Trading Metrics calculated at close of trading on 07-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,430.0 |
3,409.0 |
-21.0 |
-0.6% |
3,355.0 |
High |
3,445.0 |
3,456.0 |
11.0 |
0.3% |
3,417.0 |
Low |
3,391.0 |
3,378.0 |
-13.0 |
-0.4% |
3,282.0 |
Close |
3,425.0 |
3,412.0 |
-13.0 |
-0.4% |
3,326.0 |
Range |
54.0 |
78.0 |
24.0 |
44.4% |
135.0 |
ATR |
81.0 |
80.8 |
-0.2 |
-0.3% |
0.0 |
Volume |
1,083,460 |
1,258,131 |
174,671 |
16.1% |
6,322,503 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,649.3 |
3,608.7 |
3,454.9 |
|
R3 |
3,571.3 |
3,530.7 |
3,433.5 |
|
R2 |
3,493.3 |
3,493.3 |
3,426.3 |
|
R1 |
3,452.7 |
3,452.7 |
3,419.2 |
3,473.0 |
PP |
3,415.3 |
3,415.3 |
3,415.3 |
3,425.5 |
S1 |
3,374.7 |
3,374.7 |
3,404.9 |
3,395.0 |
S2 |
3,337.3 |
3,337.3 |
3,397.7 |
|
S3 |
3,259.3 |
3,296.7 |
3,390.6 |
|
S4 |
3,181.3 |
3,218.7 |
3,369.1 |
|
|
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 |
3,456.0 |
3,292.0 |
164.0 |
4.8% |
74.4 |
2.2% |
73% |
True |
False |
1,214,621 |
10 |
3,456.0 |
3,282.0 |
174.0 |
5.1% |
70.9 |
2.1% |
75% |
True |
False |
1,232,185 |
20 |
3,456.0 |
3,107.0 |
349.0 |
10.2% |
81.6 |
2.4% |
87% |
True |
False |
1,519,680 |
40 |
3,613.0 |
3,107.0 |
506.0 |
14.8% |
78.6 |
2.3% |
60% |
False |
False |
1,462,565 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
71.9 |
2.1% |
38% |
False |
False |
979,134 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
66.8 |
2.0% |
38% |
False |
False |
734,687 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
68.5 |
2.0% |
38% |
False |
False |
589,808 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
69.4 |
2.0% |
38% |
False |
False |
492,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,787.5 |
2.618 |
3,660.2 |
1.618 |
3,582.2 |
1.000 |
3,534.0 |
0.618 |
3,504.2 |
HIGH |
3,456.0 |
0.618 |
3,426.2 |
0.500 |
3,417.0 |
0.382 |
3,407.8 |
LOW |
3,378.0 |
0.618 |
3,329.8 |
1.000 |
3,300.0 |
1.618 |
3,251.8 |
2.618 |
3,173.8 |
4.250 |
3,046.5 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,417.0 |
3,401.2 |
PP |
3,415.3 |
3,390.3 |
S1 |
3,413.7 |
3,379.5 |
|