Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,282.75 |
1,298.25 |
15.50 |
1.2% |
1,294.00 |
High |
1,301.75 |
1,299.25 |
-2.50 |
-0.2% |
1,301.75 |
Low |
1,277.50 |
1,283.50 |
6.00 |
0.5% |
1,264.00 |
Close |
1,299.75 |
1,284.25 |
-15.50 |
-1.2% |
1,284.25 |
Range |
24.25 |
15.75 |
-8.50 |
-35.1% |
37.75 |
ATR |
22.39 |
21.95 |
-0.44 |
-2.0% |
0.00 |
Volume |
25,571 |
15,841 |
-9,730 |
-38.1% |
89,183 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.25 |
1,326.00 |
1,293.00 |
|
R3 |
1,320.50 |
1,310.25 |
1,288.50 |
|
R2 |
1,304.75 |
1,304.75 |
1,287.25 |
|
R1 |
1,294.50 |
1,294.50 |
1,285.75 |
1,291.75 |
PP |
1,289.00 |
1,289.00 |
1,289.00 |
1,287.50 |
S1 |
1,278.75 |
1,278.75 |
1,282.75 |
1,276.00 |
S2 |
1,273.25 |
1,273.25 |
1,281.25 |
|
S3 |
1,257.50 |
1,263.00 |
1,280.00 |
|
S4 |
1,241.75 |
1,247.25 |
1,275.50 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.50 |
1,378.25 |
1,305.00 |
|
R3 |
1,358.75 |
1,340.50 |
1,294.75 |
|
R2 |
1,321.00 |
1,321.00 |
1,291.25 |
|
R1 |
1,302.75 |
1,302.75 |
1,287.75 |
1,293.00 |
PP |
1,283.25 |
1,283.25 |
1,283.25 |
1,278.50 |
S1 |
1,265.00 |
1,265.00 |
1,280.75 |
1,255.25 |
S2 |
1,245.50 |
1,245.50 |
1,277.25 |
|
S3 |
1,207.75 |
1,227.25 |
1,273.75 |
|
S4 |
1,170.00 |
1,189.50 |
1,263.50 |
|
|
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% |
20.00 |
1.6% |
54% |
False |
False |
17,836 |
10 |
1,307.25 |
1,262.25 |
45.00 |
3.5% |
20.75 |
1.6% |
49% |
False |
False |
11,509 |
20 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
22.00 |
1.7% |
54% |
False |
False |
7,570 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.8% |
24.75 |
1.9% |
73% |
False |
False |
5,673 |
60 |
1,374.00 |
1,202.00 |
172.00 |
13.4% |
23.25 |
1.8% |
48% |
False |
False |
4,350 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
20.75 |
1.6% |
34% |
False |
False |
3,320 |
100 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
18.50 |
1.4% |
34% |
False |
False |
2,662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,366.25 |
2.618 |
1,340.50 |
1.618 |
1,324.75 |
1.000 |
1,315.00 |
0.618 |
1,309.00 |
HIGH |
1,299.25 |
0.618 |
1,293.25 |
0.500 |
1,291.50 |
0.382 |
1,289.50 |
LOW |
1,283.50 |
0.618 |
1,273.75 |
1.000 |
1,267.75 |
1.618 |
1,258.00 |
2.618 |
1,242.25 |
4.250 |
1,216.50 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,291.50 |
1,284.50 |
PP |
1,289.00 |
1,284.50 |
S1 |
1,286.50 |
1,284.50 |
|