Trading Metrics calculated at close of trading on 01-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,403.0 |
3,361.0 |
-42.0 |
-1.2% |
3,355.0 |
High |
3,417.0 |
3,381.0 |
-36.0 |
-1.1% |
3,417.0 |
Low |
3,355.0 |
3,308.0 |
-47.0 |
-1.4% |
3,282.0 |
Close |
3,379.0 |
3,326.0 |
-53.0 |
-1.6% |
3,326.0 |
Range |
62.0 |
73.0 |
11.0 |
17.7% |
135.0 |
ATR |
83.0 |
82.3 |
-0.7 |
-0.9% |
0.0 |
Volume |
1,418,754 |
1,312,254 |
-106,500 |
-7.5% |
6,322,503 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,557.3 |
3,514.7 |
3,366.2 |
|
R3 |
3,484.3 |
3,441.7 |
3,346.1 |
|
R2 |
3,411.3 |
3,411.3 |
3,339.4 |
|
R1 |
3,368.7 |
3,368.7 |
3,332.7 |
3,353.5 |
PP |
3,338.3 |
3,338.3 |
3,338.3 |
3,330.8 |
S1 |
3,295.7 |
3,295.7 |
3,319.3 |
3,280.5 |
S2 |
3,265.3 |
3,265.3 |
3,312.6 |
|
S3 |
3,192.3 |
3,222.7 |
3,305.9 |
|
S4 |
3,119.3 |
3,149.7 |
3,285.9 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,746.7 |
3,671.3 |
3,400.3 |
|
R3 |
3,611.7 |
3,536.3 |
3,363.1 |
|
R2 |
3,476.7 |
3,476.7 |
3,350.8 |
|
R1 |
3,401.3 |
3,401.3 |
3,338.4 |
3,371.5 |
PP |
3,341.7 |
3,341.7 |
3,341.7 |
3,326.8 |
S1 |
3,266.3 |
3,266.3 |
3,313.6 |
3,236.5 |
S2 |
3,206.7 |
3,206.7 |
3,301.3 |
|
S3 |
3,071.7 |
3,131.3 |
3,288.9 |
|
S4 |
2,936.7 |
2,996.3 |
3,251.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,417.0 |
3,282.0 |
135.0 |
4.1% |
68.2 |
2.1% |
33% |
False |
False |
1,264,500 |
10 |
3,432.0 |
3,282.0 |
150.0 |
4.5% |
72.4 |
2.2% |
29% |
False |
False |
1,278,426 |
20 |
3,432.0 |
3,107.0 |
325.0 |
9.8% |
81.7 |
2.5% |
67% |
False |
False |
1,614,397 |
40 |
3,753.0 |
3,107.0 |
646.0 |
19.4% |
80.3 |
2.4% |
34% |
False |
False |
1,347,146 |
60 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
69.8 |
2.1% |
27% |
False |
False |
899,917 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
66.6 |
2.0% |
27% |
False |
False |
675,238 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
70.2 |
2.1% |
27% |
False |
False |
542,931 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.0% |
70.0 |
2.1% |
27% |
False |
False |
452,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,691.3 |
2.618 |
3,572.1 |
1.618 |
3,499.1 |
1.000 |
3,454.0 |
0.618 |
3,426.1 |
HIGH |
3,381.0 |
0.618 |
3,353.1 |
0.500 |
3,344.5 |
0.382 |
3,335.9 |
LOW |
3,308.0 |
0.618 |
3,262.9 |
1.000 |
3,235.0 |
1.618 |
3,189.9 |
2.618 |
3,116.9 |
4.250 |
2,997.8 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,344.5 |
3,362.5 |
PP |
3,338.3 |
3,350.3 |
S1 |
3,332.2 |
3,338.2 |
|