Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,281.75 |
1,297.00 |
15.25 |
1.2% |
1,291.00 |
High |
1,300.00 |
1,298.00 |
-2.00 |
-0.2% |
1,300.00 |
Low |
1,275.50 |
1,281.50 |
6.00 |
0.5% |
1,262.50 |
Close |
1,298.00 |
1,282.50 |
-15.50 |
-1.2% |
1,282.50 |
Range |
24.50 |
16.50 |
-8.00 |
-32.7% |
37.50 |
ATR |
23.07 |
22.60 |
-0.47 |
-2.0% |
0.00 |
Volume |
1,442,209 |
1,513,592 |
71,383 |
4.9% |
7,431,691 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.75 |
1,326.25 |
1,291.50 |
|
R3 |
1,320.25 |
1,309.75 |
1,287.00 |
|
R2 |
1,303.75 |
1,303.75 |
1,285.50 |
|
R1 |
1,293.25 |
1,293.25 |
1,284.00 |
1,290.25 |
PP |
1,287.25 |
1,287.25 |
1,287.25 |
1,286.00 |
S1 |
1,276.75 |
1,276.75 |
1,281.00 |
1,273.75 |
S2 |
1,270.75 |
1,270.75 |
1,279.50 |
|
S3 |
1,254.25 |
1,260.25 |
1,278.00 |
|
S4 |
1,237.75 |
1,243.75 |
1,273.50 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.25 |
1,375.75 |
1,303.00 |
|
R3 |
1,356.75 |
1,338.25 |
1,292.75 |
|
R2 |
1,319.25 |
1,319.25 |
1,289.50 |
|
R1 |
1,300.75 |
1,300.75 |
1,286.00 |
1,291.25 |
PP |
1,281.75 |
1,281.75 |
1,281.75 |
1,277.00 |
S1 |
1,263.25 |
1,263.25 |
1,279.00 |
1,253.75 |
S2 |
1,244.25 |
1,244.25 |
1,275.50 |
|
S3 |
1,206.75 |
1,225.75 |
1,272.25 |
|
S4 |
1,169.25 |
1,188.25 |
1,262.00 |
|
|
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% |
20.50 |
1.6% |
53% |
False |
False |
1,486,338 |
10 |
1,306.00 |
1,260.50 |
45.50 |
3.5% |
21.25 |
1.6% |
48% |
False |
False |
1,568,791 |
20 |
1,313.50 |
1,246.25 |
67.25 |
5.2% |
22.50 |
1.8% |
54% |
False |
False |
1,744,264 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.8% |
25.50 |
2.0% |
73% |
False |
False |
2,063,637 |
60 |
1,414.00 |
1,200.75 |
213.25 |
16.6% |
25.00 |
2.0% |
38% |
False |
False |
1,934,070 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
23.25 |
1.8% |
34% |
False |
False |
1,453,357 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.8% |
22.75 |
1.8% |
34% |
False |
False |
1,163,488 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,368.00 |
2.618 |
1,341.25 |
1.618 |
1,324.75 |
1.000 |
1,314.50 |
0.618 |
1,308.25 |
HIGH |
1,298.00 |
0.618 |
1,291.75 |
0.500 |
1,289.75 |
0.382 |
1,287.75 |
LOW |
1,281.50 |
0.618 |
1,271.25 |
1.000 |
1,265.00 |
1.618 |
1,254.75 |
2.618 |
1,238.25 |
4.250 |
1,211.50 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,289.75 |
1,282.75 |
PP |
1,287.25 |
1,282.75 |
S1 |
1,285.00 |
1,282.50 |
|