Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,293.50 |
1,299.50 |
6.00 |
0.5% |
1,291.50 |
High |
1,302.50 |
1,306.00 |
3.50 |
0.3% |
1,313.50 |
Low |
1,290.50 |
1,274.00 |
-16.50 |
-1.3% |
1,274.50 |
Close |
1,299.75 |
1,282.00 |
-17.75 |
-1.4% |
1,299.75 |
Range |
12.00 |
32.00 |
20.00 |
166.7% |
39.00 |
ATR |
24.58 |
25.11 |
0.53 |
2.2% |
0.00 |
Volume |
1,883,891 |
1,473,919 |
-409,972 |
-21.8% |
10,088,157 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.25 |
1,364.75 |
1,299.50 |
|
R3 |
1,351.25 |
1,332.75 |
1,290.75 |
|
R2 |
1,319.25 |
1,319.25 |
1,287.75 |
|
R1 |
1,300.75 |
1,300.75 |
1,285.00 |
1,294.00 |
PP |
1,287.25 |
1,287.25 |
1,287.25 |
1,284.00 |
S1 |
1,268.75 |
1,268.75 |
1,279.00 |
1,262.00 |
S2 |
1,255.25 |
1,255.25 |
1,276.25 |
|
S3 |
1,223.25 |
1,236.75 |
1,273.25 |
|
S4 |
1,191.25 |
1,204.75 |
1,264.50 |
|
|
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 |
1,307.75 |
1,274.00 |
33.75 |
2.6% |
22.50 |
1.7% |
24% |
False |
True |
1,876,588 |
10 |
1,313.50 |
1,247.25 |
66.25 |
5.2% |
25.25 |
2.0% |
52% |
False |
False |
1,880,952 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.4% |
25.00 |
1.9% |
62% |
False |
False |
1,921,687 |
40 |
1,337.75 |
1,200.75 |
137.00 |
10.7% |
26.25 |
2.1% |
59% |
False |
False |
2,226,862 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.6% |
24.75 |
1.9% |
38% |
False |
False |
1,699,800 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.25 |
1.8% |
34% |
False |
False |
1,276,070 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.00 |
1.8% |
34% |
False |
False |
1,021,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,442.00 |
2.618 |
1,389.75 |
1.618 |
1,357.75 |
1.000 |
1,338.00 |
0.618 |
1,325.75 |
HIGH |
1,306.00 |
0.618 |
1,293.75 |
0.500 |
1,290.00 |
0.382 |
1,286.25 |
LOW |
1,274.00 |
0.618 |
1,254.25 |
1.000 |
1,242.00 |
1.618 |
1,222.25 |
2.618 |
1,190.25 |
4.250 |
1,138.00 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,290.00 |
1,290.00 |
PP |
1,287.25 |
1,287.25 |
S1 |
1,284.75 |
1,284.75 |
|