Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,277.00 |
1,294.00 |
17.00 |
1.3% |
1,300.50 |
High |
1,295.00 |
1,294.00 |
-1.00 |
-0.1% |
1,307.25 |
Low |
1,272.75 |
1,266.00 |
-6.75 |
-0.5% |
1,262.25 |
Close |
1,293.75 |
1,267.75 |
-26.00 |
-2.0% |
1,293.75 |
Range |
22.25 |
28.00 |
5.75 |
25.8% |
45.00 |
ATR |
22.86 |
23.23 |
0.37 |
1.6% |
0.00 |
Volume |
7,123 |
5,895 |
-1,228 |
-17.2% |
25,913 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,360.00 |
1,341.75 |
1,283.25 |
|
R3 |
1,332.00 |
1,313.75 |
1,275.50 |
|
R2 |
1,304.00 |
1,304.00 |
1,273.00 |
|
R1 |
1,285.75 |
1,285.75 |
1,270.25 |
1,281.00 |
PP |
1,276.00 |
1,276.00 |
1,276.00 |
1,273.50 |
S1 |
1,257.75 |
1,257.75 |
1,265.25 |
1,253.00 |
S2 |
1,248.00 |
1,248.00 |
1,262.50 |
|
S3 |
1,220.00 |
1,229.75 |
1,260.00 |
|
S4 |
1,192.00 |
1,201.75 |
1,252.25 |
|
|
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 |
1,295.00 |
1,262.25 |
32.75 |
2.6% |
20.75 |
1.6% |
17% |
False |
False |
5,737 |
10 |
1,309.00 |
1,262.25 |
46.75 |
3.7% |
21.25 |
1.7% |
12% |
False |
False |
4,675 |
20 |
1,315.25 |
1,234.00 |
81.25 |
6.4% |
23.25 |
1.8% |
42% |
False |
False |
4,028 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.9% |
25.25 |
2.0% |
58% |
False |
False |
3,876 |
60 |
1,410.25 |
1,202.00 |
208.25 |
16.4% |
23.75 |
1.9% |
32% |
False |
False |
3,026 |
80 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
20.50 |
1.6% |
27% |
False |
False |
2,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,413.00 |
2.618 |
1,367.25 |
1.618 |
1,339.25 |
1.000 |
1,322.00 |
0.618 |
1,311.25 |
HIGH |
1,294.00 |
0.618 |
1,283.25 |
0.500 |
1,280.00 |
0.382 |
1,276.75 |
LOW |
1,266.00 |
0.618 |
1,248.75 |
1.000 |
1,238.00 |
1.618 |
1,220.75 |
2.618 |
1,192.75 |
4.250 |
1,147.00 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,280.00 |
1,280.00 |
PP |
1,276.00 |
1,276.00 |
S1 |
1,271.75 |
1,271.75 |
|