Trading Metrics calculated at close of trading on 18-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,966.00 |
1,964.00 |
-2.00 |
-0.1% |
1,921.00 |
High |
1,977.25 |
1,976.00 |
-1.25 |
-0.1% |
1,977.25 |
Low |
1,952.50 |
1,923.75 |
-28.75 |
-1.5% |
1,918.75 |
Close |
1,965.50 |
1,943.50 |
-22.00 |
-1.1% |
1,965.50 |
Range |
24.75 |
52.25 |
27.50 |
111.1% |
58.50 |
ATR |
43.51 |
44.13 |
0.62 |
1.4% |
0.00 |
Volume |
440,377 |
346,035 |
-94,342 |
-21.4% |
2,107,363 |
|
Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,104.50 |
2,076.25 |
1,972.25 |
|
R3 |
2,052.25 |
2,024.00 |
1,957.75 |
|
R2 |
2,000.00 |
2,000.00 |
1,953.00 |
|
R1 |
1,971.75 |
1,971.75 |
1,948.25 |
1,959.75 |
PP |
1,947.75 |
1,947.75 |
1,947.75 |
1,941.75 |
S1 |
1,919.50 |
1,919.50 |
1,938.75 |
1,907.50 |
S2 |
1,895.50 |
1,895.50 |
1,934.00 |
|
S3 |
1,843.25 |
1,867.25 |
1,929.25 |
|
S4 |
1,791.00 |
1,815.00 |
1,914.75 |
|
|
Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,129.25 |
2,106.00 |
1,997.75 |
|
R3 |
2,070.75 |
2,047.50 |
1,981.50 |
|
R2 |
2,012.25 |
2,012.25 |
1,976.25 |
|
R1 |
1,989.00 |
1,989.00 |
1,970.75 |
2,000.50 |
PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,959.75 |
S1 |
1,930.50 |
1,930.50 |
1,960.25 |
1,942.00 |
S2 |
1,895.25 |
1,895.25 |
1,954.75 |
|
S3 |
1,836.75 |
1,872.00 |
1,949.50 |
|
S4 |
1,778.25 |
1,813.50 |
1,933.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,977.25 |
1,923.75 |
53.50 |
2.8% |
36.25 |
1.9% |
37% |
False |
True |
409,618 |
10 |
1,977.25 |
1,810.00 |
167.25 |
8.6% |
42.75 |
2.2% |
80% |
False |
False |
392,400 |
20 |
1,977.25 |
1,787.75 |
189.50 |
9.8% |
44.25 |
2.3% |
82% |
False |
False |
396,730 |
40 |
1,977.25 |
1,765.25 |
212.00 |
10.9% |
47.00 |
2.4% |
84% |
False |
False |
437,873 |
60 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
45.75 |
2.4% |
58% |
False |
False |
335,009 |
80 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
43.00 |
2.2% |
58% |
False |
False |
251,374 |
100 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
42.25 |
2.2% |
58% |
False |
False |
201,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,198.00 |
2.618 |
2,112.75 |
1.618 |
2,060.50 |
1.000 |
2,028.25 |
0.618 |
2,008.25 |
HIGH |
1,976.00 |
0.618 |
1,956.00 |
0.500 |
1,950.00 |
0.382 |
1,943.75 |
LOW |
1,923.75 |
0.618 |
1,891.50 |
1.000 |
1,871.50 |
1.618 |
1,839.25 |
2.618 |
1,787.00 |
4.250 |
1,701.75 |
|
|
Fisher Pivots for day following 18-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,950.00 |
1,950.50 |
PP |
1,947.75 |
1,948.25 |
S1 |
1,945.50 |
1,945.75 |
|