Trading Metrics calculated at close of trading on 12-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,291.50 |
1,303.75 |
12.25 |
0.9% |
1,261.25 |
High |
1,313.50 |
1,307.75 |
-5.75 |
-0.4% |
1,298.00 |
Low |
1,288.00 |
1,285.25 |
-2.75 |
-0.2% |
1,246.25 |
Close |
1,305.00 |
1,291.50 |
-13.50 |
-1.0% |
1,292.25 |
Range |
25.50 |
22.50 |
-3.00 |
-11.8% |
51.75 |
ATR |
26.24 |
25.97 |
-0.27 |
-1.0% |
0.00 |
Volume |
2,179,132 |
2,097,151 |
-81,981 |
-3.8% |
9,109,227 |
|
Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.25 |
1,349.50 |
1,304.00 |
|
R3 |
1,339.75 |
1,327.00 |
1,297.75 |
|
R2 |
1,317.25 |
1,317.25 |
1,295.50 |
|
R1 |
1,304.50 |
1,304.50 |
1,293.50 |
1,299.50 |
PP |
1,294.75 |
1,294.75 |
1,294.75 |
1,292.50 |
S1 |
1,282.00 |
1,282.00 |
1,289.50 |
1,277.00 |
S2 |
1,272.25 |
1,272.25 |
1,287.50 |
|
S3 |
1,249.75 |
1,259.50 |
1,285.25 |
|
S4 |
1,227.25 |
1,237.00 |
1,279.00 |
|
|
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 |
1,262.00 |
51.50 |
4.0% |
25.25 |
2.0% |
57% |
False |
False |
2,000,393 |
10 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
25.25 |
2.0% |
67% |
False |
False |
2,016,015 |
20 |
1,313.50 |
1,202.50 |
111.00 |
8.6% |
25.75 |
2.0% |
80% |
False |
False |
2,125,894 |
40 |
1,372.00 |
1,200.75 |
171.25 |
13.3% |
26.25 |
2.0% |
53% |
False |
False |
2,254,147 |
60 |
1,430.50 |
1,200.75 |
229.75 |
17.8% |
24.75 |
1.9% |
39% |
False |
False |
1,579,007 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.25 |
1.8% |
38% |
False |
False |
1,185,120 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.00 |
1.8% |
38% |
False |
False |
948,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,403.50 |
2.618 |
1,366.75 |
1.618 |
1,344.25 |
1.000 |
1,330.25 |
0.618 |
1,321.75 |
HIGH |
1,307.75 |
0.618 |
1,299.25 |
0.500 |
1,296.50 |
0.382 |
1,293.75 |
LOW |
1,285.25 |
0.618 |
1,271.25 |
1.000 |
1,262.75 |
1.618 |
1,248.75 |
2.618 |
1,226.25 |
4.250 |
1,189.50 |
|
|
Fisher Pivots for day following 12-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,296.50 |
1,290.25 |
PP |
1,294.75 |
1,289.00 |
S1 |
1,293.25 |
1,287.75 |
|