,183.0 |
5,183.0 |
5,433.0 |
|
S3 |
4,928.5 |
5,076.5 |
5,409.5 |
|
S4 |
4,674.0 |
4,822.0 |
5,339.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,571.5 |
5,411.0 |
160.5 |
2.9% |
97.0 |
1.8% |
31% |
False |
False |
91,003 |
10 |
5,571.5 |
5,289.0 |
282.5 |
5.2% |
109.0 |
2.0% |
61% |
False |
False |
96,258 |
20 |
5,571.5 |
5,206.0 |
365.5 |
6.7% |
114.0 |
2.1% |
70% |
False |
False |
105,017 |
40 |
5,869.5 |
5,073.0 |
796.5 |
14.6% |
123.0 |
2.3% |
49% |
False |
False |
114,416 |
60 |
6,386.0 |
5,073.0 |
1,313.0 |
24.0% |
113.0 |
2.1% |
30% |
False |
False |
79,381 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
102.0 |
1.9% |
29% |
False |
False |
59,705 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
93.0 |
1.7% |
29% |
False |
False |
47,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,932.5 |
2.618 |
5,776.5 |
1.618 |
5,681.0 |
1.000 |
5,622.0 |
0.618 |
5,585.5 |
HIGH |
5,526.5 |
0.618 |
5,490.0 |
0.500 |
5,479.0 |
0.382 |
5,467.5 |
LOW |
5,431.0 |
0.618 |
5,372.0 |
1.000 |
5,335.5 |
1.618 |
5,276.5 |
2.618 |
5,181.0 |
4.250 |
5,025.0 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
5,479.0 |
5,501.0 |
PP |
5,473.0 |
5,488.0 |
S1 |
5,467.0 |
5,474.5 |
|