Trading Metrics calculated at close of trading on 14-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,944.75 |
1,943.50 |
-1.25 |
-0.1% |
1,833.25 |
High |
1,959.25 |
1,973.00 |
13.75 |
0.7% |
1,932.00 |
Low |
1,923.75 |
1,933.50 |
9.75 |
0.5% |
1,801.75 |
Close |
1,941.50 |
1,965.75 |
24.25 |
1.2% |
1,923.75 |
Range |
35.50 |
39.50 |
4.00 |
11.3% |
130.25 |
ATR |
45.37 |
44.95 |
-0.42 |
-0.9% |
0.00 |
Volume |
386,802 |
443,815 |
57,013 |
14.7% |
1,924,787 |
|
Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,076.00 |
2,060.25 |
1,987.50 |
|
R3 |
2,036.50 |
2,020.75 |
1,976.50 |
|
R2 |
1,997.00 |
1,997.00 |
1,973.00 |
|
R1 |
1,981.25 |
1,981.25 |
1,969.25 |
1,989.00 |
PP |
1,957.50 |
1,957.50 |
1,957.50 |
1,961.25 |
S1 |
1,941.75 |
1,941.75 |
1,962.25 |
1,949.50 |
S2 |
1,918.00 |
1,918.00 |
1,958.50 |
|
S3 |
1,878.50 |
1,902.25 |
1,955.00 |
|
S4 |
1,839.00 |
1,862.75 |
1,944.00 |
|
|
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 |
1,973.00 |
1,879.25 |
93.75 |
4.8% |
41.00 |
2.1% |
92% |
True |
False |
405,704 |
10 |
1,973.00 |
1,801.75 |
171.25 |
8.7% |
44.25 |
2.3% |
96% |
True |
False |
404,013 |
20 |
1,973.00 |
1,787.75 |
185.25 |
9.4% |
43.50 |
2.2% |
96% |
True |
False |
405,565 |
40 |
2,001.75 |
1,765.25 |
236.50 |
12.0% |
48.25 |
2.4% |
85% |
False |
False |
443,082 |
60 |
2,070.75 |
1,765.25 |
305.50 |
15.5% |
45.25 |
2.3% |
66% |
False |
False |
321,923 |
80 |
2,070.75 |
1,765.25 |
305.50 |
15.5% |
43.25 |
2.2% |
66% |
False |
False |
241,548 |
100 |
2,070.75 |
1,765.25 |
305.50 |
15.5% |
42.25 |
2.2% |
66% |
False |
False |
193,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,141.00 |
2.618 |
2,076.50 |
1.618 |
2,037.00 |
1.000 |
2,012.50 |
0.618 |
1,997.50 |
HIGH |
1,973.00 |
0.618 |
1,958.00 |
0.500 |
1,953.25 |
0.382 |
1,948.50 |
LOW |
1,933.50 |
0.618 |
1,909.00 |
1.000 |
1,894.00 |
1.618 |
1,869.50 |
2.618 |
1,830.00 |
4.250 |
1,765.50 |
|
|
Fisher Pivots for day following 14-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,961.50 |
1,960.00 |
PP |
1,957.50 |
1,954.25 |
S1 |
1,953.25 |
1,948.50 |
|