Trading Metrics calculated at close of trading on 21-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,268.00 |
1,273.75 |
5.75 |
0.5% |
1,291.50 |
High |
1,276.75 |
1,281.75 |
5.00 |
0.4% |
1,313.50 |
Low |
1,260.50 |
1,263.25 |
2.75 |
0.2% |
1,274.50 |
Close |
1,273.75 |
1,275.50 |
1.75 |
0.1% |
1,299.75 |
Range |
16.25 |
18.50 |
2.25 |
13.8% |
39.00 |
ATR |
24.15 |
23.75 |
-0.40 |
-1.7% |
0.00 |
Volume |
1,715,971 |
1,769,969 |
53,998 |
3.1% |
10,088,157 |
|
Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.00 |
1,320.75 |
1,285.75 |
|
R3 |
1,310.50 |
1,302.25 |
1,280.50 |
|
R2 |
1,292.00 |
1,292.00 |
1,279.00 |
|
R1 |
1,283.75 |
1,283.75 |
1,277.25 |
1,288.00 |
PP |
1,273.50 |
1,273.50 |
1,273.50 |
1,275.50 |
S1 |
1,265.25 |
1,265.25 |
1,273.75 |
1,269.50 |
S2 |
1,255.00 |
1,255.00 |
1,272.00 |
|
S3 |
1,236.50 |
1,246.75 |
1,270.50 |
|
S4 |
1,218.00 |
1,228.25 |
1,265.25 |
|
|
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 |
1,260.50 |
45.50 |
3.6% |
19.75 |
1.6% |
33% |
False |
False |
1,708,420 |
10 |
1,313.50 |
1,260.50 |
53.00 |
4.2% |
22.75 |
1.8% |
28% |
False |
False |
1,873,941 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.4% |
23.50 |
1.8% |
54% |
False |
False |
1,892,643 |
40 |
1,322.25 |
1,200.75 |
121.50 |
9.5% |
26.25 |
2.1% |
62% |
False |
False |
2,209,216 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.7% |
25.00 |
2.0% |
35% |
False |
False |
1,785,827 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
23.50 |
1.8% |
31% |
False |
False |
1,340,756 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
22.75 |
1.8% |
31% |
False |
False |
1,073,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.50 |
2.618 |
1,330.25 |
1.618 |
1,311.75 |
1.000 |
1,300.25 |
0.618 |
1,293.25 |
HIGH |
1,281.75 |
0.618 |
1,274.75 |
0.500 |
1,272.50 |
0.382 |
1,270.25 |
LOW |
1,263.25 |
0.618 |
1,251.75 |
1.000 |
1,244.75 |
1.618 |
1,233.25 |
2.618 |
1,214.75 |
4.250 |
1,184.50 |
|
|
Fisher Pivots for day following 21-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,274.50 |
1,274.25 |
PP |
1,273.50 |
1,273.00 |
S1 |
1,272.50 |
1,271.75 |
|