Trading Metrics calculated at close of trading on 19-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,299.50 |
1,282.00 |
-17.50 |
-1.3% |
1,291.50 |
High |
1,306.00 |
1,283.00 |
-23.00 |
-1.8% |
1,313.50 |
Low |
1,274.00 |
1,262.75 |
-11.25 |
-0.9% |
1,274.50 |
Close |
1,282.00 |
1,268.50 |
-13.50 |
-1.1% |
1,299.75 |
Range |
32.00 |
20.25 |
-11.75 |
-36.7% |
39.00 |
ATR |
25.11 |
24.76 |
-0.35 |
-1.4% |
0.00 |
Volume |
1,473,919 |
1,698,350 |
224,431 |
15.2% |
10,088,157 |
|
Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,332.25 |
1,320.50 |
1,279.75 |
|
R3 |
1,312.00 |
1,300.25 |
1,274.00 |
|
R2 |
1,291.75 |
1,291.75 |
1,272.25 |
|
R1 |
1,280.00 |
1,280.00 |
1,270.25 |
1,275.75 |
PP |
1,271.50 |
1,271.50 |
1,271.50 |
1,269.25 |
S1 |
1,259.75 |
1,259.75 |
1,266.75 |
1,255.50 |
S2 |
1,251.25 |
1,251.25 |
1,264.75 |
|
S3 |
1,231.00 |
1,239.50 |
1,263.00 |
|
S4 |
1,210.75 |
1,219.25 |
1,257.25 |
|
|
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 |
1,306.00 |
1,262.75 |
43.25 |
3.4% |
22.00 |
1.7% |
13% |
False |
True |
1,796,828 |
10 |
1,313.50 |
1,262.00 |
51.50 |
4.1% |
23.50 |
1.9% |
13% |
False |
False |
1,898,611 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.5% |
24.25 |
1.9% |
45% |
False |
False |
1,929,797 |
40 |
1,337.75 |
1,200.75 |
137.00 |
10.8% |
26.50 |
2.1% |
49% |
False |
False |
2,211,246 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.8% |
25.00 |
2.0% |
32% |
False |
False |
1,728,003 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.50 |
1.8% |
28% |
False |
False |
1,297,269 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.00 |
1.8% |
28% |
False |
False |
1,038,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.00 |
2.618 |
1,336.00 |
1.618 |
1,315.75 |
1.000 |
1,303.25 |
0.618 |
1,295.50 |
HIGH |
1,283.00 |
0.618 |
1,275.25 |
0.500 |
1,273.00 |
0.382 |
1,270.50 |
LOW |
1,262.75 |
0.618 |
1,250.25 |
1.000 |
1,242.50 |
1.618 |
1,230.00 |
2.618 |
1,209.75 |
4.250 |
1,176.75 |
|
|
Fisher Pivots for day following 19-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,273.00 |
1,284.50 |
PP |
1,271.50 |
1,279.00 |
S1 |
1,270.00 |
1,273.75 |
|