Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,295.50 |
1,300.50 |
5.00 |
0.4% |
1,293.25 |
High |
1,303.75 |
1,307.25 |
3.50 |
0.3% |
1,315.25 |
Low |
1,292.50 |
1,275.75 |
-16.75 |
-1.3% |
1,276.50 |
Close |
1,301.50 |
1,283.50 |
-18.00 |
-1.4% |
1,301.50 |
Range |
11.25 |
31.50 |
20.25 |
180.0% |
38.75 |
ATR |
23.65 |
24.21 |
0.56 |
2.4% |
0.00 |
Volume |
3,550 |
3,120 |
-430 |
-12.1% |
17,411 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.25 |
1,365.00 |
1,300.75 |
|
R3 |
1,351.75 |
1,333.50 |
1,292.25 |
|
R2 |
1,320.25 |
1,320.25 |
1,289.25 |
|
R1 |
1,302.00 |
1,302.00 |
1,286.50 |
1,295.50 |
PP |
1,288.75 |
1,288.75 |
1,288.75 |
1,285.50 |
S1 |
1,270.50 |
1,270.50 |
1,280.50 |
1,264.00 |
S2 |
1,257.25 |
1,257.25 |
1,277.75 |
|
S3 |
1,225.75 |
1,239.00 |
1,274.75 |
|
S4 |
1,194.25 |
1,207.50 |
1,266.25 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,414.00 |
1,396.50 |
1,322.75 |
|
R3 |
1,375.25 |
1,357.75 |
1,312.25 |
|
R2 |
1,336.50 |
1,336.50 |
1,308.50 |
|
R1 |
1,319.00 |
1,319.00 |
1,305.00 |
1,327.75 |
PP |
1,297.75 |
1,297.75 |
1,297.75 |
1,302.00 |
S1 |
1,280.25 |
1,280.25 |
1,298.00 |
1,289.00 |
S2 |
1,259.00 |
1,259.00 |
1,294.50 |
|
S3 |
1,220.25 |
1,241.50 |
1,290.75 |
|
S4 |
1,181.50 |
1,202.75 |
1,280.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,309.00 |
1,275.75 |
33.25 |
2.6% |
21.75 |
1.7% |
23% |
False |
True |
3,612 |
10 |
1,315.25 |
1,249.50 |
65.75 |
5.1% |
24.75 |
1.9% |
52% |
False |
False |
3,536 |
20 |
1,315.25 |
1,234.00 |
81.25 |
6.3% |
24.00 |
1.9% |
61% |
False |
False |
3,494 |
40 |
1,340.25 |
1,202.00 |
138.25 |
10.8% |
25.75 |
2.0% |
59% |
False |
False |
3,671 |
60 |
1,410.25 |
1,202.00 |
208.25 |
16.2% |
22.75 |
1.8% |
39% |
False |
False |
2,552 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
19.50 |
1.5% |
34% |
False |
False |
1,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.00 |
2.618 |
1,389.75 |
1.618 |
1,358.25 |
1.000 |
1,338.75 |
0.618 |
1,326.75 |
HIGH |
1,307.25 |
0.618 |
1,295.25 |
0.500 |
1,291.50 |
0.382 |
1,287.75 |
LOW |
1,275.75 |
0.618 |
1,256.25 |
1.000 |
1,244.25 |
1.618 |
1,224.75 |
2.618 |
1,193.25 |
4.250 |
1,142.00 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,291.50 |
1,291.50 |
PP |
1,288.75 |
1,288.75 |
S1 |
1,286.25 |
1,286.25 |
|