Trading Metrics calculated at close of trading on 29-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
1,901.00 |
1,905.00 |
4.00 |
0.2% |
1,930.00 |
High |
1,924.00 |
1,908.00 |
-16.00 |
-0.8% |
1,930.75 |
Low |
1,891.00 |
1,867.50 |
-23.50 |
-1.2% |
1,867.50 |
Close |
1,905.50 |
1,875.00 |
-30.50 |
-1.6% |
1,875.00 |
Range |
33.00 |
40.50 |
7.50 |
22.7% |
63.25 |
ATR |
40.16 |
40.18 |
0.02 |
0.1% |
0.00 |
Volume |
297,429 |
285,917 |
-11,512 |
-3.9% |
1,469,238 |
|
Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.00 |
1,980.50 |
1,897.25 |
|
R3 |
1,964.50 |
1,940.00 |
1,886.25 |
|
R2 |
1,924.00 |
1,924.00 |
1,882.50 |
|
R1 |
1,899.50 |
1,899.50 |
1,878.75 |
1,891.50 |
PP |
1,883.50 |
1,883.50 |
1,883.50 |
1,879.50 |
S1 |
1,859.00 |
1,859.00 |
1,871.25 |
1,851.00 |
S2 |
1,843.00 |
1,843.00 |
1,867.50 |
|
S3 |
1,802.50 |
1,818.50 |
1,863.75 |
|
S4 |
1,762.00 |
1,778.00 |
1,852.75 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.75 |
2,041.25 |
1,909.75 |
|
R3 |
2,017.50 |
1,978.00 |
1,892.50 |
|
R2 |
1,954.25 |
1,954.25 |
1,886.50 |
|
R1 |
1,914.75 |
1,914.75 |
1,880.75 |
1,903.00 |
PP |
1,891.00 |
1,891.00 |
1,891.00 |
1,885.25 |
S1 |
1,851.50 |
1,851.50 |
1,869.25 |
1,839.50 |
S2 |
1,827.75 |
1,827.75 |
1,863.50 |
|
S3 |
1,764.50 |
1,788.25 |
1,857.50 |
|
S4 |
1,701.25 |
1,725.00 |
1,840.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,930.75 |
1,867.50 |
63.25 |
3.4% |
35.75 |
1.9% |
12% |
False |
True |
293,847 |
10 |
1,976.00 |
1,867.50 |
108.50 |
5.8% |
37.75 |
2.0% |
7% |
False |
True |
319,838 |
20 |
1,977.25 |
1,801.75 |
175.50 |
9.4% |
39.50 |
2.1% |
42% |
False |
False |
361,526 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.3% |
44.50 |
2.4% |
52% |
False |
False |
407,852 |
60 |
2,070.75 |
1,765.25 |
305.50 |
16.3% |
45.75 |
2.4% |
36% |
False |
False |
382,362 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.3% |
43.00 |
2.3% |
36% |
False |
False |
286,999 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.3% |
42.00 |
2.2% |
36% |
False |
False |
229,715 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,080.00 |
2.618 |
2,014.00 |
1.618 |
1,973.50 |
1.000 |
1,948.50 |
0.618 |
1,933.00 |
HIGH |
1,908.00 |
0.618 |
1,892.50 |
0.500 |
1,887.75 |
0.382 |
1,883.00 |
LOW |
1,867.50 |
0.618 |
1,842.50 |
1.000 |
1,827.00 |
1.618 |
1,802.00 |
2.618 |
1,761.50 |
4.250 |
1,695.50 |
|
|
Fisher Pivots for day following 29-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
1,887.75 |
1,895.75 |
PP |
1,883.50 |
1,888.75 |
S1 |
1,879.25 |
1,882.00 |
|