Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,291.00 |
1,266.75 |
-24.25 |
-1.9% |
1,299.50 |
High |
1,292.25 |
1,275.75 |
-16.50 |
-1.3% |
1,306.00 |
Low |
1,264.25 |
1,262.50 |
-1.75 |
-0.1% |
1,260.50 |
Close |
1,266.50 |
1,271.75 |
5.25 |
0.4% |
1,292.25 |
Range |
28.00 |
13.25 |
-14.75 |
-52.7% |
45.50 |
ATR |
23.97 |
23.20 |
-0.77 |
-3.2% |
0.00 |
Volume |
1,380,141 |
1,639,628 |
259,487 |
18.8% |
8,256,223 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.75 |
1,304.00 |
1,279.00 |
|
R3 |
1,296.50 |
1,290.75 |
1,275.50 |
|
R2 |
1,283.25 |
1,283.25 |
1,274.25 |
|
R1 |
1,277.50 |
1,277.50 |
1,273.00 |
1,280.50 |
PP |
1,270.00 |
1,270.00 |
1,270.00 |
1,271.50 |
S1 |
1,264.25 |
1,264.25 |
1,270.50 |
1,267.00 |
S2 |
1,256.75 |
1,256.75 |
1,269.25 |
|
S3 |
1,243.50 |
1,251.00 |
1,268.00 |
|
S4 |
1,230.25 |
1,237.75 |
1,264.50 |
|
|
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% |
19.75 |
1.5% |
34% |
False |
False |
1,620,744 |
10 |
1,306.00 |
1,260.50 |
45.50 |
3.6% |
20.75 |
1.6% |
25% |
False |
False |
1,708,786 |
20 |
1,313.50 |
1,246.25 |
67.25 |
5.3% |
23.00 |
1.8% |
38% |
False |
False |
1,862,401 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.9% |
26.00 |
2.0% |
63% |
False |
False |
2,148,328 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.8% |
25.25 |
2.0% |
33% |
False |
False |
1,862,238 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.50 |
1.8% |
29% |
False |
False |
1,398,405 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
22.75 |
1.8% |
29% |
False |
False |
1,119,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.00 |
2.618 |
1,310.50 |
1.618 |
1,297.25 |
1.000 |
1,289.00 |
0.618 |
1,284.00 |
HIGH |
1,275.75 |
0.618 |
1,270.75 |
0.500 |
1,269.00 |
0.382 |
1,267.50 |
LOW |
1,262.50 |
0.618 |
1,254.25 |
1.000 |
1,249.25 |
1.618 |
1,241.00 |
2.618 |
1,227.75 |
4.250 |
1,206.25 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,271.00 |
1,278.25 |
PP |
1,270.00 |
1,276.00 |
S1 |
1,269.00 |
1,274.00 |
|