Trading Metrics calculated at close of trading on 22-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,915.75 |
1,906.75 |
-9.00 |
-0.5% |
1,964.00 |
High |
1,917.00 |
1,941.25 |
24.25 |
1.3% |
1,976.00 |
Low |
1,888.25 |
1,901.25 |
13.00 |
0.7% |
1,888.25 |
Close |
1,907.25 |
1,929.50 |
22.25 |
1.2% |
1,929.50 |
Range |
28.75 |
40.00 |
11.25 |
39.1% |
87.75 |
ATR |
42.31 |
42.14 |
-0.16 |
-0.4% |
0.00 |
Volume |
341,719 |
303,345 |
-38,374 |
-11.2% |
1,729,150 |
|
Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,044.00 |
2,026.75 |
1,951.50 |
|
R3 |
2,004.00 |
1,986.75 |
1,940.50 |
|
R2 |
1,964.00 |
1,964.00 |
1,936.75 |
|
R1 |
1,946.75 |
1,946.75 |
1,933.25 |
1,955.50 |
PP |
1,924.00 |
1,924.00 |
1,924.00 |
1,928.25 |
S1 |
1,906.75 |
1,906.75 |
1,925.75 |
1,915.50 |
S2 |
1,884.00 |
1,884.00 |
1,922.25 |
|
S3 |
1,844.00 |
1,866.75 |
1,918.50 |
|
S4 |
1,804.00 |
1,826.75 |
1,907.50 |
|
|
Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,194.50 |
2,149.75 |
1,977.75 |
|
R3 |
2,106.75 |
2,062.00 |
1,953.75 |
|
R2 |
2,019.00 |
2,019.00 |
1,945.50 |
|
R1 |
1,974.25 |
1,974.25 |
1,937.50 |
1,952.75 |
PP |
1,931.25 |
1,931.25 |
1,931.25 |
1,920.50 |
S1 |
1,886.50 |
1,886.50 |
1,921.50 |
1,865.00 |
S2 |
1,843.50 |
1,843.50 |
1,913.50 |
|
S3 |
1,755.75 |
1,798.75 |
1,905.25 |
|
S4 |
1,668.00 |
1,711.00 |
1,881.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,976.00 |
1,888.25 |
87.75 |
4.5% |
39.75 |
2.1% |
47% |
False |
False |
345,830 |
10 |
1,977.25 |
1,888.25 |
89.00 |
4.6% |
37.50 |
1.9% |
46% |
False |
False |
383,651 |
20 |
1,977.25 |
1,800.00 |
177.25 |
9.2% |
42.75 |
2.2% |
73% |
False |
False |
382,109 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.0% |
45.75 |
2.4% |
77% |
False |
False |
430,002 |
60 |
2,070.75 |
1,765.25 |
305.50 |
15.8% |
46.25 |
2.4% |
54% |
False |
False |
358,016 |
80 |
2,070.75 |
1,765.25 |
305.50 |
15.8% |
43.00 |
2.2% |
54% |
False |
False |
268,653 |
100 |
2,070.75 |
1,765.25 |
305.50 |
15.8% |
42.00 |
2.2% |
54% |
False |
False |
215,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,111.25 |
2.618 |
2,046.00 |
1.618 |
2,006.00 |
1.000 |
1,981.25 |
0.618 |
1,966.00 |
HIGH |
1,941.25 |
0.618 |
1,926.00 |
0.500 |
1,921.25 |
0.382 |
1,916.50 |
LOW |
1,901.25 |
0.618 |
1,876.50 |
1.000 |
1,861.25 |
1.618 |
1,836.50 |
2.618 |
1,796.50 |
4.250 |
1,731.25 |
|
|
Fisher Pivots for day following 22-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,926.75 |
1,924.50 |
PP |
1,924.00 |
1,919.75 |
S1 |
1,921.25 |
1,914.75 |
|