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 |
3,448.0 |
3,420.0 |
-28.0 |
-0.8% |
3,370.0 |
High |
3,465.0 |
3,476.0 |
11.0 |
0.3% |
3,436.0 |
Low |
3,415.0 |
3,401.0 |
-14.0 |
-0.4% |
3,309.0 |
Close |
3,447.0 |
3,433.0 |
-14.0 |
-0.4% |
3,347.0 |
Range |
50.0 |
75.0 |
25.0 |
50.0% |
127.0 |
ATR |
75.2 |
75.2 |
0.0 |
0.0% |
0.0 |
Volume |
2,210 |
2,145 |
-65 |
-2.9% |
13,391 |
|
Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,661.7 |
3,622.3 |
3,474.3 |
|
R3 |
3,586.7 |
3,547.3 |
3,453.6 |
|
R2 |
3,511.7 |
3,511.7 |
3,446.8 |
|
R1 |
3,472.3 |
3,472.3 |
3,439.9 |
3,492.0 |
PP |
3,436.7 |
3,436.7 |
3,436.7 |
3,446.5 |
S1 |
3,397.3 |
3,397.3 |
3,426.1 |
3,417.0 |
S2 |
3,361.7 |
3,361.7 |
3,419.3 |
|
S3 |
3,286.7 |
3,322.3 |
3,412.4 |
|
S4 |
3,211.7 |
3,247.3 |
3,391.8 |
|
|
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 |
3,476.0 |
3,314.0 |
162.0 |
4.7% |
68.2 |
2.0% |
73% |
True |
False |
1,351 |
10 |
3,476.0 |
3,309.0 |
167.0 |
4.9% |
65.0 |
1.9% |
74% |
True |
False |
1,940 |
20 |
3,476.0 |
3,133.0 |
343.0 |
10.0% |
73.4 |
2.1% |
87% |
True |
False |
4,755 |
40 |
3,640.0 |
3,133.0 |
507.0 |
14.8% |
71.8 |
2.1% |
59% |
False |
False |
6,226 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
64.7 |
1.9% |
38% |
False |
False |
5,365 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
58.5 |
1.7% |
38% |
False |
False |
4,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,794.8 |
2.618 |
3,672.4 |
1.618 |
3,597.4 |
1.000 |
3,551.0 |
0.618 |
3,522.4 |
HIGH |
3,476.0 |
0.618 |
3,447.4 |
0.500 |
3,438.5 |
0.382 |
3,429.7 |
LOW |
3,401.0 |
0.618 |
3,354.7 |
1.000 |
3,326.0 |
1.618 |
3,279.7 |
2.618 |
3,204.7 |
4.250 |
3,082.3 |
|
|
Fisher Pivots for day following 07-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,438.5 |
3,422.8 |
PP |
3,436.7 |
3,412.7 |
S1 |
3,434.8 |
3,402.5 |
|