Trading Metrics calculated at close of trading on 28-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,891.50 |
1,901.00 |
9.50 |
0.5% |
1,964.00 |
High |
1,916.50 |
1,924.00 |
7.50 |
0.4% |
1,976.00 |
Low |
1,882.00 |
1,891.00 |
9.00 |
0.5% |
1,888.25 |
Close |
1,901.75 |
1,905.50 |
3.75 |
0.2% |
1,929.50 |
Range |
34.50 |
33.00 |
-1.50 |
-4.3% |
87.75 |
ATR |
40.71 |
40.16 |
-0.55 |
-1.4% |
0.00 |
Volume |
263,220 |
297,429 |
34,209 |
13.0% |
1,729,150 |
|
Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.75 |
1,988.75 |
1,923.75 |
|
R3 |
1,972.75 |
1,955.75 |
1,914.50 |
|
R2 |
1,939.75 |
1,939.75 |
1,911.50 |
|
R1 |
1,922.75 |
1,922.75 |
1,908.50 |
1,931.25 |
PP |
1,906.75 |
1,906.75 |
1,906.75 |
1,911.00 |
S1 |
1,889.75 |
1,889.75 |
1,902.50 |
1,898.25 |
S2 |
1,873.75 |
1,873.75 |
1,899.50 |
|
S3 |
1,840.75 |
1,856.75 |
1,896.50 |
|
S4 |
1,807.75 |
1,823.75 |
1,887.25 |
|
|
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% |
35.75 |
1.9% |
45% |
False |
False |
297,333 |
10 |
1,977.25 |
1,876.50 |
100.75 |
5.3% |
36.25 |
1.9% |
29% |
False |
False |
335,284 |
20 |
1,977.25 |
1,801.75 |
175.50 |
9.2% |
40.25 |
2.1% |
59% |
False |
False |
369,649 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.1% |
44.25 |
2.3% |
66% |
False |
False |
412,625 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.0% |
45.75 |
2.4% |
46% |
False |
False |
377,626 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.0% |
42.75 |
2.2% |
46% |
False |
False |
283,429 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.0% |
42.00 |
2.2% |
46% |
False |
False |
226,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,064.25 |
2.618 |
2,010.50 |
1.618 |
1,977.50 |
1.000 |
1,957.00 |
0.618 |
1,944.50 |
HIGH |
1,924.00 |
0.618 |
1,911.50 |
0.500 |
1,907.50 |
0.382 |
1,903.50 |
LOW |
1,891.00 |
0.618 |
1,870.50 |
1.000 |
1,858.00 |
1.618 |
1,837.50 |
2.618 |
1,804.50 |
4.250 |
1,750.75 |
|
|
Fisher Pivots for day following 28-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,907.50 |
1,903.75 |
PP |
1,906.75 |
1,902.00 |
S1 |
1,906.25 |
1,900.25 |
|