Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,273.75 |
1,275.25 |
1.50 |
0.1% |
1,299.50 |
High |
1,281.75 |
1,294.00 |
12.25 |
1.0% |
1,306.00 |
Low |
1,263.25 |
1,271.50 |
8.25 |
0.7% |
1,260.50 |
Close |
1,275.50 |
1,292.25 |
16.75 |
1.3% |
1,292.25 |
Range |
18.50 |
22.50 |
4.00 |
21.6% |
45.50 |
ATR |
23.75 |
23.66 |
-0.09 |
-0.4% |
0.00 |
Volume |
1,769,969 |
1,598,014 |
-171,955 |
-9.7% |
8,256,223 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.50 |
1,345.25 |
1,304.50 |
|
R3 |
1,331.00 |
1,322.75 |
1,298.50 |
|
R2 |
1,308.50 |
1,308.50 |
1,296.50 |
|
R1 |
1,300.25 |
1,300.25 |
1,294.25 |
1,304.50 |
PP |
1,286.00 |
1,286.00 |
1,286.00 |
1,288.00 |
S1 |
1,277.75 |
1,277.75 |
1,290.25 |
1,282.00 |
S2 |
1,263.50 |
1,263.50 |
1,288.00 |
|
S3 |
1,241.00 |
1,255.25 |
1,286.00 |
|
S4 |
1,218.50 |
1,232.75 |
1,280.00 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.75 |
1,403.00 |
1,317.25 |
|
R3 |
1,377.25 |
1,357.50 |
1,304.75 |
|
R2 |
1,331.75 |
1,331.75 |
1,300.50 |
|
R1 |
1,312.00 |
1,312.00 |
1,296.50 |
1,299.00 |
PP |
1,286.25 |
1,286.25 |
1,286.25 |
1,279.75 |
S1 |
1,266.50 |
1,266.50 |
1,288.00 |
1,253.50 |
S2 |
1,240.75 |
1,240.75 |
1,284.00 |
|
S3 |
1,195.25 |
1,221.00 |
1,279.75 |
|
S4 |
1,149.75 |
1,175.50 |
1,267.25 |
|
|
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 |
3.5% |
22.00 |
1.7% |
70% |
False |
False |
1,651,244 |
10 |
1,313.50 |
1,260.50 |
53.00 |
4.1% |
21.50 |
1.7% |
60% |
False |
False |
1,834,438 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.3% |
24.00 |
1.9% |
74% |
False |
False |
1,873,096 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.7% |
25.75 |
2.0% |
81% |
False |
False |
2,197,404 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.5% |
25.00 |
1.9% |
43% |
False |
False |
1,812,286 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
23.25 |
1.8% |
38% |
False |
False |
1,360,704 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.7% |
22.75 |
1.8% |
38% |
False |
False |
1,089,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.50 |
2.618 |
1,353.00 |
1.618 |
1,330.50 |
1.000 |
1,316.50 |
0.618 |
1,308.00 |
HIGH |
1,294.00 |
0.618 |
1,285.50 |
0.500 |
1,282.75 |
0.382 |
1,280.00 |
LOW |
1,271.50 |
0.618 |
1,257.50 |
1.000 |
1,249.00 |
1.618 |
1,235.00 |
2.618 |
1,212.50 |
4.250 |
1,176.00 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,289.00 |
1,287.25 |
PP |
1,286.00 |
1,282.25 |
S1 |
1,282.75 |
1,277.25 |
|