Trading Metrics calculated at close of trading on 08-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,409.0 |
3,399.0 |
-10.0 |
-0.3% |
3,318.0 |
High |
3,456.0 |
3,449.0 |
-7.0 |
-0.2% |
3,456.0 |
Low |
3,378.0 |
3,357.0 |
-21.0 |
-0.6% |
3,292.0 |
Close |
3,412.0 |
3,415.0 |
3.0 |
0.1% |
3,415.0 |
Range |
78.0 |
92.0 |
14.0 |
17.9% |
164.0 |
ATR |
80.8 |
81.6 |
0.8 |
1.0% |
0.0 |
Volume |
1,258,131 |
1,242,454 |
-15,677 |
-1.2% |
6,003,309 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,683.0 |
3,641.0 |
3,465.6 |
|
R3 |
3,591.0 |
3,549.0 |
3,440.3 |
|
R2 |
3,499.0 |
3,499.0 |
3,431.9 |
|
R1 |
3,457.0 |
3,457.0 |
3,423.4 |
3,478.0 |
PP |
3,407.0 |
3,407.0 |
3,407.0 |
3,417.5 |
S1 |
3,365.0 |
3,365.0 |
3,406.6 |
3,386.0 |
S2 |
3,315.0 |
3,315.0 |
3,398.1 |
|
S3 |
3,223.0 |
3,273.0 |
3,389.7 |
|
S4 |
3,131.0 |
3,181.0 |
3,364.4 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,879.7 |
3,811.3 |
3,505.2 |
|
R3 |
3,715.7 |
3,647.3 |
3,460.1 |
|
R2 |
3,551.7 |
3,551.7 |
3,445.1 |
|
R1 |
3,483.3 |
3,483.3 |
3,430.0 |
3,517.5 |
PP |
3,387.7 |
3,387.7 |
3,387.7 |
3,404.8 |
S1 |
3,319.3 |
3,319.3 |
3,400.0 |
3,353.5 |
S2 |
3,223.7 |
3,223.7 |
3,384.9 |
|
S3 |
3,059.7 |
3,155.3 |
3,369.9 |
|
S4 |
2,895.7 |
2,991.3 |
3,324.8 |
|
|
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% |
78.2 |
2.3% |
75% |
False |
False |
1,200,661 |
10 |
3,456.0 |
3,282.0 |
174.0 |
5.1% |
73.2 |
2.1% |
76% |
False |
False |
1,232,581 |
20 |
3,456.0 |
3,107.0 |
349.0 |
10.2% |
79.5 |
2.3% |
88% |
False |
False |
1,473,978 |
40 |
3,613.0 |
3,107.0 |
506.0 |
14.8% |
79.7 |
2.3% |
61% |
False |
False |
1,491,138 |
60 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
72.5 |
2.1% |
39% |
False |
False |
999,799 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
67.1 |
2.0% |
39% |
False |
False |
750,173 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
68.6 |
2.0% |
39% |
False |
False |
601,591 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.4% |
69.8 |
2.0% |
39% |
False |
False |
502,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,840.0 |
2.618 |
3,689.9 |
1.618 |
3,597.9 |
1.000 |
3,541.0 |
0.618 |
3,505.9 |
HIGH |
3,449.0 |
0.618 |
3,413.9 |
0.500 |
3,403.0 |
0.382 |
3,392.1 |
LOW |
3,357.0 |
0.618 |
3,300.1 |
1.000 |
3,265.0 |
1.618 |
3,208.1 |
2.618 |
3,116.1 |
4.250 |
2,966.0 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,411.0 |
3,412.2 |
PP |
3,407.0 |
3,409.3 |
S1 |
3,403.0 |
3,406.5 |
|