Trading Metrics calculated at close of trading on 15-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,284.75 |
1,293.50 |
8.75 |
0.7% |
1,291.50 |
High |
1,300.75 |
1,302.50 |
1.75 |
0.1% |
1,313.50 |
Low |
1,275.25 |
1,290.50 |
15.25 |
1.2% |
1,274.50 |
Close |
1,293.75 |
1,299.75 |
6.00 |
0.5% |
1,299.75 |
Range |
25.50 |
12.00 |
-13.50 |
-52.9% |
39.00 |
ATR |
25.54 |
24.58 |
-0.97 |
-3.8% |
0.00 |
Volume |
2,184,428 |
1,883,891 |
-300,537 |
-13.8% |
10,088,157 |
|
Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,333.50 |
1,328.75 |
1,306.25 |
|
R3 |
1,321.50 |
1,316.75 |
1,303.00 |
|
R2 |
1,309.50 |
1,309.50 |
1,302.00 |
|
R1 |
1,304.75 |
1,304.75 |
1,300.75 |
1,307.00 |
PP |
1,297.50 |
1,297.50 |
1,297.50 |
1,298.75 |
S1 |
1,292.75 |
1,292.75 |
1,298.75 |
1,295.00 |
S2 |
1,285.50 |
1,285.50 |
1,297.50 |
|
S3 |
1,273.50 |
1,280.75 |
1,296.50 |
|
S4 |
1,261.50 |
1,268.75 |
1,293.25 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,413.00 |
1,395.25 |
1,321.25 |
|
R3 |
1,374.00 |
1,356.25 |
1,310.50 |
|
R2 |
1,335.00 |
1,335.00 |
1,307.00 |
|
R1 |
1,317.25 |
1,317.25 |
1,303.25 |
1,326.00 |
PP |
1,296.00 |
1,296.00 |
1,296.00 |
1,300.25 |
S1 |
1,278.25 |
1,278.25 |
1,296.25 |
1,287.00 |
S2 |
1,257.00 |
1,257.00 |
1,292.50 |
|
S3 |
1,218.00 |
1,239.25 |
1,289.00 |
|
S4 |
1,179.00 |
1,200.25 |
1,278.25 |
|
|
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 |
1,274.50 |
39.00 |
3.0% |
21.00 |
1.6% |
65% |
False |
False |
2,017,631 |
10 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
23.75 |
1.8% |
80% |
False |
False |
1,919,738 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.3% |
24.00 |
1.8% |
83% |
False |
False |
1,944,041 |
40 |
1,343.50 |
1,200.75 |
142.75 |
11.0% |
26.25 |
2.0% |
69% |
False |
False |
2,248,915 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.4% |
24.50 |
1.9% |
46% |
False |
False |
1,675,338 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.6% |
23.25 |
1.8% |
41% |
False |
False |
1,257,684 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.6% |
23.00 |
1.8% |
41% |
False |
False |
1,006,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.50 |
2.618 |
1,334.00 |
1.618 |
1,322.00 |
1.000 |
1,314.50 |
0.618 |
1,310.00 |
HIGH |
1,302.50 |
0.618 |
1,298.00 |
0.500 |
1,296.50 |
0.382 |
1,295.00 |
LOW |
1,290.50 |
0.618 |
1,283.00 |
1.000 |
1,278.50 |
1.618 |
1,271.00 |
2.618 |
1,259.00 |
4.250 |
1,239.50 |
|
|
Fisher Pivots for day following 15-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,298.75 |
1,296.00 |
PP |
1,297.50 |
1,292.25 |
S1 |
1,296.50 |
1,288.50 |
|