Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,291.25 |
1,284.75 |
-6.50 |
-0.5% |
1,261.25 |
High |
1,294.50 |
1,300.75 |
6.25 |
0.5% |
1,298.00 |
Low |
1,274.50 |
1,275.25 |
0.75 |
0.1% |
1,246.25 |
Close |
1,284.50 |
1,293.75 |
9.25 |
0.7% |
1,292.25 |
Range |
20.00 |
25.50 |
5.50 |
27.5% |
51.75 |
ATR |
25.55 |
25.54 |
0.00 |
0.0% |
0.00 |
Volume |
1,743,555 |
2,184,428 |
440,873 |
25.3% |
9,109,227 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,366.50 |
1,355.50 |
1,307.75 |
|
R3 |
1,341.00 |
1,330.00 |
1,300.75 |
|
R2 |
1,315.50 |
1,315.50 |
1,298.50 |
|
R1 |
1,304.50 |
1,304.50 |
1,296.00 |
1,310.00 |
PP |
1,290.00 |
1,290.00 |
1,290.00 |
1,292.50 |
S1 |
1,279.00 |
1,279.00 |
1,291.50 |
1,284.50 |
S2 |
1,264.50 |
1,264.50 |
1,289.00 |
|
S3 |
1,239.00 |
1,253.50 |
1,286.75 |
|
S4 |
1,213.50 |
1,228.00 |
1,279.75 |
|
|
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% |
62% |
False |
False |
2,039,462 |
10 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
24.75 |
1.9% |
71% |
False |
False |
1,964,365 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.3% |
24.50 |
1.9% |
76% |
False |
False |
1,994,472 |
40 |
1,349.75 |
1,200.75 |
149.00 |
11.5% |
26.25 |
2.0% |
62% |
False |
False |
2,259,183 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.5% |
24.50 |
1.9% |
44% |
False |
False |
1,644,103 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.25 |
1.8% |
39% |
False |
False |
1,234,190 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.00 |
1.8% |
39% |
False |
False |
988,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,409.00 |
2.618 |
1,367.50 |
1.618 |
1,342.00 |
1.000 |
1,326.25 |
0.618 |
1,316.50 |
HIGH |
1,300.75 |
0.618 |
1,291.00 |
0.500 |
1,288.00 |
0.382 |
1,285.00 |
LOW |
1,275.25 |
0.618 |
1,259.50 |
1.000 |
1,249.75 |
1.618 |
1,234.00 |
2.618 |
1,208.50 |
4.250 |
1,167.00 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,291.75 |
1,293.00 |
PP |
1,290.00 |
1,292.00 |
S1 |
1,288.00 |
1,291.00 |
|