Trading Metrics calculated at close of trading on 25-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,906.75 |
1,930.00 |
23.25 |
1.2% |
1,964.00 |
High |
1,941.25 |
1,930.75 |
-10.50 |
-0.5% |
1,976.00 |
Low |
1,901.25 |
1,887.00 |
-14.25 |
-0.7% |
1,888.25 |
Close |
1,929.50 |
1,895.00 |
-34.50 |
-1.8% |
1,929.50 |
Range |
40.00 |
43.75 |
3.75 |
9.4% |
87.75 |
ATR |
42.14 |
42.26 |
0.11 |
0.3% |
0.00 |
Volume |
303,345 |
271,663 |
-31,682 |
-10.4% |
1,729,150 |
|
Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,035.50 |
2,009.00 |
1,919.00 |
|
R3 |
1,991.75 |
1,965.25 |
1,907.00 |
|
R2 |
1,948.00 |
1,948.00 |
1,903.00 |
|
R1 |
1,921.50 |
1,921.50 |
1,899.00 |
1,913.00 |
PP |
1,904.25 |
1,904.25 |
1,904.25 |
1,900.00 |
S1 |
1,877.75 |
1,877.75 |
1,891.00 |
1,869.00 |
S2 |
1,860.50 |
1,860.50 |
1,887.00 |
|
S3 |
1,816.75 |
1,834.00 |
1,883.00 |
|
S4 |
1,773.00 |
1,790.25 |
1,871.00 |
|
|
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 |
1,946.50 |
1,887.00 |
59.50 |
3.1% |
38.00 |
2.0% |
13% |
False |
True |
330,955 |
10 |
1,977.25 |
1,887.00 |
90.25 |
4.8% |
37.25 |
2.0% |
9% |
False |
True |
370,286 |
20 |
1,977.25 |
1,801.75 |
175.50 |
9.3% |
42.25 |
2.2% |
53% |
False |
False |
380,969 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.2% |
45.75 |
2.4% |
61% |
False |
False |
424,492 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
46.75 |
2.5% |
42% |
False |
False |
362,516 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
43.25 |
2.3% |
42% |
False |
False |
272,046 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
42.00 |
2.2% |
42% |
False |
False |
217,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,116.75 |
2.618 |
2,045.25 |
1.618 |
2,001.50 |
1.000 |
1,974.50 |
0.618 |
1,957.75 |
HIGH |
1,930.75 |
0.618 |
1,914.00 |
0.500 |
1,909.00 |
0.382 |
1,903.75 |
LOW |
1,887.00 |
0.618 |
1,860.00 |
1.000 |
1,843.25 |
1.618 |
1,816.25 |
2.618 |
1,772.50 |
4.250 |
1,701.00 |
|
|
Fisher Pivots for day following 25-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,909.00 |
1,914.00 |
PP |
1,904.25 |
1,907.75 |
S1 |
1,899.50 |
1,901.50 |
|