Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,294.00 |
1,287.00 |
-7.00 |
-0.5% |
1,260.50 |
High |
1,295.75 |
1,302.00 |
6.25 |
0.5% |
1,299.25 |
Low |
1,276.50 |
1,277.25 |
0.75 |
0.1% |
1,248.00 |
Close |
1,286.25 |
1,295.50 |
9.25 |
0.7% |
1,294.00 |
Range |
19.25 |
24.75 |
5.50 |
28.6% |
51.25 |
ATR |
24.59 |
24.60 |
0.01 |
0.0% |
0.00 |
Volume |
3,729 |
3,334 |
-395 |
-10.6% |
18,908 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.75 |
1,355.50 |
1,309.00 |
|
R3 |
1,341.00 |
1,330.75 |
1,302.25 |
|
R2 |
1,316.25 |
1,316.25 |
1,300.00 |
|
R1 |
1,306.00 |
1,306.00 |
1,297.75 |
1,311.00 |
PP |
1,291.50 |
1,291.50 |
1,291.50 |
1,294.25 |
S1 |
1,281.25 |
1,281.25 |
1,293.25 |
1,286.50 |
S2 |
1,266.75 |
1,266.75 |
1,291.00 |
|
S3 |
1,242.00 |
1,256.50 |
1,288.75 |
|
S4 |
1,217.25 |
1,231.75 |
1,282.00 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.25 |
1,415.25 |
1,322.25 |
|
R3 |
1,383.00 |
1,364.00 |
1,308.00 |
|
R2 |
1,331.75 |
1,331.75 |
1,303.50 |
|
R1 |
1,312.75 |
1,312.75 |
1,298.75 |
1,322.25 |
PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,285.00 |
S1 |
1,261.50 |
1,261.50 |
1,289.25 |
1,271.00 |
S2 |
1,229.25 |
1,229.25 |
1,284.50 |
|
S3 |
1,178.00 |
1,210.25 |
1,280.00 |
|
S4 |
1,126.75 |
1,159.00 |
1,265.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,315.25 |
1,263.50 |
51.75 |
4.0% |
25.25 |
2.0% |
62% |
False |
False |
4,099 |
10 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
24.00 |
1.9% |
71% |
False |
False |
3,692 |
20 |
1,315.25 |
1,234.00 |
81.25 |
6.3% |
23.75 |
1.8% |
76% |
False |
False |
3,674 |
40 |
1,340.25 |
1,202.00 |
138.25 |
10.7% |
25.25 |
2.0% |
68% |
False |
False |
3,520 |
60 |
1,410.25 |
1,202.00 |
208.25 |
16.1% |
22.25 |
1.7% |
45% |
False |
False |
2,448 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.6% |
19.00 |
1.5% |
39% |
False |
False |
1,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,407.25 |
2.618 |
1,366.75 |
1.618 |
1,342.00 |
1.000 |
1,326.75 |
0.618 |
1,317.25 |
HIGH |
1,302.00 |
0.618 |
1,292.50 |
0.500 |
1,289.50 |
0.382 |
1,286.75 |
LOW |
1,277.25 |
0.618 |
1,262.00 |
1.000 |
1,252.50 |
1.618 |
1,237.25 |
2.618 |
1,212.50 |
4.250 |
1,172.00 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,293.50 |
1,294.50 |
PP |
1,291.50 |
1,293.75 |
S1 |
1,289.50 |
1,292.75 |
|