Trading Metrics calculated at close of trading on 04-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,361.0 |
3,318.0 |
-43.0 |
-1.3% |
3,355.0 |
High |
3,381.0 |
3,334.0 |
-47.0 |
-1.4% |
3,417.0 |
Low |
3,308.0 |
3,292.0 |
-16.0 |
-0.5% |
3,282.0 |
Close |
3,326.0 |
3,297.0 |
-29.0 |
-0.9% |
3,326.0 |
Range |
73.0 |
42.0 |
-31.0 |
-42.5% |
135.0 |
ATR |
82.3 |
79.4 |
-2.9 |
-3.5% |
0.0 |
Volume |
1,312,254 |
981,437 |
-330,817 |
-25.2% |
6,322,503 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,433.7 |
3,407.3 |
3,320.1 |
|
R3 |
3,391.7 |
3,365.3 |
3,308.6 |
|
R2 |
3,349.7 |
3,349.7 |
3,304.7 |
|
R1 |
3,323.3 |
3,323.3 |
3,300.9 |
3,315.5 |
PP |
3,307.7 |
3,307.7 |
3,307.7 |
3,303.8 |
S1 |
3,281.3 |
3,281.3 |
3,293.2 |
3,273.5 |
S2 |
3,265.7 |
3,265.7 |
3,289.3 |
|
S3 |
3,223.7 |
3,239.3 |
3,285.5 |
|
S4 |
3,181.7 |
3,197.3 |
3,273.9 |
|
|
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% |
63.2 |
1.9% |
11% |
False |
False |
1,273,389 |
10 |
3,432.0 |
3,282.0 |
150.0 |
4.5% |
69.4 |
2.1% |
10% |
False |
False |
1,259,511 |
20 |
3,432.0 |
3,107.0 |
325.0 |
9.9% |
80.0 |
2.4% |
58% |
False |
False |
1,590,351 |
40 |
3,645.0 |
3,107.0 |
538.0 |
16.3% |
77.3 |
2.3% |
35% |
False |
False |
1,371,439 |
60 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
69.9 |
2.1% |
24% |
False |
False |
916,225 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
66.4 |
2.0% |
24% |
False |
False |
687,490 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
69.4 |
2.1% |
24% |
False |
False |
552,587 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.2% |
69.3 |
2.1% |
24% |
False |
False |
460,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,512.5 |
2.618 |
3,444.0 |
1.618 |
3,402.0 |
1.000 |
3,376.0 |
0.618 |
3,360.0 |
HIGH |
3,334.0 |
0.618 |
3,318.0 |
0.500 |
3,313.0 |
0.382 |
3,308.0 |
LOW |
3,292.0 |
0.618 |
3,266.0 |
1.000 |
3,250.0 |
1.618 |
3,224.0 |
2.618 |
3,182.0 |
4.250 |
3,113.5 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,313.0 |
3,354.5 |
PP |
3,307.7 |
3,335.3 |
S1 |
3,302.3 |
3,316.2 |
|