Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,275.50 |
1,277.00 |
1.50 |
0.1% |
1,300.50 |
High |
1,282.75 |
1,295.00 |
12.25 |
1.0% |
1,307.25 |
Low |
1,265.00 |
1,272.75 |
7.75 |
0.6% |
1,262.25 |
Close |
1,277.00 |
1,293.75 |
16.75 |
1.3% |
1,293.75 |
Range |
17.75 |
22.25 |
4.50 |
25.4% |
45.00 |
ATR |
22.91 |
22.86 |
-0.05 |
-0.2% |
0.00 |
Volume |
6,323 |
7,123 |
800 |
12.7% |
25,913 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.00 |
1,346.00 |
1,306.00 |
|
R3 |
1,331.75 |
1,323.75 |
1,299.75 |
|
R2 |
1,309.50 |
1,309.50 |
1,297.75 |
|
R1 |
1,301.50 |
1,301.50 |
1,295.75 |
1,305.50 |
PP |
1,287.25 |
1,287.25 |
1,287.25 |
1,289.00 |
S1 |
1,279.25 |
1,279.25 |
1,291.75 |
1,283.25 |
S2 |
1,265.00 |
1,265.00 |
1,289.75 |
|
S3 |
1,242.75 |
1,257.00 |
1,287.75 |
|
S4 |
1,220.50 |
1,234.75 |
1,281.50 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.75 |
1,403.25 |
1,318.50 |
|
R3 |
1,377.75 |
1,358.25 |
1,306.00 |
|
R2 |
1,332.75 |
1,332.75 |
1,302.00 |
|
R1 |
1,313.25 |
1,313.25 |
1,298.00 |
1,300.50 |
PP |
1,287.75 |
1,287.75 |
1,287.75 |
1,281.50 |
S1 |
1,268.25 |
1,268.25 |
1,289.50 |
1,255.50 |
S2 |
1,242.75 |
1,242.75 |
1,285.50 |
|
S3 |
1,197.75 |
1,223.25 |
1,281.50 |
|
S4 |
1,152.75 |
1,178.25 |
1,269.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,307.25 |
1,262.25 |
45.00 |
3.5% |
21.50 |
1.7% |
70% |
False |
False |
5,182 |
10 |
1,315.25 |
1,262.25 |
53.00 |
4.1% |
21.00 |
1.6% |
59% |
False |
False |
4,332 |
20 |
1,315.25 |
1,234.00 |
81.25 |
6.3% |
23.25 |
1.8% |
74% |
False |
False |
3,866 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.8% |
25.00 |
1.9% |
81% |
False |
False |
3,769 |
60 |
1,410.25 |
1,202.00 |
208.25 |
16.1% |
23.50 |
1.8% |
44% |
False |
False |
2,932 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.7% |
20.00 |
1.6% |
38% |
False |
False |
2,212 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.50 |
2.618 |
1,353.25 |
1.618 |
1,331.00 |
1.000 |
1,317.25 |
0.618 |
1,308.75 |
HIGH |
1,295.00 |
0.618 |
1,286.50 |
0.500 |
1,284.00 |
0.382 |
1,281.25 |
LOW |
1,272.75 |
0.618 |
1,259.00 |
1.000 |
1,250.50 |
1.618 |
1,236.75 |
2.618 |
1,214.50 |
4.250 |
1,178.25 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,290.50 |
1,288.75 |
PP |
1,287.25 |
1,283.75 |
S1 |
1,284.00 |
1,278.50 |
|