Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,272.25 |
1,282.75 |
10.50 |
0.8% |
1,300.50 |
High |
1,286.50 |
1,301.75 |
15.25 |
1.2% |
1,307.25 |
Low |
1,267.50 |
1,277.50 |
10.00 |
0.8% |
1,262.25 |
Close |
1,283.50 |
1,299.75 |
16.25 |
1.3% |
1,293.75 |
Range |
19.00 |
24.25 |
5.25 |
27.6% |
45.00 |
ATR |
22.25 |
22.39 |
0.14 |
0.6% |
0.00 |
Volume |
37,957 |
25,571 |
-12,386 |
-32.6% |
25,913 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,365.75 |
1,357.00 |
1,313.00 |
|
R3 |
1,341.50 |
1,332.75 |
1,306.50 |
|
R2 |
1,317.25 |
1,317.25 |
1,304.25 |
|
R1 |
1,308.50 |
1,308.50 |
1,302.00 |
1,313.00 |
PP |
1,293.00 |
1,293.00 |
1,293.00 |
1,295.25 |
S1 |
1,284.25 |
1,284.25 |
1,297.50 |
1,288.50 |
S2 |
1,268.75 |
1,268.75 |
1,295.25 |
|
S3 |
1,244.50 |
1,260.00 |
1,293.00 |
|
S4 |
1,220.25 |
1,235.75 |
1,286.50 |
|
|
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 |
1,301.75 |
1,264.00 |
37.75 |
2.9% |
21.25 |
1.6% |
95% |
True |
False |
16,093 |
10 |
1,307.25 |
1,262.25 |
45.00 |
3.5% |
20.25 |
1.6% |
83% |
False |
False |
10,280 |
20 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
22.00 |
1.7% |
77% |
False |
False |
6,986 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.7% |
24.75 |
1.9% |
86% |
False |
False |
5,309 |
60 |
1,410.25 |
1,202.00 |
208.25 |
16.0% |
23.75 |
1.8% |
47% |
False |
False |
4,100 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.6% |
20.75 |
1.6% |
40% |
False |
False |
3,128 |
100 |
1,443.50 |
1,202.00 |
241.50 |
18.6% |
18.25 |
1.4% |
40% |
False |
False |
2,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.75 |
2.618 |
1,365.25 |
1.618 |
1,341.00 |
1.000 |
1,326.00 |
0.618 |
1,316.75 |
HIGH |
1,301.75 |
0.618 |
1,292.50 |
0.500 |
1,289.50 |
0.382 |
1,286.75 |
LOW |
1,277.50 |
0.618 |
1,262.50 |
1.000 |
1,253.25 |
1.618 |
1,238.25 |
2.618 |
1,214.00 |
4.250 |
1,174.50 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,296.50 |
1,294.00 |
PP |
1,293.00 |
1,288.50 |
S1 |
1,289.50 |
1,283.00 |
|