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 |
3,420.0 |
3,417.0 |
-3.0 |
-0.1% |
3,340.0 |
High |
3,476.0 |
3,469.0 |
-7.0 |
-0.2% |
3,476.0 |
Low |
3,401.0 |
3,379.0 |
-22.0 |
-0.6% |
3,314.0 |
Close |
3,433.0 |
3,436.0 |
3.0 |
0.1% |
3,436.0 |
Range |
75.0 |
90.0 |
15.0 |
20.0% |
162.0 |
ATR |
75.2 |
76.3 |
1.1 |
1.4% |
0.0 |
Volume |
2,145 |
1,632 |
-513 |
-23.9% |
7,091 |
|
Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,698.0 |
3,657.0 |
3,485.5 |
|
R3 |
3,608.0 |
3,567.0 |
3,460.8 |
|
R2 |
3,518.0 |
3,518.0 |
3,452.5 |
|
R1 |
3,477.0 |
3,477.0 |
3,444.3 |
3,497.5 |
PP |
3,428.0 |
3,428.0 |
3,428.0 |
3,438.3 |
S1 |
3,387.0 |
3,387.0 |
3,427.8 |
3,407.5 |
S2 |
3,338.0 |
3,338.0 |
3,419.5 |
|
S3 |
3,248.0 |
3,297.0 |
3,411.3 |
|
S4 |
3,158.0 |
3,207.0 |
3,386.5 |
|
|
Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,894.7 |
3,827.3 |
3,525.1 |
|
R3 |
3,732.7 |
3,665.3 |
3,480.6 |
|
R2 |
3,570.7 |
3,570.7 |
3,465.7 |
|
R1 |
3,503.3 |
3,503.3 |
3,450.9 |
3,537.0 |
PP |
3,408.7 |
3,408.7 |
3,408.7 |
3,425.5 |
S1 |
3,341.3 |
3,341.3 |
3,421.2 |
3,375.0 |
S2 |
3,246.7 |
3,246.7 |
3,406.3 |
|
S3 |
3,084.7 |
3,179.3 |
3,391.5 |
|
S4 |
2,922.7 |
3,017.3 |
3,346.9 |
|
|
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% |
73.8 |
2.1% |
75% |
False |
False |
1,418 |
10 |
3,476.0 |
3,309.0 |
167.0 |
4.9% |
67.7 |
2.0% |
76% |
False |
False |
2,048 |
20 |
3,476.0 |
3,133.0 |
343.0 |
10.0% |
71.7 |
2.1% |
88% |
False |
False |
4,746 |
40 |
3,640.0 |
3,133.0 |
507.0 |
14.8% |
72.4 |
2.1% |
60% |
False |
False |
5,957 |
60 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
65.7 |
1.9% |
38% |
False |
False |
5,387 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
59.0 |
1.7% |
38% |
False |
False |
4,307 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,851.5 |
2.618 |
3,704.6 |
1.618 |
3,614.6 |
1.000 |
3,559.0 |
0.618 |
3,524.6 |
HIGH |
3,469.0 |
0.618 |
3,434.6 |
0.500 |
3,424.0 |
0.382 |
3,413.4 |
LOW |
3,379.0 |
0.618 |
3,323.4 |
1.000 |
3,289.0 |
1.618 |
3,233.4 |
2.618 |
3,143.4 |
4.250 |
2,996.5 |
|
|
Fisher Pivots for day following 08-Aug-2008 |
Pivot |
1 day |
3 day |
R1 |
3,432.0 |
3,433.2 |
PP |
3,428.0 |
3,430.3 |
S1 |
3,424.0 |
3,427.5 |
|