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 |
3,380.0 |
3,340.0 |
-40.0 |
-1.2% |
3,370.0 |
High |
3,395.0 |
3,350.0 |
-45.0 |
-1.3% |
3,436.0 |
Low |
3,333.0 |
3,314.0 |
-19.0 |
-0.6% |
3,309.0 |
Close |
3,347.0 |
3,318.0 |
-29.0 |
-0.9% |
3,347.0 |
Range |
62.0 |
36.0 |
-26.0 |
-41.9% |
127.0 |
ATR |
76.1 |
73.2 |
-2.9 |
-3.8% |
0.0 |
Volume |
1,296 |
746 |
-550 |
-42.4% |
13,391 |
|
Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,435.3 |
3,412.7 |
3,337.8 |
|
R3 |
3,399.3 |
3,376.7 |
3,327.9 |
|
R2 |
3,363.3 |
3,363.3 |
3,324.6 |
|
R1 |
3,340.7 |
3,340.7 |
3,321.3 |
3,334.0 |
PP |
3,327.3 |
3,327.3 |
3,327.3 |
3,324.0 |
S1 |
3,304.7 |
3,304.7 |
3,314.7 |
3,298.0 |
S2 |
3,291.3 |
3,291.3 |
3,311.4 |
|
S3 |
3,255.3 |
3,268.7 |
3,308.1 |
|
S4 |
3,219.3 |
3,232.7 |
3,298.2 |
|
|
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% |
56.4 |
1.7% |
7% |
False |
False |
2,807 |
10 |
3,452.0 |
3,309.0 |
143.0 |
4.3% |
60.0 |
1.8% |
6% |
False |
False |
2,738 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.6% |
71.3 |
2.1% |
58% |
False |
False |
4,708 |
40 |
3,664.0 |
3,133.0 |
531.0 |
16.0% |
71.0 |
2.1% |
35% |
False |
False |
6,740 |
60 |
3,931.0 |
3,133.0 |
798.0 |
24.1% |
62.9 |
1.9% |
23% |
False |
False |
5,317 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.1% |
56.9 |
1.7% |
23% |
False |
False |
4,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,503.0 |
2.618 |
3,444.2 |
1.618 |
3,408.2 |
1.000 |
3,386.0 |
0.618 |
3,372.2 |
HIGH |
3,350.0 |
0.618 |
3,336.2 |
0.500 |
3,332.0 |
0.382 |
3,327.8 |
LOW |
3,314.0 |
0.618 |
3,291.8 |
1.000 |
3,278.0 |
1.618 |
3,255.8 |
2.618 |
3,219.8 |
4.250 |
3,161.0 |
|
|
Fisher Pivots for day following 04-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,332.0 |
3,375.0 |
PP |
3,327.3 |
3,356.0 |
S1 |
3,322.7 |
3,337.0 |
|