Trading Metrics calculated at close of trading on 06-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,308.0 |
3,430.0 |
122.0 |
3.7% |
3,355.0 |
High |
3,428.0 |
3,445.0 |
17.0 |
0.5% |
3,417.0 |
Low |
3,303.0 |
3,391.0 |
88.0 |
2.7% |
3,282.0 |
Close |
3,395.0 |
3,425.0 |
30.0 |
0.9% |
3,326.0 |
Range |
125.0 |
54.0 |
-71.0 |
-56.8% |
135.0 |
ATR |
83.1 |
81.0 |
-2.1 |
-2.5% |
0.0 |
Volume |
1,437,827 |
1,083,460 |
-354,367 |
-24.6% |
6,322,503 |
|
Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,582.3 |
3,557.7 |
3,454.7 |
|
R3 |
3,528.3 |
3,503.7 |
3,439.9 |
|
R2 |
3,474.3 |
3,474.3 |
3,434.9 |
|
R1 |
3,449.7 |
3,449.7 |
3,430.0 |
3,435.0 |
PP |
3,420.3 |
3,420.3 |
3,420.3 |
3,413.0 |
S1 |
3,395.7 |
3,395.7 |
3,420.1 |
3,381.0 |
S2 |
3,366.3 |
3,366.3 |
3,415.1 |
|
S3 |
3,312.3 |
3,341.7 |
3,410.2 |
|
S4 |
3,258.3 |
3,287.7 |
3,395.3 |
|
|
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 |
3,445.0 |
3,292.0 |
153.0 |
4.5% |
71.2 |
2.1% |
87% |
True |
False |
1,246,746 |
10 |
3,445.0 |
3,282.0 |
163.0 |
4.8% |
72.7 |
2.1% |
88% |
True |
False |
1,241,272 |
20 |
3,445.0 |
3,107.0 |
338.0 |
9.9% |
81.0 |
2.4% |
94% |
True |
False |
1,552,856 |
40 |
3,635.0 |
3,107.0 |
528.0 |
15.4% |
79.4 |
2.3% |
60% |
False |
False |
1,433,259 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
71.5 |
2.1% |
40% |
False |
False |
958,230 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
66.6 |
1.9% |
40% |
False |
False |
718,991 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
69.4 |
2.0% |
40% |
False |
False |
577,525 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
69.6 |
2.0% |
40% |
False |
False |
481,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,674.5 |
2.618 |
3,586.4 |
1.618 |
3,532.4 |
1.000 |
3,499.0 |
0.618 |
3,478.4 |
HIGH |
3,445.0 |
0.618 |
3,424.4 |
0.500 |
3,418.0 |
0.382 |
3,411.6 |
LOW |
3,391.0 |
0.618 |
3,357.6 |
1.000 |
3,337.0 |
1.618 |
3,303.6 |
2.618 |
3,249.6 |
4.250 |
3,161.5 |
|
|
Fisher Pivots for day following 06-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,422.7 |
3,406.2 |
PP |
3,420.3 |
3,387.3 |
S1 |
3,418.0 |
3,368.5 |
|