Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,271.50 |
1,281.75 |
10.25 |
0.8% |
1,299.50 |
High |
1,285.25 |
1,300.00 |
14.75 |
1.1% |
1,306.00 |
Low |
1,265.50 |
1,275.50 |
10.00 |
0.8% |
1,260.50 |
Close |
1,282.00 |
1,298.00 |
16.00 |
1.2% |
1,292.25 |
Range |
19.75 |
24.50 |
4.75 |
24.1% |
45.50 |
ATR |
22.96 |
23.07 |
0.11 |
0.5% |
0.00 |
Volume |
1,456,121 |
1,442,209 |
-13,912 |
-1.0% |
8,256,223 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.75 |
1,355.75 |
1,311.50 |
|
R3 |
1,340.25 |
1,331.25 |
1,304.75 |
|
R2 |
1,315.75 |
1,315.75 |
1,302.50 |
|
R1 |
1,306.75 |
1,306.75 |
1,300.25 |
1,311.25 |
PP |
1,291.25 |
1,291.25 |
1,291.25 |
1,293.50 |
S1 |
1,282.25 |
1,282.25 |
1,295.75 |
1,286.75 |
S2 |
1,266.75 |
1,266.75 |
1,293.50 |
|
S3 |
1,242.25 |
1,257.75 |
1,291.25 |
|
S4 |
1,217.75 |
1,233.25 |
1,284.50 |
|
|
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 |
1,300.00 |
1,262.50 |
37.50 |
2.9% |
21.50 |
1.7% |
95% |
True |
False |
1,503,222 |
10 |
1,306.00 |
1,260.50 |
45.50 |
3.5% |
20.75 |
1.6% |
82% |
False |
False |
1,605,821 |
20 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
22.75 |
1.8% |
77% |
False |
False |
1,785,093 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.7% |
25.50 |
2.0% |
86% |
False |
False |
2,086,585 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.4% |
25.25 |
2.0% |
46% |
False |
False |
1,909,246 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.6% |
23.25 |
1.8% |
40% |
False |
False |
1,434,482 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.6% |
22.75 |
1.8% |
40% |
False |
False |
1,148,365 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,404.00 |
2.618 |
1,364.25 |
1.618 |
1,339.75 |
1.000 |
1,324.50 |
0.618 |
1,315.25 |
HIGH |
1,300.00 |
0.618 |
1,290.75 |
0.500 |
1,287.75 |
0.382 |
1,284.75 |
LOW |
1,275.50 |
0.618 |
1,260.25 |
1.000 |
1,251.00 |
1.618 |
1,235.75 |
2.618 |
1,211.25 |
4.250 |
1,171.50 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,294.50 |
1,292.50 |
PP |
1,291.25 |
1,286.75 |
S1 |
1,287.75 |
1,281.25 |
|