Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,275.25 |
1,291.00 |
15.75 |
1.2% |
1,299.50 |
High |
1,294.00 |
1,292.25 |
-1.75 |
-0.1% |
1,306.00 |
Low |
1,271.50 |
1,264.25 |
-7.25 |
-0.6% |
1,260.50 |
Close |
1,292.25 |
1,266.50 |
-25.75 |
-2.0% |
1,292.25 |
Range |
22.50 |
28.00 |
5.50 |
24.4% |
45.50 |
ATR |
23.66 |
23.97 |
0.31 |
1.3% |
0.00 |
Volume |
1,598,014 |
1,380,141 |
-217,873 |
-13.6% |
8,256,223 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.25 |
1,340.50 |
1,282.00 |
|
R3 |
1,330.25 |
1,312.50 |
1,274.25 |
|
R2 |
1,302.25 |
1,302.25 |
1,271.75 |
|
R1 |
1,284.50 |
1,284.50 |
1,269.00 |
1,279.50 |
PP |
1,274.25 |
1,274.25 |
1,274.25 |
1,271.75 |
S1 |
1,256.50 |
1,256.50 |
1,264.00 |
1,251.50 |
S2 |
1,246.25 |
1,246.25 |
1,261.25 |
|
S3 |
1,218.25 |
1,228.50 |
1,258.75 |
|
S4 |
1,190.25 |
1,200.50 |
1,251.00 |
|
|
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 |
1,294.00 |
1,260.50 |
33.50 |
2.6% |
21.00 |
1.7% |
18% |
False |
False |
1,632,489 |
10 |
1,307.75 |
1,260.50 |
47.25 |
3.7% |
21.75 |
1.7% |
13% |
False |
False |
1,754,538 |
20 |
1,313.50 |
1,231.50 |
82.00 |
6.5% |
24.00 |
1.9% |
43% |
False |
False |
1,861,402 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.9% |
26.00 |
2.1% |
58% |
False |
False |
2,165,806 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.8% |
25.50 |
2.0% |
31% |
False |
False |
1,835,062 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
23.50 |
1.9% |
27% |
False |
False |
1,377,924 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
22.75 |
1.8% |
27% |
False |
False |
1,103,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,411.25 |
2.618 |
1,365.50 |
1.618 |
1,337.50 |
1.000 |
1,320.25 |
0.618 |
1,309.50 |
HIGH |
1,292.25 |
0.618 |
1,281.50 |
0.500 |
1,278.25 |
0.382 |
1,275.00 |
LOW |
1,264.25 |
0.618 |
1,247.00 |
1.000 |
1,236.25 |
1.618 |
1,219.00 |
2.618 |
1,191.00 |
4.250 |
1,145.25 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,278.25 |
1,278.50 |
PP |
1,274.25 |
1,274.50 |
S1 |
1,270.50 |
1,270.50 |
|