Trading Metrics calculated at close of trading on 13-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,941.50 |
1,944.75 |
3.25 |
0.2% |
1,833.25 |
High |
1,961.00 |
1,959.25 |
-1.75 |
-0.1% |
1,932.00 |
Low |
1,931.25 |
1,923.75 |
-7.50 |
-0.4% |
1,801.75 |
Close |
1,944.75 |
1,941.50 |
-3.25 |
-0.2% |
1,923.75 |
Range |
29.75 |
35.50 |
5.75 |
19.3% |
130.25 |
ATR |
46.13 |
45.37 |
-0.76 |
-1.6% |
0.00 |
Volume |
431,061 |
386,802 |
-44,259 |
-10.3% |
1,924,787 |
|
Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,048.00 |
2,030.25 |
1,961.00 |
|
R3 |
2,012.50 |
1,994.75 |
1,951.25 |
|
R2 |
1,977.00 |
1,977.00 |
1,948.00 |
|
R1 |
1,959.25 |
1,959.25 |
1,944.75 |
1,950.50 |
PP |
1,941.50 |
1,941.50 |
1,941.50 |
1,937.00 |
S1 |
1,923.75 |
1,923.75 |
1,938.25 |
1,915.00 |
S2 |
1,906.00 |
1,906.00 |
1,935.00 |
|
S3 |
1,870.50 |
1,888.25 |
1,931.75 |
|
S4 |
1,835.00 |
1,852.75 |
1,922.00 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,276.50 |
2,230.50 |
1,995.50 |
|
R3 |
2,146.25 |
2,100.25 |
1,959.50 |
|
R2 |
2,016.00 |
2,016.00 |
1,947.75 |
|
R1 |
1,970.00 |
1,970.00 |
1,935.75 |
1,993.00 |
PP |
1,885.75 |
1,885.75 |
1,885.75 |
1,897.50 |
S1 |
1,839.75 |
1,839.75 |
1,911.75 |
1,862.75 |
S2 |
1,755.50 |
1,755.50 |
1,899.75 |
|
S3 |
1,625.25 |
1,709.50 |
1,888.00 |
|
S4 |
1,495.00 |
1,579.25 |
1,852.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,966.00 |
1,876.50 |
89.50 |
4.6% |
39.25 |
2.0% |
73% |
False |
False |
400,580 |
10 |
1,966.00 |
1,801.75 |
164.25 |
8.5% |
45.00 |
2.3% |
85% |
False |
False |
400,908 |
20 |
1,966.00 |
1,787.75 |
178.25 |
9.2% |
43.25 |
2.2% |
86% |
False |
False |
410,515 |
40 |
2,001.75 |
1,765.25 |
236.50 |
12.2% |
48.00 |
2.5% |
75% |
False |
False |
441,805 |
60 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
45.50 |
2.3% |
58% |
False |
False |
314,542 |
80 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
43.00 |
2.2% |
58% |
False |
False |
236,003 |
100 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
42.00 |
2.2% |
58% |
False |
False |
188,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,110.00 |
2.618 |
2,052.25 |
1.618 |
2,016.75 |
1.000 |
1,994.75 |
0.618 |
1,981.25 |
HIGH |
1,959.25 |
0.618 |
1,945.75 |
0.500 |
1,941.50 |
0.382 |
1,937.25 |
LOW |
1,923.75 |
0.618 |
1,901.75 |
1.000 |
1,888.25 |
1.618 |
1,866.25 |
2.618 |
1,830.75 |
4.250 |
1,773.00 |
|
|
Fisher Pivots for day following 13-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,941.50 |
1,942.50 |
PP |
1,941.50 |
1,942.00 |
S1 |
1,941.50 |
1,941.75 |
|