Trading Metrics calculated at close of trading on 05-Aug-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
Open |
3,340.0 |
3,335.0 |
-5.0 |
-0.1% |
3,370.0 |
High |
3,350.0 |
3,447.0 |
97.0 |
2.9% |
3,436.0 |
Low |
3,314.0 |
3,329.0 |
15.0 |
0.5% |
3,309.0 |
Close |
3,318.0 |
3,417.0 |
99.0 |
3.0% |
3,347.0 |
Range |
36.0 |
118.0 |
82.0 |
227.8% |
127.0 |
ATR |
73.2 |
77.2 |
4.0 |
5.4% |
0.0 |
Volume |
746 |
358 |
-388 |
-52.0% |
13,391 |
|
Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,751.7 |
3,702.3 |
3,481.9 |
|
R3 |
3,633.7 |
3,584.3 |
3,449.5 |
|
R2 |
3,515.7 |
3,515.7 |
3,438.6 |
|
R1 |
3,466.3 |
3,466.3 |
3,427.8 |
3,491.0 |
PP |
3,397.7 |
3,397.7 |
3,397.7 |
3,410.0 |
S1 |
3,348.3 |
3,348.3 |
3,406.2 |
3,373.0 |
S2 |
3,279.7 |
3,279.7 |
3,395.4 |
|
S3 |
3,161.7 |
3,230.3 |
3,384.6 |
|
S4 |
3,043.7 |
3,112.3 |
3,352.1 |
|
|
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 |
3,447.0 |
3,314.0 |
133.0 |
3.9% |
63.0 |
1.8% |
77% |
True |
False |
2,481 |
10 |
3,452.0 |
3,309.0 |
143.0 |
4.2% |
65.6 |
1.9% |
76% |
False |
False |
2,389 |
20 |
3,452.0 |
3,133.0 |
319.0 |
9.3% |
73.2 |
2.1% |
89% |
False |
False |
4,645 |
40 |
3,664.0 |
3,133.0 |
531.0 |
15.5% |
72.6 |
2.1% |
53% |
False |
False |
6,563 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.4% |
64.2 |
1.9% |
36% |
False |
False |
5,316 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.4% |
58.3 |
1.7% |
36% |
False |
False |
4,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,948.5 |
2.618 |
3,755.9 |
1.618 |
3,637.9 |
1.000 |
3,565.0 |
0.618 |
3,519.9 |
HIGH |
3,447.0 |
0.618 |
3,401.9 |
0.500 |
3,388.0 |
0.382 |
3,374.1 |
LOW |
3,329.0 |
0.618 |
3,256.1 |
1.000 |
3,211.0 |
1.618 |
3,138.1 |
2.618 |
3,020.1 |
4.250 |
2,827.5 |
|
|
Fisher Pivots for day following 05-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,407.3 |
3,404.8 |
PP |
3,397.7 |
3,392.7 |
S1 |
3,388.0 |
3,380.5 |
|