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 |
3,417.0 |
3,380.0 |
-37.0 |
-1.1% |
3,370.0 |
High |
3,436.0 |
3,395.0 |
-41.0 |
-1.2% |
3,436.0 |
Low |
3,377.0 |
3,333.0 |
-44.0 |
-1.3% |
3,309.0 |
Close |
3,400.0 |
3,347.0 |
-53.0 |
-1.6% |
3,347.0 |
Range |
59.0 |
62.0 |
3.0 |
5.1% |
127.0 |
ATR |
76.7 |
76.1 |
-0.7 |
-0.9% |
0.0 |
Volume |
9,750 |
1,296 |
-8,454 |
-86.7% |
13,391 |
|
Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,544.3 |
3,507.7 |
3,381.1 |
|
R3 |
3,482.3 |
3,445.7 |
3,364.1 |
|
R2 |
3,420.3 |
3,420.3 |
3,358.4 |
|
R1 |
3,383.7 |
3,383.7 |
3,352.7 |
3,371.0 |
PP |
3,358.3 |
3,358.3 |
3,358.3 |
3,352.0 |
S1 |
3,321.7 |
3,321.7 |
3,341.3 |
3,309.0 |
S2 |
3,296.3 |
3,296.3 |
3,335.6 |
|
S3 |
3,234.3 |
3,259.7 |
3,330.0 |
|
S4 |
3,172.3 |
3,197.7 |
3,312.9 |
|
|
Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,745.0 |
3,673.0 |
3,416.9 |
|
R3 |
3,618.0 |
3,546.0 |
3,381.9 |
|
R2 |
3,491.0 |
3,491.0 |
3,370.3 |
|
R1 |
3,419.0 |
3,419.0 |
3,358.6 |
3,391.5 |
PP |
3,364.0 |
3,364.0 |
3,364.0 |
3,350.3 |
S1 |
3,292.0 |
3,292.0 |
3,335.4 |
3,264.5 |
S2 |
3,237.0 |
3,237.0 |
3,323.7 |
|
S3 |
3,110.0 |
3,165.0 |
3,312.1 |
|
S4 |
2,983.0 |
3,038.0 |
3,277.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,436.0 |
3,309.0 |
127.0 |
3.8% |
61.6 |
1.8% |
30% |
False |
False |
2,678 |
10 |
3,452.0 |
3,309.0 |
143.0 |
4.3% |
63.1 |
1.9% |
27% |
False |
False |
2,901 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.5% |
72.8 |
2.2% |
67% |
False |
False |
4,783 |
40 |
3,676.0 |
3,133.0 |
543.0 |
16.2% |
71.2 |
2.1% |
39% |
False |
False |
6,932 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.8% |
62.5 |
1.9% |
27% |
False |
False |
5,305 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.8% |
58.0 |
1.7% |
27% |
False |
False |
4,268 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,658.5 |
2.618 |
3,557.3 |
1.618 |
3,495.3 |
1.000 |
3,457.0 |
0.618 |
3,433.3 |
HIGH |
3,395.0 |
0.618 |
3,371.3 |
0.500 |
3,364.0 |
0.382 |
3,356.7 |
LOW |
3,333.0 |
0.618 |
3,294.7 |
1.000 |
3,271.0 |
1.618 |
3,232.7 |
2.618 |
3,170.7 |
4.250 |
3,069.5 |
|
|
Fisher Pivots for day following 01-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,364.0 |
3,384.5 |
PP |
3,358.3 |
3,372.0 |
S1 |
3,352.7 |
3,359.5 |
|