Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,269.25 |
1,272.25 |
3.00 |
0.2% |
1,300.50 |
High |
1,277.00 |
1,286.50 |
9.50 |
0.7% |
1,307.25 |
Low |
1,264.00 |
1,267.50 |
3.50 |
0.3% |
1,262.25 |
Close |
1,273.25 |
1,283.50 |
10.25 |
0.8% |
1,293.75 |
Range |
13.00 |
19.00 |
6.00 |
46.2% |
45.00 |
ATR |
22.50 |
22.25 |
-0.25 |
-1.1% |
0.00 |
Volume |
3,919 |
37,957 |
34,038 |
868.5% |
25,913 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.25 |
1,328.75 |
1,294.00 |
|
R3 |
1,317.25 |
1,309.75 |
1,288.75 |
|
R2 |
1,298.25 |
1,298.25 |
1,287.00 |
|
R1 |
1,290.75 |
1,290.75 |
1,285.25 |
1,294.50 |
PP |
1,279.25 |
1,279.25 |
1,279.25 |
1,281.00 |
S1 |
1,271.75 |
1,271.75 |
1,281.75 |
1,275.50 |
S2 |
1,260.25 |
1,260.25 |
1,280.00 |
|
S3 |
1,241.25 |
1,252.75 |
1,278.25 |
|
S4 |
1,222.25 |
1,233.75 |
1,273.00 |
|
|
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 |
1,264.00 |
31.00 |
2.4% |
20.00 |
1.6% |
63% |
False |
False |
12,243 |
10 |
1,307.25 |
1,262.25 |
45.00 |
3.5% |
20.25 |
1.6% |
47% |
False |
False |
8,056 |
20 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
22.00 |
1.7% |
53% |
False |
False |
5,870 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.8% |
24.75 |
1.9% |
72% |
False |
False |
4,734 |
60 |
1,410.25 |
1,202.00 |
208.25 |
16.2% |
23.75 |
1.8% |
39% |
False |
False |
3,674 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
20.50 |
1.6% |
34% |
False |
False |
2,808 |
100 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
18.00 |
1.4% |
34% |
False |
False |
2,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.25 |
2.618 |
1,336.25 |
1.618 |
1,317.25 |
1.000 |
1,305.50 |
0.618 |
1,298.25 |
HIGH |
1,286.50 |
0.618 |
1,279.25 |
0.500 |
1,277.00 |
0.382 |
1,274.75 |
LOW |
1,267.50 |
0.618 |
1,255.75 |
1.000 |
1,248.50 |
1.618 |
1,236.75 |
2.618 |
1,217.75 |
4.250 |
1,186.75 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,281.25 |
1,282.00 |
PP |
1,279.25 |
1,280.50 |
S1 |
1,277.00 |
1,279.00 |
|