Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,303.75 |
1,291.25 |
-12.50 |
-1.0% |
1,261.25 |
High |
1,307.75 |
1,294.50 |
-13.25 |
-1.0% |
1,298.00 |
Low |
1,285.25 |
1,274.50 |
-10.75 |
-0.8% |
1,246.25 |
Close |
1,291.50 |
1,284.50 |
-7.00 |
-0.5% |
1,292.25 |
Range |
22.50 |
20.00 |
-2.50 |
-11.1% |
51.75 |
ATR |
25.97 |
25.55 |
-0.43 |
-1.6% |
0.00 |
Volume |
2,097,151 |
1,743,555 |
-353,596 |
-16.9% |
9,109,227 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.50 |
1,334.50 |
1,295.50 |
|
R3 |
1,324.50 |
1,314.50 |
1,290.00 |
|
R2 |
1,304.50 |
1,304.50 |
1,288.25 |
|
R1 |
1,294.50 |
1,294.50 |
1,286.25 |
1,289.50 |
PP |
1,284.50 |
1,284.50 |
1,284.50 |
1,282.00 |
S1 |
1,274.50 |
1,274.50 |
1,282.75 |
1,269.50 |
S2 |
1,264.50 |
1,264.50 |
1,280.75 |
|
S3 |
1,244.50 |
1,254.50 |
1,279.00 |
|
S4 |
1,224.50 |
1,234.50 |
1,273.50 |
|
|
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% |
26.00 |
2.0% |
44% |
False |
False |
1,948,639 |
10 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
24.75 |
1.9% |
57% |
False |
False |
1,980,756 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.4% |
24.50 |
1.9% |
65% |
False |
False |
2,029,926 |
40 |
1,355.50 |
1,200.75 |
154.75 |
12.0% |
26.25 |
2.0% |
54% |
False |
False |
2,255,045 |
60 |
1,422.50 |
1,200.75 |
221.75 |
17.3% |
24.75 |
1.9% |
38% |
False |
False |
1,607,888 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.25 |
1.8% |
35% |
False |
False |
1,206,905 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.00 |
1.8% |
35% |
False |
False |
966,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,379.50 |
2.618 |
1,346.75 |
1.618 |
1,326.75 |
1.000 |
1,314.50 |
0.618 |
1,306.75 |
HIGH |
1,294.50 |
0.618 |
1,286.75 |
0.500 |
1,284.50 |
0.382 |
1,282.25 |
LOW |
1,274.50 |
0.618 |
1,262.25 |
1.000 |
1,254.50 |
1.618 |
1,242.25 |
2.618 |
1,222.25 |
4.250 |
1,189.50 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,284.50 |
1,294.00 |
PP |
1,284.50 |
1,290.75 |
S1 |
1,284.50 |
1,287.75 |
|