Trading Metrics calculated at close of trading on 26-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,930.00 |
1,894.75 |
-35.25 |
-1.8% |
1,964.00 |
High |
1,930.75 |
1,903.75 |
-27.00 |
-1.4% |
1,976.00 |
Low |
1,887.00 |
1,876.50 |
-10.50 |
-0.6% |
1,888.25 |
Close |
1,895.00 |
1,891.50 |
-3.50 |
-0.2% |
1,929.50 |
Range |
43.75 |
27.25 |
-16.50 |
-37.7% |
87.75 |
ATR |
42.26 |
41.18 |
-1.07 |
-2.5% |
0.00 |
Volume |
271,663 |
351,009 |
79,346 |
29.2% |
1,729,150 |
|
Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.25 |
1,959.25 |
1,906.50 |
|
R3 |
1,945.00 |
1,932.00 |
1,899.00 |
|
R2 |
1,917.75 |
1,917.75 |
1,896.50 |
|
R1 |
1,904.75 |
1,904.75 |
1,894.00 |
1,897.50 |
PP |
1,890.50 |
1,890.50 |
1,890.50 |
1,887.00 |
S1 |
1,877.50 |
1,877.50 |
1,889.00 |
1,870.50 |
S2 |
1,863.25 |
1,863.25 |
1,886.50 |
|
S3 |
1,836.00 |
1,850.25 |
1,884.00 |
|
S4 |
1,808.75 |
1,823.00 |
1,876.50 |
|
|
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 |
1,941.25 |
1,876.50 |
64.75 |
3.4% |
34.75 |
1.8% |
23% |
False |
True |
330,567 |
10 |
1,977.25 |
1,876.50 |
100.75 |
5.3% |
37.00 |
2.0% |
15% |
False |
True |
362,281 |
20 |
1,977.25 |
1,801.75 |
175.50 |
9.3% |
41.00 |
2.2% |
51% |
False |
False |
380,959 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.2% |
45.75 |
2.4% |
60% |
False |
False |
422,401 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.2% |
46.25 |
2.4% |
41% |
False |
False |
368,358 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.2% |
43.25 |
2.3% |
41% |
False |
False |
276,433 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.2% |
42.00 |
2.2% |
41% |
False |
False |
221,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,019.50 |
2.618 |
1,975.00 |
1.618 |
1,947.75 |
1.000 |
1,931.00 |
0.618 |
1,920.50 |
HIGH |
1,903.75 |
0.618 |
1,893.25 |
0.500 |
1,890.00 |
0.382 |
1,887.00 |
LOW |
1,876.50 |
0.618 |
1,859.75 |
1.000 |
1,849.25 |
1.618 |
1,832.50 |
2.618 |
1,805.25 |
4.250 |
1,760.75 |
|
|
Fisher Pivots for day following 26-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,891.00 |
1,909.00 |
PP |
1,890.50 |
1,903.00 |
S1 |
1,890.00 |
1,897.25 |
|