Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,266.75 |
1,271.50 |
4.75 |
0.4% |
1,299.50 |
High |
1,275.75 |
1,285.25 |
9.50 |
0.7% |
1,306.00 |
Low |
1,262.50 |
1,265.50 |
3.00 |
0.2% |
1,260.50 |
Close |
1,271.75 |
1,282.00 |
10.25 |
0.8% |
1,292.25 |
Range |
13.25 |
19.75 |
6.50 |
49.1% |
45.50 |
ATR |
23.20 |
22.96 |
-0.25 |
-1.1% |
0.00 |
Volume |
1,639,628 |
1,456,121 |
-183,507 |
-11.2% |
8,256,223 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.75 |
1,329.25 |
1,292.75 |
|
R3 |
1,317.00 |
1,309.50 |
1,287.50 |
|
R2 |
1,297.25 |
1,297.25 |
1,285.50 |
|
R1 |
1,289.75 |
1,289.75 |
1,283.75 |
1,293.50 |
PP |
1,277.50 |
1,277.50 |
1,277.50 |
1,279.50 |
S1 |
1,270.00 |
1,270.00 |
1,280.25 |
1,273.75 |
S2 |
1,257.75 |
1,257.75 |
1,278.50 |
|
S3 |
1,238.00 |
1,250.25 |
1,276.50 |
|
S4 |
1,218.25 |
1,230.50 |
1,271.25 |
|
|
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 |
1,262.50 |
31.50 |
2.5% |
20.50 |
1.6% |
62% |
False |
False |
1,568,774 |
10 |
1,306.00 |
1,260.50 |
45.50 |
3.5% |
20.75 |
1.6% |
47% |
False |
False |
1,680,043 |
20 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
22.75 |
1.8% |
53% |
False |
False |
1,830,399 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.8% |
25.75 |
2.0% |
72% |
False |
False |
2,130,510 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.6% |
25.25 |
2.0% |
38% |
False |
False |
1,886,043 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.25 |
1.8% |
34% |
False |
False |
1,416,476 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
22.75 |
1.8% |
34% |
False |
False |
1,134,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.25 |
2.618 |
1,337.00 |
1.618 |
1,317.25 |
1.000 |
1,305.00 |
0.618 |
1,297.50 |
HIGH |
1,285.25 |
0.618 |
1,277.75 |
0.500 |
1,275.50 |
0.382 |
1,273.00 |
LOW |
1,265.50 |
0.618 |
1,253.25 |
1.000 |
1,245.75 |
1.618 |
1,233.50 |
2.618 |
1,213.75 |
4.250 |
1,181.50 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,279.75 |
1,280.50 |
PP |
1,277.50 |
1,279.00 |
S1 |
1,275.50 |
1,277.50 |
|