Trading Metrics calculated at close of trading on 11-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,268.00 |
1,291.50 |
23.50 |
1.9% |
1,261.25 |
High |
1,298.00 |
1,313.50 |
15.50 |
1.2% |
1,298.00 |
Low |
1,262.00 |
1,288.00 |
26.00 |
2.1% |
1,246.25 |
Close |
1,292.25 |
1,305.00 |
12.75 |
1.0% |
1,292.25 |
Range |
36.00 |
25.50 |
-10.50 |
-29.2% |
51.75 |
ATR |
26.30 |
26.24 |
-0.06 |
-0.2% |
0.00 |
Volume |
1,993,044 |
2,179,132 |
186,088 |
9.3% |
9,109,227 |
|
Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,378.75 |
1,367.25 |
1,319.00 |
|
R3 |
1,353.25 |
1,341.75 |
1,312.00 |
|
R2 |
1,327.75 |
1,327.75 |
1,309.75 |
|
R1 |
1,316.25 |
1,316.25 |
1,307.25 |
1,322.00 |
PP |
1,302.25 |
1,302.25 |
1,302.25 |
1,305.00 |
S1 |
1,290.75 |
1,290.75 |
1,302.75 |
1,296.50 |
S2 |
1,276.75 |
1,276.75 |
1,300.25 |
|
S3 |
1,251.25 |
1,265.25 |
1,298.00 |
|
S4 |
1,225.75 |
1,239.75 |
1,291.00 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.00 |
1,415.00 |
1,320.75 |
|
R3 |
1,382.25 |
1,363.25 |
1,306.50 |
|
R2 |
1,330.50 |
1,330.50 |
1,301.75 |
|
R1 |
1,311.50 |
1,311.50 |
1,297.00 |
1,321.00 |
PP |
1,278.75 |
1,278.75 |
1,278.75 |
1,283.50 |
S1 |
1,259.75 |
1,259.75 |
1,287.50 |
1,269.25 |
S2 |
1,227.00 |
1,227.00 |
1,282.75 |
|
S3 |
1,175.25 |
1,208.00 |
1,278.00 |
|
S4 |
1,123.50 |
1,156.25 |
1,263.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,313.50 |
1,247.25 |
66.25 |
5.1% |
28.25 |
2.2% |
87% |
True |
False |
1,885,316 |
10 |
1,313.50 |
1,231.50 |
82.00 |
6.3% |
26.25 |
2.0% |
90% |
True |
False |
1,968,265 |
20 |
1,313.50 |
1,200.75 |
112.75 |
8.6% |
26.25 |
2.0% |
92% |
True |
False |
2,154,208 |
40 |
1,372.00 |
1,200.75 |
171.25 |
13.1% |
26.00 |
2.0% |
61% |
False |
False |
2,252,564 |
60 |
1,442.25 |
1,200.75 |
241.50 |
18.5% |
24.50 |
1.9% |
43% |
False |
False |
1,544,091 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.5% |
23.00 |
1.8% |
43% |
False |
False |
1,159,015 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.5% |
23.00 |
1.8% |
43% |
False |
False |
927,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,422.00 |
2.618 |
1,380.25 |
1.618 |
1,354.75 |
1.000 |
1,339.00 |
0.618 |
1,329.25 |
HIGH |
1,313.50 |
0.618 |
1,303.75 |
0.500 |
1,300.75 |
0.382 |
1,297.75 |
LOW |
1,288.00 |
0.618 |
1,272.25 |
1.000 |
1,262.50 |
1.618 |
1,246.75 |
2.618 |
1,221.25 |
4.250 |
1,179.50 |
|
|
Fisher Pivots for day following 11-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,303.50 |
1,299.25 |
PP |
1,302.25 |
1,293.50 |
S1 |
1,300.75 |
1,287.75 |
|