Trading Metrics calculated at close of trading on 27-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,894.75 |
1,891.50 |
-3.25 |
-0.2% |
1,964.00 |
High |
1,903.75 |
1,916.50 |
12.75 |
0.7% |
1,976.00 |
Low |
1,876.50 |
1,882.00 |
5.50 |
0.3% |
1,888.25 |
Close |
1,891.50 |
1,901.75 |
10.25 |
0.5% |
1,929.50 |
Range |
27.25 |
34.50 |
7.25 |
26.6% |
87.75 |
ATR |
41.18 |
40.71 |
-0.48 |
-1.2% |
0.00 |
Volume |
351,009 |
263,220 |
-87,789 |
-25.0% |
1,729,150 |
|
Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,003.50 |
1,987.25 |
1,920.75 |
|
R3 |
1,969.00 |
1,952.75 |
1,911.25 |
|
R2 |
1,934.50 |
1,934.50 |
1,908.00 |
|
R1 |
1,918.25 |
1,918.25 |
1,905.00 |
1,926.50 |
PP |
1,900.00 |
1,900.00 |
1,900.00 |
1,904.25 |
S1 |
1,883.75 |
1,883.75 |
1,898.50 |
1,892.00 |
S2 |
1,865.50 |
1,865.50 |
1,895.50 |
|
S3 |
1,831.00 |
1,849.25 |
1,892.25 |
|
S4 |
1,796.50 |
1,814.75 |
1,882.75 |
|
|
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% |
39% |
False |
False |
306,191 |
10 |
1,977.25 |
1,876.50 |
100.75 |
5.3% |
36.75 |
1.9% |
25% |
False |
False |
349,923 |
20 |
1,977.25 |
1,801.75 |
175.50 |
9.2% |
41.00 |
2.1% |
57% |
False |
False |
375,416 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.1% |
45.25 |
2.4% |
64% |
False |
False |
419,740 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
46.00 |
2.4% |
45% |
False |
False |
372,718 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
43.00 |
2.3% |
45% |
False |
False |
279,716 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.1% |
42.25 |
2.2% |
45% |
False |
False |
223,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,063.00 |
2.618 |
2,006.75 |
1.618 |
1,972.25 |
1.000 |
1,951.00 |
0.618 |
1,937.75 |
HIGH |
1,916.50 |
0.618 |
1,903.25 |
0.500 |
1,899.25 |
0.382 |
1,895.25 |
LOW |
1,882.00 |
0.618 |
1,860.75 |
1.000 |
1,847.50 |
1.618 |
1,826.25 |
2.618 |
1,791.75 |
4.250 |
1,735.50 |
|
|
Fisher Pivots for day following 27-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,901.00 |
1,903.50 |
PP |
1,900.00 |
1,903.00 |
S1 |
1,899.25 |
1,902.50 |
|